Hang Seng Index Future September 2010


Trading Metrics calculated at close of trading on 09-Jun-2010
Day Change Summary
Previous Current
08-Jun-2010 09-Jun-2010 Change Change % Previous Week
Open 19,295 19,275 -20 -0.1% 19,470
High 19,318 19,600 282 1.5% 19,650
Low 19,147 19,196 49 0.3% 19,188
Close 19,315 19,358 43 0.2% 19,608
Range 171 404 233 136.3% 462
ATR 356 359 3 1.0% 0
Volume 403 196 -207 -51.4% 642
Daily Pivots for day following 09-Jun-2010
Classic Woodie Camarilla DeMark
R4 20,597 20,381 19,580
R3 20,193 19,977 19,469
R2 19,789 19,789 19,432
R1 19,573 19,573 19,395 19,681
PP 19,385 19,385 19,385 19,439
S1 19,169 19,169 19,321 19,277
S2 18,981 18,981 19,284
S3 18,577 18,765 19,247
S4 18,173 18,361 19,136
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 20,868 20,700 19,862
R3 20,406 20,238 19,735
R2 19,944 19,944 19,693
R1 19,776 19,776 19,650 19,860
PP 19,482 19,482 19,482 19,524
S1 19,314 19,314 19,566 19,398
S2 19,020 19,020 19,523
S3 18,558 18,852 19,481
S4 18,096 18,390 19,354
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 19,650 18,890 760 3.9% 223 1.2% 62% False False 202
10 19,700 18,748 952 4.9% 265 1.4% 64% False False 203
20 20,166 18,725 1,441 7.4% 274 1.4% 44% False False 204
40 21,868 18,725 3,143 16.2% 250 1.3% 20% False False 165
60 21,927 18,725 3,202 16.5% 225 1.2% 20% False False 139
80 21,927 18,725 3,202 16.5% 209 1.1% 20% False False 118
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 53
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 21,317
2.618 20,658
1.618 20,254
1.000 20,004
0.618 19,850
HIGH 19,600
0.618 19,446
0.500 19,398
0.382 19,350
LOW 19,196
0.618 18,946
1.000 18,792
1.618 18,542
2.618 18,138
4.250 17,479
Fisher Pivots for day following 09-Jun-2010
Pivot 1 day 3 day
R1 19,398 19,320
PP 19,385 19,283
S1 19,371 19,245

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

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