Hang Seng Index Future June 2010

Trading Metrics calculated at close of trading on 28-Jun-2010

Day Change Summary
	Previous	Current
	25-Jun-2010	28-Jun-2010	Change	Change %	Previous Week
Open	20,639	20,715	76	0.4%	20,476
High	20,799	20,894	95	0.5%	20,993
Low	20,585	20,704	119	0.6%	20,460
Close	20,716	20,773	57	0.3%	20,716
Range	214	190	-24	-11.2%	533
ATR	323	314	-10	-2.9%	0
Volume	104,619	76,306	-28,313	-27.1%	426,689

Daily Pivots for day following 28-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	21,360	21,257	20,878
R3	21,170	21,067	20,825
R2	20,980	20,980	20,808
R1	20,877	20,877	20,790	20,929
PP	20,790	20,790	20,790	20,816
S1	20,687	20,687	20,756	20,739
S2	20,600	20,600	20,738
S3	20,410	20,497	20,721
S4	20,220	20,307	20,669

Weekly Pivots for week ending 25-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	22,322	22,052	21,009
R3	21,789	21,519	20,863
R2	21,256	21,256	20,814
R1	20,986	20,986	20,765	21,121
PP	20,723	20,723	20,723	20,791
S1	20,453	20,453	20,667	20,588
S2	20,190	20,190	20,618
S3	19,657	19,920	20,569
S4	19,124	19,387	20,423

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	20,993	20,585	408	2.0%	201	1.0%	46%	False	False	81,346
10	20,993	19,967	1,026	4.9%	222	1.1%	79%	False	False	71,827
20	20,993	19,045	1,948	9.4%	247	1.2%	89%	False	False	71,162
40	20,993	18,899	2,094	10.1%	296	1.4%	89%	False	False	39,760
60	22,500	18,899	3,601	17.3%	281	1.4%	52%	False	False	26,683
80	22,500	18,899	3,601	17.3%	270	1.3%	52%	False	False	20,120
100	22,500	18,899	3,601	17.3%	278	1.3%	52%	False	False	16,135
120	22,500	18,899	3,601	17.3%	278	1.3%	52%	False	False	13,464

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	42
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	21,702
2.618	21,391
1.618	21,201
1.000	21,084
0.618	21,011
HIGH	20,894
0.618	20,821
0.500	20,799
0.382	20,777
LOW	20,704
0.618	20,587
1.000	20,514
1.618	20,397
2.618	20,207
4.250	19,897

Fisher Pivots for day following 28-Jun-2010
Pivot	1 day	3 day
R1	20,799	20,769
PP	20,790	20,765
S1	20,782	20,762

Download as Excel Spreadsheet

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

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