Hang Seng Index Future June 2010


Trading Metrics calculated at close of trading on 18-Jan-2010
Day Change Summary
Previous Current
15-Jan-2010 18-Jan-2010 Change Change % Previous Week
Open 21,350 20,979 -371 -1.7% 22,189
High 21,368 21,210 -158 -0.7% 22,300
Low 21,170 20,974 -196 -0.9% 21,170
Close 21,171 21,131 -40 -0.2% 21,171
Range 198 236 38 19.2% 1,130
ATR 302 297 -5 -1.6% 0
Volume 78 73 -5 -6.4% 557
Daily Pivots for day following 18-Jan-2010
Classic Woodie Camarilla DeMark
R4 21,813 21,708 21,261
R3 21,577 21,472 21,196
R2 21,341 21,341 21,174
R1 21,236 21,236 21,153 21,289
PP 21,105 21,105 21,105 21,131
S1 21,000 21,000 21,109 21,053
S2 20,869 20,869 21,088
S3 20,633 20,764 21,066
S4 20,397 20,528 21,001
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 24,937 24,184 21,793
R3 23,807 23,054 21,482
R2 22,677 22,677 21,378
R1 21,924 21,924 21,275 21,736
PP 21,547 21,547 21,547 21,453
S1 20,794 20,794 21,067 20,606
S2 20,417 20,417 20,964
S3 19,287 19,664 20,860
S4 18,157 18,534 20,550
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 22,130 20,974 1,156 5.5% 266 1.3% 14% False True 119
10 22,300 20,974 1,326 6.3% 243 1.2% 12% False True 91
20 22,300 20,525 1,775 8.4% 223 1.1% 34% False False 77
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 42
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 22,213
2.618 21,828
1.618 21,592
1.000 21,446
0.618 21,356
HIGH 21,210
0.618 21,120
0.500 21,092
0.382 21,064
LOW 20,974
0.618 20,828
1.000 20,738
1.618 20,592
2.618 20,356
4.250 19,971
Fisher Pivots for day following 18-Jan-2010
Pivot 1 day 3 day
R1 21,118 21,263
PP 21,105 21,219
S1 21,092 21,175

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

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