Hang Seng Index Future June 2010


Trading Metrics calculated at close of trading on 08-Mar-2010
Day Change Summary
Previous Current
05-Mar-2010 08-Mar-2010 Change Change % Previous Week
Open 20,560 20,801 241 1.2% 20,500
High 20,560 20,932 372 1.8% 20,710
Low 20,330 20,765 435 2.1% 20,250
Close 20,416 20,825 409 2.0% 20,416
Range 230 167 -63 -27.4% 460
ATR 360 371 11 3.1% 0
Volume 829 690 -139 -16.8% 2,339
Daily Pivots for day following 08-Mar-2010
Classic Woodie Camarilla DeMark
R4 21,342 21,250 20,917
R3 21,175 21,083 20,871
R2 21,008 21,008 20,856
R1 20,916 20,916 20,840 20,962
PP 20,841 20,841 20,841 20,864
S1 20,749 20,749 20,810 20,795
S2 20,674 20,674 20,794
S3 20,507 20,582 20,779
S4 20,340 20,415 20,733
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 21,839 21,587 20,669
R3 21,379 21,127 20,543
R2 20,919 20,919 20,500
R1 20,667 20,667 20,458 20,563
PP 20,459 20,459 20,459 20,407
S1 20,207 20,207 20,374 20,103
S2 19,999 19,999 20,332
S3 19,539 19,747 20,290
S4 19,079 19,287 20,163
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,932 20,250 682 3.3% 229 1.1% 84% True False 564
10 20,932 19,739 1,193 5.7% 277 1.3% 91% True False 436
20 20,932 19,012 1,920 9.2% 267 1.3% 94% True False 298
40 22,300 19,012 3,288 15.8% 291 1.4% 55% False False 221
60 22,300 19,012 3,288 15.8% 274 1.3% 55% False False 163
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 21,642
2.618 21,369
1.618 21,202
1.000 21,099
0.618 21,035
HIGH 20,932
0.618 20,868
0.500 20,849
0.382 20,829
LOW 20,765
0.618 20,662
1.000 20,598
1.618 20,495
2.618 20,328
4.250 20,055
Fisher Pivots for day following 08-Mar-2010
Pivot 1 day 3 day
R1 20,849 20,747
PP 20,841 20,669
S1 20,833 20,591

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

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