Hang Seng Index Future May 2010


Trading Metrics calculated at close of trading on 10-May-2010
Day Change Summary
Previous Current
07-May-2010 10-May-2010 Change Change % Previous Week
Open 19,437 19,850 413 2.1% 20,488
High 19,856 20,300 444 2.2% 20,766
Low 19,434 19,833 399 2.1% 19,434
Close 19,695 20,200 505 2.6% 19,695
Range 422 467 45 10.7% 1,332
ATR 367 384 17 4.6% 0
Volume 107,767 90,127 -17,640 -16.4% 397,612
Daily Pivots for day following 10-May-2010
Classic Woodie Camarilla DeMark
R4 21,512 21,323 20,457
R3 21,045 20,856 20,328
R2 20,578 20,578 20,286
R1 20,389 20,389 20,243 20,484
PP 20,111 20,111 20,111 20,158
S1 19,922 19,922 20,157 20,017
S2 19,644 19,644 20,114
S3 19,177 19,455 20,072
S4 18,710 18,988 19,943
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 23,961 23,160 20,428
R3 22,629 21,828 20,061
R2 21,297 21,297 19,939
R1 20,496 20,496 19,817 20,231
PP 19,965 19,965 19,965 19,832
S1 19,164 19,164 19,573 18,899
S2 18,633 18,633 19,451
S3 17,301 17,832 19,329
S4 15,969 16,500 18,962
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,766 19,434 1,332 6.6% 366 1.8% 58% False False 87,138
10 21,134 19,434 1,700 8.4% 302 1.5% 45% False False 71,311
20 22,144 19,434 2,710 13.4% 281 1.4% 28% False False 37,446
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 61
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 22,285
2.618 21,523
1.618 21,056
1.000 20,767
0.618 20,589
HIGH 20,300
0.618 20,122
0.500 20,067
0.382 20,011
LOW 19,833
0.618 19,544
1.000 19,366
1.618 19,077
2.618 18,610
4.250 17,848
Fisher Pivots for day following 10-May-2010
Pivot 1 day 3 day
R1 20,156 20,089
PP 20,111 19,978
S1 20,067 19,867

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

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