Hang Seng Index Future September 2010


Trading Metrics calculated at close of trading on 26-Apr-2010
Day Change Summary
Previous Current
23-Apr-2010 26-Apr-2010 Change Change % Previous Week
Open 20,920 21,020 100 0.5% 21,098
High 20,920 21,160 240 1.1% 21,257
Low 20,760 21,020 260 1.3% 20,730
Close 20,760 21,043 283 1.4% 20,760
Range 160 140 -20 -12.5% 527
ATR 268 277 9 3.5% 0
Volume 119 40 -79 -66.4% 493
Daily Pivots for day following 26-Apr-2010
Classic Woodie Camarilla DeMark
R4 21,494 21,409 21,120
R3 21,354 21,269 21,082
R2 21,214 21,214 21,069
R1 21,129 21,129 21,056 21,172
PP 21,074 21,074 21,074 21,096
S1 20,989 20,989 21,030 21,032
S2 20,934 20,934 21,017
S3 20,794 20,849 21,005
S4 20,654 20,709 20,966
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 22,497 22,155 21,050
R3 21,970 21,628 20,905
R2 21,443 21,443 20,857
R1 21,101 21,101 20,808 21,009
PP 20,916 20,916 20,916 20,869
S1 20,574 20,574 20,712 20,482
S2 20,389 20,389 20,663
S3 19,862 20,047 20,615
S4 19,335 19,520 20,470
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 21,257 20,730 527 2.5% 191 0.9% 59% False False 104
10 21,868 20,730 1,138 5.4% 200 0.9% 28% False False 87
20 21,927 20,219 1,708 8.1% 188 0.9% 48% False False 107
40 21,927 19,729 2,198 10.4% 181 0.9% 60% False False 86
Crabel Price Patterns
NR True
NR4 True
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 17
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 21,755
2.618 21,527
1.618 21,387
1.000 21,300
0.618 21,247
HIGH 21,160
0.618 21,107
0.500 21,090
0.382 21,073
LOW 21,020
0.618 20,933
1.000 20,880
1.618 20,793
2.618 20,653
4.250 20,425
Fisher Pivots for day following 26-Apr-2010
Pivot 1 day 3 day
R1 21,090 21,010
PP 21,074 20,978
S1 21,059 20,945

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

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