Hang Seng Index Future June 2010


Trading Metrics calculated at close of trading on 31-Mar-2010
Day Change Summary
Previous Current
30-Mar-2010 31-Mar-2010 Change Change % Previous Week
Open 21,002 21,200 198 0.9% 20,830
High 21,190 21,200 10 0.0% 20,925
Low 20,940 20,972 32 0.2% 20,284
Close 21,145 20,976 -169 -0.8% 20,790
Range 250 228 -22 -8.8% 641
ATR 324 317 -7 -2.1% 0
Volume 328 729 401 122.3% 2,709
Daily Pivots for day following 31-Mar-2010
Classic Woodie Camarilla DeMark
R4 21,733 21,583 21,101
R3 21,505 21,355 21,039
R2 21,277 21,277 21,018
R1 21,127 21,127 20,997 21,088
PP 21,049 21,049 21,049 21,030
S1 20,899 20,899 20,955 20,860
S2 20,821 20,821 20,934
S3 20,593 20,671 20,913
S4 20,365 20,443 20,851
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 21,200 20,284 916 4.4% 302 1.4% 76% True False 808
10 21,200 20,284 916 4.4% 259 1.2% 76% True False 585
20 21,200 20,250 950 4.5% 248 1.2% 76% True False 514
40 21,200 19,012 2,188 10.4% 265 1.3% 90% True False 365
60 22,300 19,012 3,288 15.7% 276 1.3% 60% False False 283
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 True
Stretch 27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 22,169
2.618 21,797
1.618 21,569
1.000 21,428
0.618 21,341
HIGH 21,200
0.618 21,113
0.500 21,086
0.382 21,059
LOW 20,972
0.618 20,831
1.000 20,744
1.618 20,603
2.618 20,375
4.250 20,003
Fisher Pivots for day following 31-Mar-2010
Pivot 1 day 3 day
R1 21,086 21,025
PP 21,049 21,009
S1 21,013 20,992

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

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