Hang Seng Index Future June 2010

Trading Metrics calculated at close of trading on 06-Jan-2010

Day Change Summary
	Previous	Current
	05-Jan-2010	06-Jan-2010	Change	Change %	Previous Week
Open	21,812	21,930	118	0.5%	21,253
High	21,930	22,155	225	1.0%	21,500
Low	21,800	21,900	100	0.5%	20,970
Close	21,881	22,038	157	0.7%	21,543
Range	130	255	125	96.2%	530
ATR	293	292	-1	-0.5%	0
Volume	49	48	-1	-2.0%	395

Daily Pivots for day following 06-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	22,796	22,672	22,178
R3	22,541	22,417	22,108
R2	22,286	22,286	22,085
R1	22,162	22,162	22,061	22,224
PP	22,031	22,031	22,031	22,062
S1	21,907	21,907	22,015	21,969
S2	21,776	21,776	21,991
S3	21,521	21,652	21,968
S4	21,266	21,397	21,898

Weekly Pivots for week ending 01-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	22,928	22,765	21,835
R3	22,398	22,235	21,689
R2	21,868	21,868	21,640
R1	21,705	21,705	21,592	21,787
PP	21,338	21,338	21,338	21,378
S1	21,175	21,175	21,494	21,257
S2	20,808	20,808	21,446
S3	20,278	20,645	21,397
S4	19,748	20,115	21,252

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	22,155	20,970	1,185	5.4%	230	1.0%	90%	True	False	53
10	22,155	20,636	1,519	6.9%	205	0.9%	92%	True	False	62
20	22,155	20,525	1,630	7.4%	232	1.1%	93%	True	False	43

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	42
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	23,239
2.618	22,823
1.618	22,568
1.000	22,410
0.618	22,313
HIGH	22,155
0.618	22,058
0.500	22,028
0.382	21,997
LOW	21,900
0.618	21,742
1.000	21,645
1.618	21,487
2.618	21,232
4.250	20,816

Fisher Pivots for day following 06-Jan-2010
Pivot	1 day	3 day
R1	22,035	21,944
PP	22,031	21,850
S1	22,028	21,756

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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