Hang Seng Index Future June 2010

Trading Metrics calculated at close of trading on 07-Jun-2010

Day Change Summary
	Previous	Current
	04-Jun-2010	07-Jun-2010	Change	Change %	Previous Week
Open	19,770	19,051	-719	-3.6%	19,555
High	19,823	19,355	-468	-2.4%	19,894
Low	19,639	19,045	-594	-3.0%	19,345
Close	19,814	19,335	-479	-2.4%	19,814
Range	184	310	126	68.5%	549
ATR	388	415	27	7.0%	0
Volume	56,299	66,605	10,306	18.3%	302,787

Daily Pivots for day following 07-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	20,175	20,065	19,506
R3	19,865	19,755	19,420
R2	19,555	19,555	19,392
R1	19,445	19,445	19,363	19,500
PP	19,245	19,245	19,245	19,273
S1	19,135	19,135	19,307	19,190
S2	18,935	18,935	19,278
S3	18,625	18,825	19,250
S4	18,315	18,515	19,165

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	19,045	849	4.4%	271	1.4%	34%	False	True	73,878
10	19,894	18,899	995	5.1%	316	1.6%	44%	False	False	58,868
20	20,347	18,899	1,448	7.5%	346	1.8%	30%	False	False	30,663
40	22,500	18,899	3,601	18.6%	306	1.6%	12%	False	False	15,675
60	22,500	18,899	3,601	18.6%	283	1.5%	12%	False	False	10,618
80	22,500	18,899	3,601	18.6%	279	1.4%	12%	False	False	8,034
100	22,500	18,899	3,601	18.6%	287	1.5%	12%	False	False	6,454
120	22,500	18,899	3,601	18.6%	278	1.4%	12%	False	False	5,385

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	58
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	20,673
2.618	20,167
1.618	19,857
1.000	19,665
0.618	19,547
HIGH	19,355
0.618	19,237
0.500	19,200
0.382	19,163
LOW	19,045
0.618	18,853
1.000	18,735
1.618	18,543
2.618	18,233
4.250	17,728

Fisher Pivots for day following 07-Jun-2010
Pivot	1 day	3 day
R1	19,290	19,470
PP	19,245	19,425
S1	19,200	19,380

Download as Excel Spreadsheet

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

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