Hang Seng Index Future June 2010

Trading Metrics calculated at close of trading on 08-Jan-2010

Day Change Summary
	Previous	Current
	07-Jan-2010	08-Jan-2010	Change	Change %	Previous Week
Open	22,113	21,929	-184	-0.8%	21,466
High	22,135	22,090	-45	-0.2%	22,155
Low	21,830	21,897	67	0.3%	21,357
Close	21,917	21,943	26	0.1%	21,943
Range	305	193	-112	-36.7%	798
ATR	293	286	-7	-2.4%	0
Volume	124	60	-64	-51.6%	321

Daily Pivots for day following 08-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	22,556	22,442	22,049
R3	22,363	22,249	21,996
R2	22,170	22,170	21,978
R1	22,056	22,056	21,961	22,113
PP	21,977	21,977	21,977	22,005
S1	21,863	21,863	21,925	21,920
S2	21,784	21,784	21,908
S3	21,591	21,670	21,890
S4	21,398	21,477	21,837

Weekly Pivots for week ending 08-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	24,212	23,876	22,382
R3	23,414	23,078	22,162
R2	22,616	22,616	22,089
R1	22,280	22,280	22,016	22,448
PP	21,818	21,818	21,818	21,903
S1	21,482	21,482	21,870	21,650
S2	21,020	21,020	21,797
S3	20,222	20,684	21,724
S4	19,424	19,886	21,504

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	22,155	21,357	798	3.6%	230	1.0%	73%	False	False	64
10	22,155	20,970	1,185	5.4%	206	0.9%	82%	False	False	73
20	22,155	20,525	1,630	7.4%	240	1.1%	87%	False	False	51

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	31
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	22,910
2.618	22,595
1.618	22,402
1.000	22,283
0.618	22,209
HIGH	22,090
0.618	22,016
0.500	21,994
0.382	21,971
LOW	21,897
0.618	21,778
1.000	21,704
1.618	21,585
2.618	21,392
4.250	21,077

Fisher Pivots for day following 08-Jan-2010
Pivot	1 day	3 day
R1	21,994	21,993
PP	21,977	21,976
S1	21,960	21,960

Download as Excel Spreadsheet

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

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