Hang Seng Index Future September 2010


Trading Metrics calculated at close of trading on 18-Jun-2010
Day Change Summary
Previous Current
17-Jun-2010 18-Jun-2010 Change Change % Previous Week
Open 20,005 19,980 -25 -0.1% 19,950
High 20,024 20,196 172 0.9% 20,196
Low 19,900 19,970 70 0.4% 19,782
Close 20,000 20,196 196 1.0% 20,196
Range 124 226 102 82.3% 414
ATR 318 312 -7 -2.1% 0
Volume 119 280 161 135.3% 720
Daily Pivots for day following 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 20,799 20,723 20,320
R3 20,573 20,497 20,258
R2 20,347 20,347 20,237
R1 20,271 20,271 20,217 20,309
PP 20,121 20,121 20,121 20,140
S1 20,045 20,045 20,175 20,083
S2 19,895 19,895 20,155
S3 19,669 19,819 20,134
S4 19,443 19,593 20,072
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 21,300 21,162 20,424
R3 20,886 20,748 20,310
R2 20,472 20,472 20,272
R1 20,334 20,334 20,234 20,403
PP 20,058 20,058 20,058 20,093
S1 19,920 19,920 20,158 19,989
S2 19,644 19,644 20,120
S3 19,230 19,506 20,082
S4 18,816 19,092 19,968
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,196 19,650 546 2.7% 164 0.8% 100% True False 173
10 20,196 18,890 1,306 6.5% 206 1.0% 100% True False 187
20 20,196 18,725 1,471 7.3% 248 1.2% 100% True False 186
40 21,160 18,725 2,435 12.1% 245 1.2% 60% False False 175
60 21,927 18,725 3,202 15.9% 227 1.1% 46% False False 151
80 21,927 18,725 3,202 15.9% 216 1.1% 46% False False 129
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 25
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 21,157
2.618 20,788
1.618 20,562
1.000 20,422
0.618 20,336
HIGH 20,196
0.618 20,110
0.500 20,083
0.382 20,056
LOW 19,970
0.618 19,830
1.000 19,744
1.618 19,604
2.618 19,378
4.250 19,010
Fisher Pivots for day following 18-Jun-2010
Pivot 1 day 3 day
R1 20,158 20,127
PP 20,121 20,058
S1 20,083 19,989

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

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