Hang Seng Index Future June 2010


Trading Metrics calculated at close of trading on 30-Mar-2010
Day Change Summary
Previous Current
29-Mar-2010 30-Mar-2010 Change Change % Previous Week
Open 20,859 21,002 143 0.7% 20,830
High 21,060 21,190 130 0.6% 20,925
Low 20,850 20,940 90 0.4% 20,284
Close 20,920 21,145 225 1.1% 20,790
Range 210 250 40 19.0% 641
ATR 328 324 -4 -1.3% 0
Volume 1,531 328 -1,203 -78.6% 2,709
Daily Pivots for day following 30-Mar-2010
Classic Woodie Camarilla DeMark
R4 21,842 21,743 21,283
R3 21,592 21,493 21,214
R2 21,342 21,342 21,191
R1 21,243 21,243 21,168 21,293
PP 21,092 21,092 21,092 21,116
S1 20,993 20,993 21,122 21,043
S2 20,842 20,842 21,099
S3 20,592 20,743 21,076
S4 20,342 20,493 21,008
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 21,190 20,284 906 4.3% 309 1.5% 95% True False 768
10 21,190 20,284 906 4.3% 267 1.3% 95% True False 540
20 21,190 20,250 940 4.4% 243 1.1% 95% True False 500
40 21,190 19,012 2,178 10.3% 269 1.3% 98% True False 353
60 22,300 19,012 3,288 15.5% 276 1.3% 65% False False 273
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 27
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 22,253
2.618 21,845
1.618 21,595
1.000 21,440
0.618 21,345
HIGH 21,190
0.618 21,095
0.500 21,065
0.382 21,036
LOW 20,940
0.618 20,786
1.000 20,690
1.618 20,536
2.618 20,286
4.250 19,878
Fisher Pivots for day following 30-Mar-2010
Pivot 1 day 3 day
R1 21,118 21,009
PP 21,092 20,873
S1 21,065 20,737

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

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