Hang Seng Index Future June 2010


Trading Metrics calculated at close of trading on 11-Mar-2010
Day Change Summary
Previous Current
10-Mar-2010 11-Mar-2010 Change Change % Previous Week
Open 20,928 20,981 53 0.3% 20,500
High 21,004 20,995 -9 0.0% 20,710
Low 20,833 20,699 -134 -0.6% 20,250
Close 20,888 20,822 -66 -0.3% 20,416
Range 171 296 125 73.1% 460
ATR 343 340 -3 -1.0% 0
Volume 518 315 -203 -39.2% 2,339
Daily Pivots for day following 11-Mar-2010
Classic Woodie Camarilla DeMark
R4 21,727 21,570 20,985
R3 21,431 21,274 20,903
R2 21,135 21,135 20,876
R1 20,978 20,978 20,849 20,909
PP 20,839 20,839 20,839 20,804
S1 20,682 20,682 20,795 20,613
S2 20,543 20,543 20,768
S3 20,247 20,386 20,741
S4 19,951 20,090 20,659
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 21,004 20,330 674 3.2% 207 1.0% 73% False False 528
10 21,004 20,200 804 3.9% 214 1.0% 77% False False 444
20 21,004 19,286 1,718 8.3% 258 1.2% 89% False False 324
40 21,629 19,012 2,617 12.6% 290 1.4% 69% False False 243
60 22,300 19,012 3,288 15.8% 274 1.3% 55% False False 182
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 28
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 22,253
2.618 21,770
1.618 21,474
1.000 21,291
0.618 21,178
HIGH 20,995
0.618 20,882
0.500 20,847
0.382 20,812
LOW 20,699
0.618 20,516
1.000 20,403
1.618 20,220
2.618 19,924
4.250 19,441
Fisher Pivots for day following 11-Mar-2010
Pivot 1 day 3 day
R1 20,847 20,852
PP 20,839 20,842
S1 20,830 20,832

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

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