Hang Seng Index Future June 2010


Trading Metrics calculated at close of trading on 25-Feb-2010
Day Change Summary
Previous Current
24-Feb-2010 25-Feb-2010 Change Change % Previous Week
Open 20,000 20,110 110 0.6% 20,348
High 20,210 20,280 70 0.3% 20,348
Low 19,947 19,882 -65 -0.3% 19,450
Close 20,151 20,050 -101 -0.5% 19,532
Range 263 398 135 51.3% 898
ATR 390 391 1 0.1% 0
Volume 377 412 35 9.3% 340
Daily Pivots for day following 25-Feb-2010
Classic Woodie Camarilla DeMark
R4 21,265 21,055 20,269
R3 20,867 20,657 20,159
R2 20,469 20,469 20,123
R1 20,259 20,259 20,086 20,165
PP 20,071 20,071 20,071 20,024
S1 19,861 19,861 20,014 19,767
S2 19,673 19,673 19,977
S3 19,275 19,463 19,941
S4 18,877 19,065 19,831
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 22,471 21,899 20,026
R3 21,573 21,001 19,779
R2 20,675 20,675 19,697
R1 20,103 20,103 19,614 19,940
PP 19,777 19,777 19,777 19,695
S1 19,205 19,205 19,450 19,042
S2 18,879 18,879 19,367
S3 17,981 18,307 19,285
S4 17,083 17,409 19,038
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,340 19,450 890 4.4% 368 1.8% 67% False False 282
10 20,348 19,286 1,062 5.3% 302 1.5% 72% False False 205
20 20,355 19,012 1,343 6.7% 307 1.5% 77% False False 195
40 22,300 19,012 3,288 16.4% 294 1.5% 32% False False 151
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 65
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 21,972
2.618 21,322
1.618 20,924
1.000 20,678
0.618 20,526
HIGH 20,280
0.618 20,128
0.500 20,081
0.382 20,034
LOW 19,882
0.618 19,636
1.000 19,484
1.618 19,238
2.618 18,840
4.250 18,191
Fisher Pivots for day following 25-Feb-2010
Pivot 1 day 3 day
R1 20,081 20,047
PP 20,071 20,043
S1 20,060 20,040

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

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