Hang Seng Index Future September 2010


Trading Metrics calculated at close of trading on 23-Jun-2010
Day Change Summary
Previous Current
22-Jun-2010 23-Jun-2010 Change Change % Previous Week
Open 20,702 20,650 -52 -0.3% 19,950
High 20,799 20,747 -52 -0.3% 20,196
Low 20,650 20,530 -120 -0.6% 19,782
Close 20,659 20,740 81 0.4% 20,196
Range 149 217 68 45.6% 414
ATR 318 311 -7 -2.3% 0
Volume 197 403 206 104.6% 720
Daily Pivots for day following 23-Jun-2010
Classic Woodie Camarilla DeMark
R4 21,323 21,249 20,859
R3 21,106 21,032 20,800
R2 20,889 20,889 20,780
R1 20,815 20,815 20,760 20,852
PP 20,672 20,672 20,672 20,691
S1 20,598 20,598 20,720 20,635
S2 20,455 20,455 20,700
S3 20,238 20,381 20,680
S4 20,021 20,164 20,621
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 20,799 19,900 899 4.3% 234 1.1% 93% False False 240
10 20,799 19,196 1,603 7.7% 228 1.1% 96% False False 197
20 20,799 18,748 2,051 9.9% 235 1.1% 97% False False 199
40 20,855 18,725 2,130 10.3% 252 1.2% 95% False False 188
60 21,927 18,725 3,202 15.4% 231 1.1% 63% False False 161
80 21,927 18,725 3,202 15.4% 217 1.0% 63% False False 137
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 28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 21,669
2.618 21,315
1.618 21,098
1.000 20,964
0.618 20,881
HIGH 20,747
0.618 20,664
0.500 20,639
0.382 20,613
LOW 20,530
0.618 20,396
1.000 20,313
1.618 20,179
2.618 19,962
4.250 19,608
Fisher Pivots for day following 23-Jun-2010
Pivot 1 day 3 day
R1 20,706 20,681
PP 20,672 20,621
S1 20,639 20,562

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

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