Hang Seng Index Future June 2010


Trading Metrics calculated at close of trading on 27-Apr-2010
Day Change Summary
Previous Current
26-Apr-2010 27-Apr-2010 Change Change % Previous Week
Open 21,180 21,235 55 0.3% 21,280
High 21,368 21,235 -133 -0.6% 21,467
Low 21,165 20,945 -220 -1.0% 20,950
Close 21,236 20,985 -251 -1.2% 20,950
Range 203 290 87 42.9% 517
ATR 321 319 -2 -0.7% 0
Volume 471 417 -54 -11.5% 2,455
Daily Pivots for day following 27-Apr-2010
Classic Woodie Camarilla DeMark
R4 21,925 21,745 21,145
R3 21,635 21,455 21,065
R2 21,345 21,345 21,038
R1 21,165 21,165 21,012 21,110
PP 21,055 21,055 21,055 21,028
S1 20,875 20,875 20,958 20,820
S2 20,765 20,765 20,932
S3 20,475 20,585 20,905
S4 20,185 20,295 20,826
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 22,673 22,329 21,234
R3 22,156 21,812 21,092
R2 21,639 21,639 21,045
R1 21,295 21,295 20,997 21,209
PP 21,122 21,122 21,122 21,079
S1 20,778 20,778 20,903 20,692
S2 20,605 20,605 20,855
S3 20,088 20,261 20,808
S4 19,571 19,744 20,666
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 21,467 20,945 522 2.5% 259 1.2% 8% False True 429
10 22,063 20,945 1,118 5.3% 237 1.1% 4% False True 433
20 22,500 20,284 2,216 10.6% 268 1.3% 32% False False 529
40 22,500 19,882 2,618 12.5% 250 1.2% 42% False False 467
60 22,500 19,012 3,488 16.6% 270 1.3% 57% False False 372
80 22,500 19,012 3,488 16.6% 269 1.3% 57% False False 305
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 38
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 22,468
2.618 21,994
1.618 21,704
1.000 21,525
0.618 21,414
HIGH 21,235
0.618 21,124
0.500 21,090
0.382 21,056
LOW 20,945
0.618 20,766
1.000 20,655
1.618 20,476
2.618 20,186
4.250 19,713
Fisher Pivots for day following 27-Apr-2010
Pivot 1 day 3 day
R1 21,090 21,157
PP 21,055 21,099
S1 21,020 21,042

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

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