Hang Seng Index Future September 2010


Trading Metrics calculated at close of trading on 21-Jun-2010
Day Change Summary
Previous Current
18-Jun-2010 21-Jun-2010 Change Change % Previous Week
Open 19,980 20,324 344 1.7% 19,950
High 20,196 20,780 584 2.9% 20,196
Low 19,970 20,324 354 1.8% 19,782
Close 20,196 20,780 584 2.9% 20,196
Range 226 456 230 101.8% 414
ATR 312 331 19 6.2% 0
Volume 280 204 -76 -27.1% 720
Daily Pivots for day following 21-Jun-2010
Classic Woodie Camarilla DeMark
R4 21,996 21,844 21,031
R3 21,540 21,388 20,905
R2 21,084 21,084 20,864
R1 20,932 20,932 20,822 21,008
PP 20,628 20,628 20,628 20,666
S1 20,476 20,476 20,738 20,552
S2 20,172 20,172 20,696
S3 19,716 20,020 20,655
S4 19,260 19,564 20,529
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 20,780 19,782 998 4.8% 219 1.1% 100% True False 184
10 20,780 18,890 1,890 9.1% 234 1.1% 100% True False 188
20 20,780 18,725 2,055 9.9% 249 1.2% 100% True False 183
40 21,160 18,725 2,435 11.7% 250 1.2% 84% False False 177
60 21,927 18,725 3,202 15.4% 233 1.1% 64% False False 153
80 21,927 18,725 3,202 15.4% 222 1.1% 64% False False 132
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 False
Bear Hook False
Bull Hook False
Stretch 18
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 22,718
2.618 21,974
1.618 21,518
1.000 21,236
0.618 21,062
HIGH 20,780
0.618 20,606
0.500 20,552
0.382 20,498
LOW 20,324
0.618 20,042
1.000 19,868
1.618 19,586
2.618 19,130
4.250 18,386
Fisher Pivots for day following 21-Jun-2010
Pivot 1 day 3 day
R1 20,704 20,633
PP 20,628 20,487
S1 20,552 20,340

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

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