Hang Seng Index Future September 2010


Trading Metrics calculated at close of trading on 15-Jun-2010
Day Change Summary
Previous Current
14-Jun-2010 15-Jun-2010 Change Change % Previous Week
Open 19,950 19,801 -149 -0.7% 18,920
High 19,950 19,965 15 0.1% 19,829
Low 19,844 19,782 -62 -0.3% 18,890
Close 19,910 19,945 35 0.2% 19,661
Range 106 183 77 72.6% 939
ATR 345 333 -12 -3.4% 0
Volume 104 217 113 108.7% 964
Daily Pivots for day following 15-Jun-2010
Classic Woodie Camarilla DeMark
R4 20,446 20,379 20,046
R3 20,263 20,196 19,995
R2 20,080 20,080 19,979
R1 20,013 20,013 19,962 20,047
PP 19,897 19,897 19,897 19,914
S1 19,830 19,830 19,928 19,864
S2 19,714 19,714 19,911
S3 19,531 19,647 19,895
S4 19,348 19,464 19,844
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 19,965 19,196 769 3.9% 221 1.1% 97% True False 153
10 19,965 18,890 1,075 5.4% 206 1.0% 98% True False 164
20 19,965 18,725 1,240 6.2% 261 1.3% 98% True False 188
40 21,257 18,725 2,532 12.7% 247 1.2% 48% False False 171
60 21,927 18,725 3,202 16.1% 224 1.1% 38% False False 145
80 21,927 18,725 3,202 16.1% 215 1.1% 38% False False 125
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 27
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 20,743
2.618 20,444
1.618 20,261
1.000 20,148
0.618 20,078
HIGH 19,965
0.618 19,895
0.500 19,874
0.382 19,852
LOW 19,782
0.618 19,669
1.000 19,599
1.618 19,486
2.618 19,303
4.250 19,004
Fisher Pivots for day following 15-Jun-2010
Pivot 1 day 3 day
R1 19,921 19,899
PP 19,897 19,853
S1 19,874 19,808

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

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