Hang Seng Index Future September 2010


Trading Metrics calculated at close of trading on 11-Jun-2010
Day Change Summary
Previous Current
10-Jun-2010 11-Jun-2010 Change Change % Previous Week
Open 19,288 19,828 540 2.8% 18,920
High 19,520 19,829 309 1.6% 19,829
Low 19,288 19,650 362 1.9% 18,890
Close 19,498 19,661 163 0.8% 19,661
Range 232 179 -53 -22.8% 939
ATR 350 349 -1 -0.4% 0
Volume 103 147 44 42.7% 964
Daily Pivots for day following 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 20,250 20,135 19,759
R3 20,071 19,956 19,710
R2 19,892 19,892 19,694
R1 19,777 19,777 19,677 19,745
PP 19,713 19,713 19,713 19,698
S1 19,598 19,598 19,645 19,566
S2 19,534 19,534 19,628
S3 19,355 19,419 19,612
S4 19,176 19,240 19,563
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 22,277 21,908 20,177
R3 21,338 20,969 19,919
R2 20,399 20,399 19,833
R1 20,030 20,030 19,747 20,215
PP 19,460 19,460 19,460 19,552
S1 19,091 19,091 19,575 19,276
S2 18,521 18,521 19,489
S3 17,582 18,152 19,403
S4 16,643 17,213 19,145
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 19,829 18,890 939 4.8% 249 1.3% 82% True False 192
10 19,829 18,890 939 4.8% 227 1.2% 82% True False 160
20 19,942 18,725 1,217 6.2% 271 1.4% 77% False False 195
40 21,635 18,725 2,910 14.8% 252 1.3% 32% False False 165
60 21,927 18,725 3,202 16.3% 227 1.2% 29% False False 141
80 21,927 18,725 3,202 16.3% 214 1.1% 29% False False 121
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 46
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 20,590
2.618 20,298
1.618 20,119
1.000 20,008
0.618 19,940
HIGH 19,829
0.618 19,761
0.500 19,740
0.382 19,718
LOW 19,650
0.618 19,539
1.000 19,471
1.618 19,360
2.618 19,181
4.250 18,889
Fisher Pivots for day following 11-Jun-2010
Pivot 1 day 3 day
R1 19,740 19,612
PP 19,713 19,562
S1 19,687 19,513

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

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