Hang Seng Index Future June 2010


Trading Metrics calculated at close of trading on 28-Apr-2010
Day Change Summary
Previous Current
27-Apr-2010 28-Apr-2010 Change Change % Previous Week
Open 21,235 20,566 -669 -3.2% 21,280
High 21,235 20,763 -472 -2.2% 21,467
Low 20,945 20,566 -379 -1.8% 20,950
Close 20,985 20,631 -354 -1.7% 20,950
Range 290 197 -93 -32.1% 517
ATR 319 326 7 2.2% 0
Volume 417 972 555 133.1% 2,455
Daily Pivots for day following 28-Apr-2010
Classic Woodie Camarilla DeMark
R4 21,244 21,135 20,739
R3 21,047 20,938 20,685
R2 20,850 20,850 20,667
R1 20,741 20,741 20,649 20,796
PP 20,653 20,653 20,653 20,681
S1 20,544 20,544 20,613 20,599
S2 20,456 20,456 20,595
S3 20,259 20,347 20,577
S4 20,062 20,150 20,523
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 21,368 20,566 802 3.9% 230 1.1% 8% False True 535
10 22,063 20,566 1,497 7.3% 246 1.2% 4% False True 502
20 22,500 20,566 1,934 9.4% 252 1.2% 3% False True 529
40 22,500 20,200 2,300 11.1% 245 1.2% 19% False False 481
60 22,500 19,012 3,488 16.9% 265 1.3% 46% False False 385
80 22,500 19,012 3,488 16.9% 270 1.3% 46% False False 316
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 35
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 21,600
2.618 21,279
1.618 21,082
1.000 20,960
0.618 20,885
HIGH 20,763
0.618 20,688
0.500 20,665
0.382 20,641
LOW 20,566
0.618 20,444
1.000 20,369
1.618 20,247
2.618 20,050
4.250 19,729
Fisher Pivots for day following 28-Apr-2010
Pivot 1 day 3 day
R1 20,665 20,967
PP 20,653 20,855
S1 20,642 20,743

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

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