Hang Seng Index Future May 2010


Trading Metrics calculated at close of trading on 14-May-2010
Day Change Summary
Previous Current
13-May-2010 14-May-2010 Change Change % Previous Week
Open 20,247 20,080 -167 -0.8% 19,850
High 20,380 20,206 -174 -0.9% 20,380
Low 20,092 19,901 -191 -1.0% 19,790
Close 20,200 19,927 -273 -1.4% 19,927
Range 288 305 17 5.9% 590
ATR 376 371 -5 -1.3% 0
Volume 79,642 71,949 -7,693 -9.7% 415,259
Daily Pivots for day following 14-May-2010
Classic Woodie Camarilla DeMark
R4 20,926 20,732 20,095
R3 20,621 20,427 20,011
R2 20,316 20,316 19,983
R1 20,122 20,122 19,955 20,067
PP 20,011 20,011 20,011 19,984
S1 19,817 19,817 19,899 19,762
S2 19,706 19,706 19,871
S3 19,401 19,512 19,843
S4 19,096 19,207 19,759
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 21,802 21,455 20,252
R3 21,212 20,865 20,089
R2 20,622 20,622 20,035
R1 20,275 20,275 19,981 20,449
PP 20,032 20,032 20,032 20,119
S1 19,685 19,685 19,873 19,859
S2 19,442 19,442 19,819
S3 18,852 19,095 19,765
S4 18,262 18,505 19,603
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,380 19,790 590 3.0% 361 1.8% 23% False False 83,051
10 20,766 19,434 1,332 6.7% 333 1.7% 37% False False 81,287
20 21,496 19,434 2,062 10.3% 292 1.5% 24% False False 53,404
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 74
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 21,502
2.618 21,004
1.618 20,699
1.000 20,511
0.618 20,394
HIGH 20,206
0.618 20,089
0.500 20,054
0.382 20,018
LOW 19,901
0.618 19,713
1.000 19,596
1.618 19,408
2.618 19,103
4.250 18,605
Fisher Pivots for day following 14-May-2010
Pivot 1 day 3 day
R1 20,054 20,101
PP 20,011 20,043
S1 19,969 19,985

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

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