Hang Seng Index Future June 2010


Trading Metrics calculated at close of trading on 26-Mar-2010
Day Change Summary
Previous Current
25-Mar-2010 26-Mar-2010 Change Change % Previous Week
Open 20,650 20,300 -350 -1.7% 20,830
High 20,650 20,804 154 0.7% 20,925
Low 20,349 20,284 -65 -0.3% 20,284
Close 20,440 20,790 350 1.7% 20,790
Range 301 520 219 72.8% 641
ATR 318 332 14 4.5% 0
Volume 488 968 480 98.4% 2,709
Daily Pivots for day following 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 22,186 22,008 21,076
R3 21,666 21,488 20,933
R2 21,146 21,146 20,885
R1 20,968 20,968 20,838 21,057
PP 20,626 20,626 20,626 20,671
S1 20,448 20,448 20,742 20,537
S2 20,106 20,106 20,695
S3 19,586 19,928 20,647
S4 19,066 19,408 20,504
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 22,589 22,331 21,143
R3 21,948 21,690 20,966
R2 21,307 21,307 20,908
R1 21,049 21,049 20,849 20,858
PP 20,666 20,666 20,666 20,571
S1 20,408 20,408 20,731 20,217
S2 20,025 20,025 20,672
S3 19,384 19,767 20,614
S4 18,743 19,126 20,437
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,925 20,284 641 3.1% 321 1.5% 79% False True 541
10 21,160 20,284 876 4.2% 262 1.3% 58% False True 421
20 21,160 20,200 960 4.6% 238 1.1% 61% False False 433
40 21,160 19,012 2,148 10.3% 272 1.3% 83% False False 314
60 22,300 19,012 3,288 15.8% 276 1.3% 54% False False 245
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 35
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 23,014
2.618 22,165
1.618 21,645
1.000 21,324
0.618 21,125
HIGH 20,804
0.618 20,605
0.500 20,544
0.382 20,483
LOW 20,284
0.618 19,963
1.000 19,764
1.618 19,443
2.618 18,923
4.250 18,074
Fisher Pivots for day following 26-Mar-2010
Pivot 1 day 3 day
R1 20,708 20,728
PP 20,626 20,666
S1 20,544 20,605

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

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