Hang Seng Index Future September 2010


Trading Metrics calculated at close of trading on 25-Jun-2010
Day Change Summary
Previous Current
24-Jun-2010 25-Jun-2010 Change Change % Previous Week
Open 20,676 20,488 -188 -0.9% 20,324
High 20,730 20,585 -145 -0.7% 20,799
Low 20,550 20,424 -126 -0.6% 20,324
Close 20,553 20,535 -18 -0.1% 20,535
Range 180 161 -19 -10.6% 475
ATR 302 292 -10 -3.3% 0
Volume 752 362 -390 -51.9% 1,918
Daily Pivots for day following 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 20,998 20,927 20,624
R3 20,837 20,766 20,579
R2 20,676 20,676 20,565
R1 20,605 20,605 20,550 20,641
PP 20,515 20,515 20,515 20,532
S1 20,444 20,444 20,520 20,480
S2 20,354 20,354 20,505
S3 20,193 20,283 20,491
S4 20,032 20,122 20,446
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 21,978 21,731 20,796
R3 21,503 21,256 20,666
R2 21,028 21,028 20,622
R1 20,781 20,781 20,579 20,905
PP 20,553 20,553 20,553 20,614
S1 20,306 20,306 20,491 20,430
S2 20,078 20,078 20,448
S3 19,603 19,831 20,404
S4 19,128 19,356 20,274
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,799 20,324 475 2.3% 233 1.1% 44% False False 383
10 20,799 19,650 1,149 5.6% 198 1.0% 77% False False 278
20 20,799 18,890 1,909 9.3% 215 1.0% 86% False False 226
40 20,799 18,725 2,074 10.1% 254 1.2% 87% False False 210
60 21,927 18,725 3,202 15.6% 230 1.1% 57% False False 177
80 21,927 18,725 3,202 15.6% 215 1.0% 57% False False 149
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 32
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 21,269
2.618 21,006
1.618 20,845
1.000 20,746
0.618 20,684
HIGH 20,585
0.618 20,523
0.500 20,505
0.382 20,486
LOW 20,424
0.618 20,325
1.000 20,263
1.618 20,164
2.618 20,003
4.250 19,740
Fisher Pivots for day following 25-Jun-2010
Pivot 1 day 3 day
R1 20,525 20,586
PP 20,515 20,569
S1 20,505 20,552

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

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