Hang Seng Index Future June 2010


Trading Metrics calculated at close of trading on 04-Jun-2010
Day Change Summary
Previous Current
03-Jun-2010 04-Jun-2010 Change Change % Previous Week
Open 19,799 19,770 -29 -0.1% 19,555
High 19,894 19,823 -71 -0.4% 19,894
Low 19,715 19,639 -76 -0.4% 19,345
Close 19,799 19,814 15 0.1% 19,814
Range 179 184 5 2.8% 549
ATR 404 388 -16 -3.9% 0
Volume 69,155 56,299 -12,856 -18.6% 302,787
Daily Pivots for day following 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 20,311 20,246 19,915
R3 20,127 20,062 19,865
R2 19,943 19,943 19,848
R1 19,878 19,878 19,831 19,911
PP 19,759 19,759 19,759 19,775
S1 19,694 19,694 19,797 19,727
S2 19,575 19,575 19,780
S3 19,391 19,510 19,763
S4 19,207 19,326 19,713
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 21,331 21,122 20,116
R3 20,782 20,573 19,965
R2 20,233 20,233 19,915
R1 20,024 20,024 19,864 20,129
PP 19,684 19,684 19,684 19,737
S1 19,475 19,475 19,764 19,580
S2 19,135 19,135 19,713
S3 18,586 18,926 19,663
S4 18,037 18,377 19,512
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 19,894 19,345 549 2.8% 257 1.3% 85% False False 77,352
10 19,894 18,899 995 5.0% 333 1.7% 92% False False 52,601
20 20,347 18,899 1,448 7.3% 352 1.8% 63% False False 27,427
40 22,500 18,899 3,601 18.2% 302 1.5% 25% False False 14,030
60 22,500 18,899 3,601 18.2% 281 1.4% 25% False False 9,522
80 22,500 18,899 3,601 18.2% 280 1.4% 25% False False 7,203
100 22,500 18,899 3,601 18.2% 287 1.4% 25% False False 5,788
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 78
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 20,605
2.618 20,305
1.618 20,121
1.000 20,007
0.618 19,937
HIGH 19,823
0.618 19,753
0.500 19,731
0.382 19,709
LOW 19,639
0.618 19,525
1.000 19,455
1.618 19,341
2.618 19,157
4.250 18,857
Fisher Pivots for day following 04-Jun-2010
Pivot 1 day 3 day
R1 19,786 19,749
PP 19,759 19,684
S1 19,731 19,620

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

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