Hang Seng Index Future June 2010


Trading Metrics calculated at close of trading on 13-Apr-2010
Day Change Summary
Previous Current
12-Apr-2010 13-Apr-2010 Change Change % Previous Week
Open 22,152 21,900 -252 -1.1% 21,529
High 22,500 22,023 -477 -2.1% 21,995
Low 21,870 21,762 -108 -0.5% 21,480
Close 21,870 21,877 7 0.0% 21,994
Range 630 261 -369 -58.6% 515
ATR 338 332 -5 -1.6% 0
Volume 398 404 6 1.5% 1,519
Daily Pivots for day following 13-Apr-2010
Classic Woodie Camarilla DeMark
R4 22,670 22,535 22,021
R3 22,409 22,274 21,949
R2 22,148 22,148 21,925
R1 22,013 22,013 21,901 21,950
PP 21,887 21,887 21,887 21,856
S1 21,752 21,752 21,853 21,689
S2 21,626 21,626 21,829
S3 21,365 21,491 21,805
S4 21,104 21,230 21,733
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 23,368 23,196 22,277
R3 22,853 22,681 22,136
R2 22,338 22,338 22,088
R1 22,166 22,166 22,041 22,252
PP 21,823 21,823 21,823 21,866
S1 21,651 21,651 21,947 21,737
S2 21,308 21,308 21,900
S3 20,793 21,136 21,852
S4 20,278 20,621 21,711
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 22,500 21,480 1,020 4.7% 304 1.4% 39% False False 464
10 22,500 20,284 2,216 10.1% 298 1.4% 72% False False 624
20 22,500 20,284 2,216 10.1% 269 1.2% 72% False False 490
40 22,500 19,070 3,430 15.7% 265 1.2% 82% False False 404
60 22,500 19,012 3,488 15.9% 282 1.3% 82% False False 322
80 22,500 19,012 3,488 15.9% 272 1.2% 82% False False 255
Crabel Price Patterns
NR True
NR4 False
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 3 trading days
Fibonacci Retracements and Extensions
4.250 23,132
2.618 22,706
1.618 22,445
1.000 22,284
0.618 22,184
HIGH 22,023
0.618 21,923
0.500 21,893
0.382 21,862
LOW 21,762
0.618 21,601
1.000 21,501
1.618 21,340
2.618 21,079
4.250 20,653
Fisher Pivots for day following 13-Apr-2010
Pivot 1 day 3 day
R1 21,893 22,100
PP 21,887 22,026
S1 21,882 21,951

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

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