Hang Seng Index Future June 2010

Trading Metrics calculated at close of trading on 26-Jan-2010

Day Change Summary
	Previous	Current
	25-Jan-2010	26-Jan-2010	Change	Change %	Previous Week
Open	20,087	20,120	33	0.2%	20,979
High	20,210	20,120	-90	-0.4%	21,258
Low	20,032	19,645	-387	-1.9%	19,906
Close	20,210	19,719	-491	-2.4%	20,276
Range	178	475	297	166.9%	1,352
ATR	326	343	17	5.2%	0
Volume	86	185	99	115.1%	728

Daily Pivots for day following 26-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	21,253	20,961	19,980
R3	20,778	20,486	19,850
R2	20,303	20,303	19,806
R1	20,011	20,011	19,763	19,920
PP	19,828	19,828	19,828	19,782
S1	19,536	19,536	19,675	19,445
S2	19,353	19,353	19,632
S3	18,878	19,061	19,588
S4	18,403	18,586	19,458

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	21,180	19,645	1,535	7.8%	389	2.0%	5%	False	True	170
10	21,629	19,645	1,984	10.1%	330	1.7%	4%	False	True	137
20	22,300	19,645	2,655	13.5%	282	1.4%	3%	False	True	106

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	58
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	22,139
2.618	21,364
1.618	20,889
1.000	20,595
0.618	20,414
HIGH	20,120
0.618	19,939
0.500	19,883
0.382	19,826
LOW	19,645
0.618	19,351
1.000	19,170
1.618	18,876
2.618	18,401
4.250	17,626

Fisher Pivots for day following 26-Jan-2010
Pivot	1 day	3 day
R1	19,883	19,969
PP	19,828	19,886
S1	19,774	19,802

Download as Excel Spreadsheet

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

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