Hang Seng Index Future September 2010


Trading Metrics calculated at close of trading on 01-Jun-2010
Day Change Summary
Previous Current
31-May-2010 01-Jun-2010 Change Change % Previous Week
Open 19,470 19,395 -75 -0.4% 19,162
High 19,599 19,565 -34 -0.2% 19,700
Low 19,400 19,260 -140 -0.7% 18,725
Close 19,520 19,268 -252 -1.3% 19,522
Range 199 305 106 53.3% 975
ATR 370 366 -5 -1.3% 0
Volume 211 69 -142 -67.3% 1,137
Daily Pivots for day following 01-Jun-2010
Classic Woodie Camarilla DeMark
R4 20,279 20,079 19,436
R3 19,974 19,774 19,352
R2 19,669 19,669 19,324
R1 19,469 19,469 19,296 19,417
PP 19,364 19,364 19,364 19,338
S1 19,164 19,164 19,240 19,112
S2 19,059 19,059 19,212
S3 18,754 18,859 19,184
S4 18,449 18,554 19,100
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 22,241 21,856 20,058
R3 21,266 20,881 19,790
R2 20,291 20,291 19,701
R1 19,906 19,906 19,611 20,099
PP 19,316 19,316 19,316 19,412
S1 18,931 18,931 19,433 19,124
S2 18,341 18,341 19,343
S3 17,366 17,956 19,254
S4 16,391 16,981 18,986
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 19,700 18,748 952 4.9% 295 1.5% 55% False False 226
10 19,700 18,725 975 5.1% 316 1.6% 56% False False 212
20 20,530 18,725 1,805 9.4% 298 1.5% 30% False False 198
40 21,927 18,725 3,202 16.6% 243 1.3% 17% False False 157
60 21,927 18,725 3,202 16.6% 221 1.1% 17% False False 126
80 21,927 18,725 3,202 16.6% 199 1.0% 17% False False 105
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 68
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 20,861
2.618 20,363
1.618 20,058
1.000 19,870
0.618 19,753
HIGH 19,565
0.618 19,448
0.500 19,413
0.382 19,377
LOW 19,260
0.618 19,072
1.000 18,955
1.618 18,767
2.618 18,462
4.250 17,964
Fisher Pivots for day following 01-Jun-2010
Pivot 1 day 3 day
R1 19,413 19,480
PP 19,364 19,409
S1 19,316 19,339

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

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