Hang Seng Index Future June 2010


Trading Metrics calculated at close of trading on 24-Mar-2010
Day Change Summary
Previous Current
23-Mar-2010 24-Mar-2010 Change Change % Previous Week
Open 20,813 20,854 41 0.2% 20,795
High 20,898 20,925 27 0.1% 21,160
Low 20,648 20,660 12 0.1% 20,670
Close 20,720 20,730 10 0.0% 21,004
Range 250 265 15 6.0% 490
ATR 317 313 -4 -1.2% 0
Volume 428 528 100 23.4% 1,289
Daily Pivots for day following 24-Mar-2010
Classic Woodie Camarilla DeMark
R4 21,567 21,413 20,876
R3 21,302 21,148 20,803
R2 21,037 21,037 20,779
R1 20,883 20,883 20,754 20,828
PP 20,772 20,772 20,772 20,744
S1 20,618 20,618 20,706 20,563
S2 20,507 20,507 20,681
S3 20,242 20,353 20,657
S4 19,977 20,088 20,584
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 22,415 22,199 21,274
R3 21,925 21,709 21,139
R2 21,435 21,435 21,094
R1 21,219 21,219 21,049 21,327
PP 20,945 20,945 20,945 20,999
S1 20,729 20,729 20,959 20,837
S2 20,455 20,455 20,914
S3 19,965 20,239 20,869
S4 19,475 19,749 20,735
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 21,138 20,560 578 2.8% 217 1.0% 29% False False 362
10 21,160 20,560 600 2.9% 226 1.1% 28% False False 359
20 21,160 19,882 1,278 6.2% 230 1.1% 66% False False 399
40 21,160 19,012 2,148 10.4% 268 1.3% 80% False False 284
60 22,300 19,012 3,288 15.9% 266 1.3% 52% False False 223
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 42
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 22,051
2.618 21,619
1.618 21,354
1.000 21,190
0.618 21,089
HIGH 20,925
0.618 20,824
0.500 20,793
0.382 20,761
LOW 20,660
0.618 20,496
1.000 20,395
1.618 20,231
2.618 19,966
4.250 19,534
Fisher Pivots for day following 24-Mar-2010
Pivot 1 day 3 day
R1 20,793 20,743
PP 20,772 20,738
S1 20,751 20,734

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

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