Hang Seng Index Future June 2010

Trading Metrics calculated at close of trading on 08-Jun-2010

Day Change Summary
	Previous	Current
	07-Jun-2010	08-Jun-2010	Change	Change %	Previous Week
Open	19,051	19,499	448	2.4%	19,555
High	19,355	19,512	157	0.8%	19,894
Low	19,045	19,308	263	1.4%	19,345
Close	19,335	19,498	163	0.8%	19,814
Range	310	204	-106	-34.2%	549
ATR	415	400	-15	-3.6%	0
Volume	66,605	65,211	-1,394	-2.1%	302,787

Daily Pivots for day following 08-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	20,051	19,979	19,610
R3	19,847	19,775	19,554
R2	19,643	19,643	19,535
R1	19,571	19,571	19,517	19,505
PP	19,439	19,439	19,439	19,407
S1	19,367	19,367	19,479	19,301
S2	19,235	19,235	19,461
S3	19,031	19,163	19,442
S4	18,827	18,959	19,386

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%	244	1.2%	53%	False	False	69,398
10	19,894	18,899	995	5.1%	300	1.5%	60%	False	False	64,707
20	20,347	18,899	1,448	7.4%	334	1.7%	41%	False	False	33,799
40	22,500	18,899	3,601	18.5%	304	1.6%	17%	False	False	17,296
60	22,500	18,899	3,601	18.5%	283	1.5%	17%	False	False	11,694
80	22,500	18,899	3,601	18.5%	279	1.4%	17%	False	False	8,845
100	22,500	18,899	3,601	18.5%	286	1.5%	17%	False	False	7,105
120	22,500	18,899	3,601	18.5%	279	1.4%	17%	False	False	5,929

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	False
Stretch	58
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	20,379
2.618	20,046
1.618	19,842
1.000	19,716
0.618	19,638
HIGH	19,512
0.618	19,434
0.500	19,410
0.382	19,386
LOW	19,308
0.618	19,182
1.000	19,104
1.618	18,978
2.618	18,774
4.250	18,441

Fisher Pivots for day following 08-Jun-2010
Pivot	1 day	3 day
R1	19,469	19,477
PP	19,439	19,455
S1	19,410	19,434

Download as Excel Spreadsheet

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

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