Hang Seng Index Future June 2010

Trading Metrics calculated at close of trading on 04-Jun-2010

Day Change Summary
	Previous	Current
	03-Jun-2010	04-Jun-2010	Change	Change %	Previous Week
Open	19,799	19,770	-29	-0.1%	19,555
High	19,894	19,823	-71	-0.4%	19,894
Low	19,715	19,639	-76	-0.4%	19,345
Close	19,799	19,814	15	0.1%	19,814
Range	179	184	5	2.8%	549
ATR	404	388	-16	-3.9%	0
Volume	69,155	56,299	-12,856	-18.6%	302,787

Daily Pivots for day following 04-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	20,311	20,246	19,915
R3	20,127	20,062	19,865
R2	19,943	19,943	19,848
R1	19,878	19,878	19,831	19,911
PP	19,759	19,759	19,759	19,775
S1	19,694	19,694	19,797	19,727
S2	19,575	19,575	19,780
S3	19,391	19,510	19,763
S4	19,207	19,326	19,713

Weekly Pivots for week ending 04-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	21,331	21,122	20,116
R3	20,782	20,573	19,965
R2	20,233	20,233	19,915
R1	20,024	20,024	19,864	20,129
PP	19,684	19,684	19,684	19,737
S1	19,475	19,475	19,764	19,580
S2	19,135	19,135	19,713
S3	18,586	18,926	19,663
S4	18,037	18,377	19,512

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	19,894	19,345	549	2.8%	257	1.3%	85%	False	False	77,352
10	19,894	18,899	995	5.0%	333	1.7%	92%	False	False	52,601
20	20,347	18,899	1,448	7.3%	352	1.8%	63%	False	False	27,427
40	22,500	18,899	3,601	18.2%	302	1.5%	25%	False	False	14,030
60	22,500	18,899	3,601	18.2%	281	1.4%	25%	False	False	9,522
80	22,500	18,899	3,601	18.2%	280	1.4%	25%	False	False	7,203
100	22,500	18,899	3,601	18.2%	287	1.4%	25%	False	False	5,788

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	78
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	20,605
2.618	20,305
1.618	20,121
1.000	20,007
0.618	19,937
HIGH	19,823
0.618	19,753
0.500	19,731
0.382	19,709
LOW	19,639
0.618	19,525
1.000	19,455
1.618	19,341
2.618	19,157
4.250	18,857

Fisher Pivots for day following 04-Jun-2010
Pivot	1 day	3 day
R1	19,786	19,749
PP	19,759	19,684
S1	19,731	19,620

Download as Excel Spreadsheet

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

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