Hang Seng Index Future June 2010

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

Day Change Summary
	Previous	Current
	25-Feb-2010	26-Feb-2010	Change	Change %	Previous Week
Open	20,110	20,265	155	0.8%	20,049
High	20,280	20,358	78	0.4%	20,358
Low	19,882	20,200	318	1.6%	19,739
Close	20,050	20,217	167	0.8%	20,217
Range	398	158	-240	-60.3%	619
ATR	391	385	-6	-1.5%	0
Volume	412	292	-120	-29.1%	1,528

Daily Pivots for day following 26-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	20,732	20,633	20,304
R3	20,574	20,475	20,260
R2	20,416	20,416	20,246
R1	20,317	20,317	20,231	20,288
PP	20,258	20,258	20,258	20,244
S1	20,159	20,159	20,203	20,130
S2	20,100	20,100	20,188
S3	19,942	20,001	20,174
S4	19,784	19,843	20,130

Weekly Pivots for week ending 26-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	21,962	21,708	20,557
R3	21,343	21,089	20,387
R2	20,724	20,724	20,330
R1	20,470	20,470	20,274	20,597
PP	20,105	20,105	20,105	20,168
S1	19,851	19,851	20,160	19,978
S2	19,486	19,486	20,104
S3	18,867	19,232	20,047
S4	18,248	18,613	19,877

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	20,358	19,739	619	3.1%	314	1.6%	77%	True	False	305
10	20,358	19,450	908	4.5%	288	1.4%	84%	True	False	228
20	20,358	19,012	1,346	6.7%	297	1.5%	90%	True	False	203
40	22,300	19,012	3,288	16.3%	294	1.5%	37%	False	False	155

Crabel Price Patterns
NR	True
NR4	True
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	59
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	21,030
2.618	20,772
1.618	20,614
1.000	20,516
0.618	20,456
HIGH	20,358
0.618	20,298
0.500	20,279
0.382	20,260
LOW	20,200
0.618	20,102
1.000	20,042
1.618	19,944
2.618	19,786
4.250	19,529

Fisher Pivots for day following 26-Feb-2010
Pivot	1 day	3 day
R1	20,279	20,185
PP	20,258	20,152
S1	20,238	20,120

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