Hang Seng Index Future June 2010


Trading Metrics calculated at close of trading on 18-Feb-2010
Day Change Summary
Previous Current
17-Feb-2010 18-Feb-2010 Change Change % Previous Week
Open 20,348 20,200 -148 -0.7% 19,239
High 20,348 20,200 -148 -0.7% 20,020
Low 20,100 19,972 -128 -0.6% 19,012
Close 20,200 19,975 -225 -1.1% 19,962
Range 248 228 -20 -8.1% 1,008
ATR 362 352 -10 -2.6% 0
Volume 83 82 -1 -1.2% 787
Daily Pivots for day following 18-Feb-2010
Classic Woodie Camarilla DeMark
R4 20,733 20,582 20,100
R3 20,505 20,354 20,038
R2 20,277 20,277 20,017
R1 20,126 20,126 19,996 20,088
PP 20,049 20,049 20,049 20,030
S1 19,898 19,898 19,954 19,860
S2 19,821 19,821 19,933
S3 19,593 19,670 19,912
S4 19,365 19,442 19,850
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 22,689 22,333 20,516
R3 21,681 21,325 20,239
R2 20,673 20,673 20,147
R1 20,317 20,317 20,054 20,495
PP 19,665 19,665 19,665 19,754
S1 19,309 19,309 19,870 19,487
S2 18,657 18,657 19,777
S3 17,649 18,301 19,685
S4 16,641 17,293 19,408
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,348 19,286 1,062 5.3% 235 1.2% 65% False False 128
10 20,355 19,012 1,343 6.7% 260 1.3% 72% False False 168
20 21,180 19,012 2,168 10.9% 312 1.6% 44% False False 167
40 22,300 19,012 3,288 16.5% 271 1.4% 29% False False 123
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 47
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 21,169
2.618 20,797
1.618 20,569
1.000 20,428
0.618 20,341
HIGH 20,200
0.618 20,113
0.500 20,086
0.382 20,059
LOW 19,972
0.618 19,831
1.000 19,744
1.618 19,603
2.618 19,375
4.250 19,003
Fisher Pivots for day following 18-Feb-2010
Pivot 1 day 3 day
R1 20,086 20,096
PP 20,049 20,055
S1 20,012 20,015

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

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