Hang Seng Index Future September 2010


Trading Metrics calculated at close of trading on 04-May-2010
Day Change Summary
Previous Current
03-May-2010 04-May-2010 Change Change % Previous Week
Open 20,300 20,493 193 1.0% 21,020
High 20,422 20,530 108 0.5% 21,160
Low 20,300 20,288 -12 -0.1% 20,285
Close 20,371 20,325 -46 -0.2% 20,676
Range 122 242 120 98.4% 875
ATR 294 291 -4 -1.3% 0
Volume 78 169 91 116.7% 699
Daily Pivots for day following 04-May-2010
Classic Woodie Camarilla DeMark
R4 21,107 20,958 20,458
R3 20,865 20,716 20,392
R2 20,623 20,623 20,369
R1 20,474 20,474 20,347 20,428
PP 20,381 20,381 20,381 20,358
S1 20,232 20,232 20,303 20,186
S2 20,139 20,139 20,281
S3 19,897 19,990 20,258
S4 19,655 19,748 20,192
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 23,332 22,879 21,157
R3 22,457 22,004 20,917
R2 21,582 21,582 20,836
R1 21,129 21,129 20,756 20,918
PP 20,707 20,707 20,707 20,602
S1 20,254 20,254 20,596 20,043
S2 19,832 19,832 20,516
S3 18,957 19,379 20,435
S4 18,082 18,504 20,195
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,677 20,285 392 1.9% 203 1.0% 10% False False 168
10 21,257 20,285 972 4.8% 198 1.0% 4% False False 132
20 21,927 20,285 1,642 8.1% 193 0.9% 2% False False 120
40 21,927 20,180 1,747 8.6% 179 0.9% 8% False False 94
60 21,927 18,890 3,037 14.9% 170 0.8% 47% False False 77
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 21
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 21,559
2.618 21,164
1.618 20,922
1.000 20,772
0.618 20,680
HIGH 20,530
0.618 20,438
0.500 20,409
0.382 20,380
LOW 20,288
0.618 20,138
1.000 20,046
1.618 19,896
2.618 19,654
4.250 19,260
Fisher Pivots for day following 04-May-2010
Pivot 1 day 3 day
R1 20,409 20,483
PP 20,381 20,430
S1 20,353 20,378

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

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