Hang Seng Index Future June 2010

Trading Metrics calculated at close of trading on 22-Jan-2010

Day Change Summary
	Previous	Current
	21-Jan-2010	22-Jan-2010	Change	Change %	Previous Week
Open	20,780	20,097	-683	-3.3%	20,979
High	20,850	20,293	-557	-2.7%	21,258
Low	20,354	19,906	-448	-2.2%	19,906
Close	20,362	20,276	-86	-0.4%	20,276
Range	496	387	-109	-22.0%	1,352
ATR	323	332	10	2.9%	0
Volume	119	293	174	146.2%	728

Daily Pivots for day following 22-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	21,319	21,185	20,489
R3	20,932	20,798	20,382
R2	20,545	20,545	20,347
R1	20,411	20,411	20,311	20,478
PP	20,158	20,158	20,158	20,192
S1	20,024	20,024	20,241	20,091
S2	19,771	19,771	20,205
S3	19,384	19,637	20,170
S4	18,997	19,250	20,063

Weekly Pivots for week ending 22-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	24,536	23,758	21,020
R3	23,184	22,406	20,648
R2	21,832	21,832	20,524
R1	21,054	21,054	20,400	20,767
PP	20,480	20,480	20,480	20,337
S1	19,702	19,702	20,152	19,415
S2	19,128	19,128	20,028
S3	17,776	18,350	19,904
S4	16,424	16,998	19,532

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	21,258	19,906	1,352	6.7%	367	1.8%	27%	False	True	145
10	22,300	19,906	2,394	11.8%	315	1.6%	15%	False	True	128
20	22,300	19,906	2,394	11.8%	261	1.3%	15%	False	True	101

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	71
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	21,938
2.618	21,306
1.618	20,919
1.000	20,680
0.618	20,532
HIGH	20,293
0.618	20,145
0.500	20,100
0.382	20,054
LOW	19,906
0.618	19,667
1.000	19,519
1.618	19,280
2.618	18,893
4.250	18,261

Fisher Pivots for day following 22-Jan-2010
Pivot	1 day	3 day
R1	20,217	20,543
PP	20,158	20,454
S1	20,100	20,365

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