Hang Seng Index Future June 2010

Trading Metrics calculated at close of trading on 12-Apr-2010

Day Change Summary
	Previous	Current
	09-Apr-2010	12-Apr-2010	Change	Change %	Previous Week
Open	21,704	22,152	448	2.1%	21,529
High	21,995	22,500	505	2.3%	21,995
Low	21,700	21,870	170	0.8%	21,480
Close	21,994	21,870	-124	-0.6%	21,994
Range	295	630	335	113.6%	515
ATR	316	338	22	7.1%	0
Volume	379	398	19	5.0%	1,519

Daily Pivots for day following 12-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	23,970	23,550	22,217
R3	23,340	22,920	22,043
R2	22,710	22,710	21,986
R1	22,290	22,290	21,928	22,185
PP	22,080	22,080	22,080	22,028
S1	21,660	21,660	21,812	21,555
S2	21,450	21,450	21,755
S3	20,820	21,030	21,697
S4	20,190	20,400	21,524

Weekly Pivots for week ending 09-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	23,368	23,196	22,277
R3	22,853	22,681	22,136
R2	22,338	22,338	22,088
R1	22,166	22,166	22,041	22,252
PP	21,823	21,823	21,823	21,866
S1	21,651	21,651	21,947	21,737
S2	21,308	21,308	21,900
S3	20,793	21,136	21,852
S4	20,278	20,621	21,711

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	22,500	21,060	1,440	6.6%	302	1.4%	56%	True	False	457
10	22,500	20,284	2,216	10.1%	302	1.4%	72%	True	False	632
20	22,500	20,284	2,216	10.1%	264	1.2%	72%	True	False	496
40	22,500	19,012	3,488	15.9%	264	1.2%	82%	True	False	397
60	22,500	19,012	3,488	15.9%	282	1.3%	82%	True	False	316
80	22,500	19,012	3,488	15.9%	271	1.2%	82%	True	False	250

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	43
Widest range in 77 trading days

Fibonacci Retracements and Extensions
4.250	25,178
2.618	24,149
1.618	23,519
1.000	23,130
0.618	22,889
HIGH	22,500
0.618	22,259
0.500	22,185
0.382	22,111
LOW	21,870
0.618	21,481
1.000	21,240
1.618	20,851
2.618	20,221
4.250	19,193

Fisher Pivots for day following 12-Apr-2010
Pivot	1 day	3 day
R1	22,185	22,018
PP	22,080	21,968
S1	21,975	21,919

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols