Hang Seng Index Future September 2010


Trading Metrics calculated at close of trading on 10-Jun-2010
Day Change Summary
Previous Current
09-Jun-2010 10-Jun-2010 Change Change % Previous Week
Open 19,275 19,288 13 0.1% 19,470
High 19,600 19,520 -80 -0.4% 19,650
Low 19,196 19,288 92 0.5% 19,188
Close 19,358 19,498 140 0.7% 19,608
Range 404 232 -172 -42.6% 462
ATR 359 350 -9 -2.5% 0
Volume 196 103 -93 -47.4% 642
Daily Pivots for day following 10-Jun-2010
Classic Woodie Camarilla DeMark
R4 20,131 20,047 19,626
R3 19,899 19,815 19,562
R2 19,667 19,667 19,541
R1 19,583 19,583 19,519 19,625
PP 19,435 19,435 19,435 19,457
S1 19,351 19,351 19,477 19,393
S2 19,203 19,203 19,455
S3 18,971 19,119 19,434
S4 18,739 18,887 19,370
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 20,868 20,700 19,862
R3 20,406 20,238 19,735
R2 19,944 19,944 19,693
R1 19,776 19,776 19,650 19,860
PP 19,482 19,482 19,482 19,524
S1 19,314 19,314 19,566 19,398
S2 19,020 19,020 19,523
S3 18,558 18,852 19,481
S4 18,096 18,390 19,354
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 19,623 18,890 733 3.8% 248 1.3% 83% False False 200
10 19,700 18,890 810 4.2% 233 1.2% 75% False False 174
20 20,166 18,725 1,441 7.4% 271 1.4% 54% False False 199
40 21,868 18,725 3,143 16.1% 252 1.3% 25% False False 164
60 21,927 18,725 3,202 16.4% 227 1.2% 24% False False 140
80 21,927 18,725 3,202 16.4% 212 1.1% 24% False False 119
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 49
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 20,506
2.618 20,127
1.618 19,895
1.000 19,752
0.618 19,663
HIGH 19,520
0.618 19,431
0.500 19,404
0.382 19,377
LOW 19,288
0.618 19,145
1.000 19,056
1.618 18,913
2.618 18,681
4.250 18,302
Fisher Pivots for day following 10-Jun-2010
Pivot 1 day 3 day
R1 19,467 19,457
PP 19,435 19,415
S1 19,404 19,374

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

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