Hang Seng Index Future September 2010


Trading Metrics calculated at close of trading on 14-Jun-2010
Day Change Summary
Previous Current
11-Jun-2010 14-Jun-2010 Change Change % Previous Week
Open 19,828 19,950 122 0.6% 18,920
High 19,829 19,950 121 0.6% 19,829
Low 19,650 19,844 194 1.0% 18,890
Close 19,661 19,910 249 1.3% 19,661
Range 179 106 -73 -40.8% 939
ATR 349 345 -4 -1.2% 0
Volume 147 104 -43 -29.3% 964
Daily Pivots for day following 14-Jun-2010
Classic Woodie Camarilla DeMark
R4 20,219 20,171 19,968
R3 20,113 20,065 19,939
R2 20,007 20,007 19,929
R1 19,959 19,959 19,920 19,930
PP 19,901 19,901 19,901 19,887
S1 19,853 19,853 19,900 19,824
S2 19,795 19,795 19,891
S3 19,689 19,747 19,881
S4 19,583 19,641 19,852
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 19,950 19,147 803 4.0% 218 1.1% 95% True False 190
10 19,950 18,890 1,060 5.3% 218 1.1% 96% True False 149
20 19,950 18,725 1,225 6.2% 264 1.3% 97% True False 189
40 21,257 18,725 2,532 12.7% 247 1.2% 47% False False 166
60 21,927 18,725 3,202 16.1% 226 1.1% 37% False False 142
80 21,927 18,725 3,202 16.1% 215 1.1% 37% False False 122
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 39
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 20,401
2.618 20,228
1.618 20,122
1.000 20,056
0.618 20,016
HIGH 19,950
0.618 19,910
0.500 19,897
0.382 19,884
LOW 19,844
0.618 19,778
1.000 19,738
1.618 19,672
2.618 19,566
4.250 19,394
Fisher Pivots for day following 14-Jun-2010
Pivot 1 day 3 day
R1 19,906 19,813
PP 19,901 19,716
S1 19,897 19,619

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

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