Hang Seng Index Future June 2010

Trading Metrics calculated at close of trading on 20-Jan-2010

Day Change Summary
	Previous	Current
	19-Jan-2010	20-Jan-2010	Change	Change %	Previous Week
Open	21,136	21,180	44	0.2%	22,189
High	21,258	21,180	-78	-0.4%	22,300
Low	20,950	20,770	-180	-0.9%	21,170
Close	21,232	20,794	-438	-2.1%	21,171
Range	308	410	102	33.1%	1,130
ATR	298	310	12	3.9%	0
Volume	75	168	93	124.0%	557

Daily Pivots for day following 20-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	22,145	21,879	21,020
R3	21,735	21,469	20,907
R2	21,325	21,325	20,869
R1	21,059	21,059	20,832	20,987
PP	20,915	20,915	20,915	20,879
S1	20,649	20,649	20,756	20,577
S2	20,505	20,505	20,719
S3	20,095	20,239	20,681
S4	19,685	19,829	20,569

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	21,552	20,770	782	3.8%	291	1.4%	3%	False	True	106
10	22,300	20,770	1,530	7.4%	277	1.3%	2%	False	True	105
20	22,300	20,636	1,664	8.0%	241	1.2%	9%	False	False	84

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	50
Widest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	22,923
2.618	22,253
1.618	21,843
1.000	21,590
0.618	21,433
HIGH	21,180
0.618	21,023
0.500	20,975
0.382	20,927
LOW	20,770
0.618	20,517
1.000	20,360
1.618	20,107
2.618	19,697
4.250	19,028

Fisher Pivots for day following 20-Jan-2010
Pivot	1 day	3 day
R1	20,975	21,014
PP	20,915	20,941
S1	20,854	20,867

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols