Hang Seng Index Future June 2010


Trading Metrics calculated at close of trading on 20-May-2010
Day Change Summary
Previous Current
19-May-2010 20-May-2010 Change Change % Previous Week
Open 19,442 19,463 21 0.1% 19,753
High 19,687 19,663 -24 -0.1% 20,347
Low 19,335 19,183 -152 -0.8% 19,753
Close 19,335 19,401 66 0.3% 19,910
Range 352 480 128 36.4% 594
ATR 379 386 7 1.9% 0
Volume 4,729 3,934 -795 -16.8% 9,857
Daily Pivots for day following 20-May-2010
Classic Woodie Camarilla DeMark
R4 20,856 20,608 19,665
R3 20,376 20,128 19,533
R2 19,896 19,896 19,489
R1 19,648 19,648 19,445 19,532
PP 19,416 19,416 19,416 19,358
S1 19,168 19,168 19,357 19,052
S2 18,936 18,936 19,313
S3 18,456 18,688 19,269
S4 17,976 18,208 19,137
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 21,785 21,442 20,237
R3 21,191 20,848 20,073
R2 20,597 20,597 20,019
R1 20,254 20,254 19,964 20,426
PP 20,003 20,003 20,003 20,089
S1 19,660 19,660 19,856 19,832
S2 19,409 19,409 19,801
S3 18,815 19,066 19,747
S4 18,221 18,472 19,583
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,170 19,183 987 5.1% 357 1.8% 22% False True 2,621
10 20,347 19,183 1,164 6.0% 376 1.9% 19% False True 2,459
20 21,368 19,183 2,185 11.3% 312 1.6% 10% False True 1,708
40 22,500 19,183 3,317 17.1% 293 1.5% 7% False True 1,120
60 22,500 19,183 3,317 17.1% 276 1.4% 7% False True 871
80 22,500 19,012 3,488 18.0% 285 1.5% 11% False False 695
100 22,500 19,012 3,488 18.0% 276 1.4% 11% False False 573
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 84
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 21,703
2.618 20,920
1.618 20,440
1.000 20,143
0.618 19,960
HIGH 19,663
0.618 19,480
0.500 19,423
0.382 19,366
LOW 19,183
0.618 18,886
1.000 18,703
1.618 18,406
2.618 17,926
4.250 17,143
Fisher Pivots for day following 20-May-2010
Pivot 1 day 3 day
R1 19,423 19,517
PP 19,416 19,478
S1 19,408 19,440

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

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