Hang Seng Index Future June 2010


Trading Metrics calculated at close of trading on 29-Mar-2010
Day Change Summary
Previous Current
26-Mar-2010 29-Mar-2010 Change Change % Previous Week
Open 20,300 20,859 559 2.8% 20,830
High 20,804 21,060 256 1.2% 20,925
Low 20,284 20,850 566 2.8% 20,284
Close 20,790 20,920 130 0.6% 20,790
Range 520 210 -310 -59.6% 641
ATR 332 328 -4 -1.3% 0
Volume 968 1,531 563 58.2% 2,709
Daily Pivots for day following 29-Mar-2010
Classic Woodie Camarilla DeMark
R4 21,573 21,457 21,036
R3 21,363 21,247 20,978
R2 21,153 21,153 20,959
R1 21,037 21,037 20,939 21,095
PP 20,943 20,943 20,943 20,973
S1 20,827 20,827 20,901 20,885
S2 20,733 20,733 20,882
S3 20,523 20,617 20,862
S4 20,313 20,407 20,805
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 22,589 22,331 21,143
R3 21,948 21,690 20,966
R2 21,307 21,307 20,908
R1 21,049 21,049 20,849 20,858
PP 20,666 20,666 20,666 20,571
S1 20,408 20,408 20,731 20,217
S2 20,025 20,025 20,672
S3 19,384 19,767 20,614
S4 18,743 19,126 20,437
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 21,060 20,284 776 3.7% 309 1.5% 82% True False 788
10 21,160 20,284 876 4.2% 269 1.3% 73% False False 552
20 21,160 20,250 910 4.3% 240 1.1% 74% False False 494
40 21,160 19,012 2,148 10.3% 269 1.3% 89% False False 349
60 22,300 19,012 3,288 15.7% 276 1.3% 58% False False 268
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 33
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 21,953
2.618 21,610
1.618 21,400
1.000 21,270
0.618 21,190
HIGH 21,060
0.618 20,980
0.500 20,955
0.382 20,930
LOW 20,850
0.618 20,720
1.000 20,640
1.618 20,510
2.618 20,300
4.250 19,958
Fisher Pivots for day following 29-Mar-2010
Pivot 1 day 3 day
R1 20,955 20,837
PP 20,943 20,755
S1 20,932 20,672

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

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