Hang Seng Index Future June 2010


Trading Metrics calculated at close of trading on 05-May-2010
Day Change Summary
Previous Current
04-May-2010 05-May-2010 Change Change % Previous Week
Open 20,716 20,098 -618 -3.0% 21,180
High 20,735 20,250 -485 -2.3% 21,368
Low 20,470 20,029 -441 -2.2% 20,444
Close 20,512 20,096 -416 -2.0% 20,866
Range 265 221 -44 -16.6% 924
ATR 327 338 11 3.4% 0
Volume 958 1,066 108 11.3% 4,156
Daily Pivots for day following 05-May-2010
Classic Woodie Camarilla DeMark
R4 20,788 20,663 20,218
R3 20,567 20,442 20,157
R2 20,346 20,346 20,137
R1 20,221 20,221 20,116 20,173
PP 20,125 20,125 20,125 20,101
S1 20,000 20,000 20,076 19,952
S2 19,904 19,904 20,055
S3 19,683 19,779 20,035
S4 19,462 19,558 19,974
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 23,665 23,189 21,374
R3 22,741 22,265 21,120
R2 21,817 21,817 21,035
R1 21,341 21,341 20,951 21,117
PP 20,893 20,893 20,893 20,781
S1 20,417 20,417 20,781 20,193
S2 19,969 19,969 20,697
S3 19,045 19,493 20,612
S4 18,121 18,569 20,358
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,870 20,029 841 4.2% 232 1.2% 8% False True 1,072
10 21,368 20,029 1,339 6.7% 231 1.2% 5% False True 804
20 22,500 20,029 2,471 12.3% 253 1.3% 3% False True 633
40 22,500 20,029 2,471 12.3% 246 1.2% 3% False True 570
60 22,500 19,012 3,488 17.4% 257 1.3% 31% False False 461
80 22,500 19,012 3,488 17.4% 271 1.3% 31% False False 378
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 39
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 21,189
2.618 20,829
1.618 20,608
1.000 20,471
0.618 20,387
HIGH 20,250
0.618 20,166
0.500 20,140
0.382 20,113
LOW 20,029
0.618 19,892
1.000 19,808
1.618 19,671
2.618 19,450
4.250 19,090
Fisher Pivots for day following 05-May-2010
Pivot 1 day 3 day
R1 20,140 20,382
PP 20,125 20,287
S1 20,111 20,191

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

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