Hang Seng Index Future June 2010


Trading Metrics calculated at close of trading on 17-Mar-2010
Day Change Summary
Previous Current
16-Mar-2010 17-Mar-2010 Change Change % Previous Week
Open 20,795 20,855 60 0.3% 20,801
High 20,937 21,160 223 1.1% 21,004
Low 20,670 20,855 185 0.9% 20,699
Close 20,711 21,081 370 1.8% 20,884
Range 267 305 38 14.2% 305
ATR 321 331 9 2.8% 0
Volume 448 280 -168 -37.5% 2,031
Daily Pivots for day following 17-Mar-2010
Classic Woodie Camarilla DeMark
R4 21,947 21,819 21,249
R3 21,642 21,514 21,165
R2 21,337 21,337 21,137
R1 21,209 21,209 21,109 21,273
PP 21,032 21,032 21,032 21,064
S1 20,904 20,904 21,053 20,968
S2 20,727 20,727 21,025
S3 20,422 20,599 20,997
S4 20,117 20,294 20,913
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 21,160 20,670 490 2.3% 236 1.1% 84% True False 356
10 21,160 20,250 910 4.3% 237 1.1% 91% True False 442
20 21,160 19,450 1,710 8.1% 258 1.2% 95% True False 348
40 21,258 19,012 2,246 10.7% 287 1.4% 92% False False 257
60 22,300 19,012 3,288 15.6% 268 1.3% 63% False False 197
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 31
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 22,456
2.618 21,958
1.618 21,653
1.000 21,465
0.618 21,348
HIGH 21,160
0.618 21,043
0.500 21,008
0.382 20,972
LOW 20,855
0.618 20,667
1.000 20,550
1.618 20,362
2.618 20,057
4.250 19,559
Fisher Pivots for day following 17-Mar-2010
Pivot 1 day 3 day
R1 21,057 21,026
PP 21,032 20,970
S1 21,008 20,915

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

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