Hang Seng Index Future June 2010


Trading Metrics calculated at close of trading on 01-Mar-2010
Day Change Summary
Previous Current
26-Feb-2010 01-Mar-2010 Change Change % Previous Week
Open 20,265 20,500 235 1.2% 20,049
High 20,358 20,698 340 1.7% 20,358
Low 20,200 20,500 300 1.5% 19,739
Close 20,217 20,683 466 2.3% 20,217
Range 158 198 40 25.3% 619
ATR 385 392 7 1.8% 0
Volume 292 208 -84 -28.8% 1,528
Daily Pivots for day following 01-Mar-2010
Classic Woodie Camarilla DeMark
R4 21,221 21,150 20,792
R3 21,023 20,952 20,737
R2 20,825 20,825 20,719
R1 20,754 20,754 20,701 20,790
PP 20,627 20,627 20,627 20,645
S1 20,556 20,556 20,665 20,592
S2 20,429 20,429 20,647
S3 20,231 20,358 20,629
S4 20,033 20,160 20,574
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 21,962 21,708 20,557
R3 21,343 21,089 20,387
R2 20,724 20,724 20,330
R1 20,470 20,470 20,274 20,597
PP 20,105 20,105 20,105 20,168
S1 19,851 19,851 20,160 19,978
S2 19,486 19,486 20,104
S3 18,867 19,232 20,047
S4 18,248 18,613 19,877
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,698 19,739 959 4.6% 324 1.6% 98% True False 307
10 20,698 19,450 1,248 6.0% 285 1.4% 99% True False 241
20 20,698 19,012 1,686 8.2% 294 1.4% 99% True False 205
40 22,300 19,012 3,288 15.9% 293 1.4% 51% False False 159
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 55
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 21,540
2.618 21,216
1.618 21,018
1.000 20,896
0.618 20,820
HIGH 20,698
0.618 20,622
0.500 20,599
0.382 20,576
LOW 20,500
0.618 20,378
1.000 20,302
1.618 20,180
2.618 19,982
4.250 19,659
Fisher Pivots for day following 01-Mar-2010
Pivot 1 day 3 day
R1 20,655 20,552
PP 20,627 20,421
S1 20,599 20,290

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

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