Hang Seng Index Future June 2010

Trading Metrics calculated at close of trading on 09-Jun-2010

Day Change Summary
	Previous	Current
	08-Jun-2010	09-Jun-2010	Change	Change %	Previous Week
Open	19,499	19,500	1	0.0%	19,555
High	19,512	19,815	303	1.6%	19,894
Low	19,308	19,357	49	0.3%	19,345
Close	19,498	19,544	46	0.2%	19,814
Range	204	458	254	124.5%	549
ATR	400	404	4	1.0%	0
Volume	65,211	71,732	6,521	10.0%	302,787

Daily Pivots for day following 09-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	20,946	20,703	19,796
R3	20,488	20,245	19,670
R2	20,030	20,030	19,628
R1	19,787	19,787	19,586	19,909
PP	19,572	19,572	19,572	19,633
S1	19,329	19,329	19,502	19,451
S2	19,114	19,114	19,460
S3	18,656	18,871	19,418
S4	18,198	18,413	19,292

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	4.3%	267	1.4%	59%	False	False	65,800
10	19,894	18,928	966	4.9%	306	1.6%	64%	False	False	69,179
20	20,347	18,899	1,448	7.4%	331	1.7%	45%	False	False	37,267
40	22,063	18,899	3,164	16.2%	300	1.5%	20%	False	False	19,079
60	22,500	18,899	3,601	18.4%	288	1.5%	18%	False	False	12,885
80	22,500	18,899	3,601	18.4%	282	1.4%	18%	False	False	9,738
100	22,500	18,899	3,601	18.4%	289	1.5%	18%	False	False	7,821
120	22,500	18,899	3,601	18.4%	281	1.4%	18%	False	False	6,526

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	True
Bear Hook	False
Bull Hook	False
Stretch	72
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	21,762
2.618	21,014
1.618	20,556
1.000	20,273
0.618	20,098
HIGH	19,815
0.618	19,640
0.500	19,586
0.382	19,532
LOW	19,357
0.618	19,074
1.000	18,899
1.618	18,616
2.618	18,158
4.250	17,411

Fisher Pivots for day following 09-Jun-2010
Pivot	1 day	3 day
R1	19,586	19,506
PP	19,572	19,468
S1	19,558	19,430

Download as Excel Spreadsheet

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

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