Hang Seng Index Future June 2010


Trading Metrics calculated at close of trading on 12-Mar-2010
Day Change Summary
Previous Current
11-Mar-2010 12-Mar-2010 Change Change % Previous Week
Open 20,981 20,904 -77 -0.4% 20,801
High 20,995 20,930 -65 -0.3% 21,004
Low 20,699 20,791 92 0.4% 20,699
Close 20,822 20,884 62 0.3% 20,884
Range 296 139 -157 -53.0% 305
ATR 340 326 -14 -4.2% 0
Volume 315 220 -95 -30.2% 2,031
Daily Pivots for day following 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 21,285 21,224 20,960
R3 21,146 21,085 20,922
R2 21,007 21,007 20,909
R1 20,946 20,946 20,897 20,907
PP 20,868 20,868 20,868 20,849
S1 20,807 20,807 20,871 20,768
S2 20,729 20,729 20,859
S3 20,590 20,668 20,846
S4 20,451 20,529 20,808
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 21,777 21,636 21,052
R3 21,472 21,331 20,968
R2 21,167 21,167 20,940
R1 21,026 21,026 20,912 21,097
PP 20,862 20,862 20,862 20,898
S1 20,721 20,721 20,856 20,792
S2 20,557 20,557 20,828
S3 20,252 20,416 20,800
S4 19,947 20,111 20,716
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 21,004 20,699 305 1.5% 189 0.9% 61% False False 406
10 21,004 20,250 754 3.6% 212 1.0% 84% False False 437
20 21,004 19,450 1,554 7.4% 250 1.2% 92% False False 332
40 21,552 19,012 2,540 12.2% 285 1.4% 74% False False 244
60 22,300 19,012 3,288 15.7% 265 1.3% 57% False False 185
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 24
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 21,521
2.618 21,294
1.618 21,155
1.000 21,069
0.618 21,016
HIGH 20,930
0.618 20,877
0.500 20,861
0.382 20,844
LOW 20,791
0.618 20,705
1.000 20,652
1.618 20,566
2.618 20,427
4.250 20,200
Fisher Pivots for day following 12-Mar-2010
Pivot 1 day 3 day
R1 20,876 20,873
PP 20,868 20,862
S1 20,861 20,852

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

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