Hang Seng Index Future June 2010

Trading Metrics calculated at close of trading on 15-Jan-2010

Day Change Summary
	Previous	Current
	14-Jan-2010	15-Jan-2010	Change	Change %	Previous Week
Open	21,494	21,350	-144	-0.7%	22,189
High	21,552	21,368	-184	-0.9%	22,300
Low	21,250	21,170	-80	-0.4%	21,170
Close	21,292	21,171	-121	-0.6%	21,171
Range	302	198	-104	-34.4%	1,130
ATR	310	302	-8	-2.6%	0
Volume	136	78	-58	-42.6%	557

Daily Pivots for day following 15-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	21,830	21,699	21,280
R3	21,632	21,501	21,225
R2	21,434	21,434	21,207
R1	21,303	21,303	21,189	21,270
PP	21,236	21,236	21,236	21,220
S1	21,105	21,105	21,153	21,072
S2	21,038	21,038	21,135
S3	20,840	20,907	21,117
S4	20,642	20,709	21,062

Weekly Pivots for week ending 15-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	24,937	24,184	21,793
R3	23,807	23,054	21,482
R2	22,677	22,677	21,378
R1	21,924	21,924	21,275	21,736
PP	21,547	21,547	21,547	21,453
S1	20,794	20,794	21,067	20,606
S2	20,417	20,417	20,964
S3	19,287	19,664	20,860
S4	18,157	18,534	20,550

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	22,300	21,170	1,130	5.3%	263	1.2%	0%	False	True	111
10	22,300	21,170	1,130	5.3%	247	1.2%	0%	False	True	87
20	22,300	20,525	1,775	8.4%	231	1.1%	36%	False	False	77

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	52
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	22,210
2.618	21,886
1.618	21,688
1.000	21,566
0.618	21,490
HIGH	21,368
0.618	21,292
0.500	21,269
0.382	21,246
LOW	21,170
0.618	21,048
1.000	20,972
1.618	20,850
2.618	20,652
4.250	20,329

Fisher Pivots for day following 15-Jan-2010
Pivot	1 day	3 day
R1	21,269	21,400
PP	21,236	21,323
S1	21,204	21,247

Download as Excel Spreadsheet

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

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