Hang Seng Index Future September 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 20,493 19,918 -575 -2.8% 21,020
High 20,530 20,000 -530 -2.6% 21,160
Low 20,288 19,850 -438 -2.2% 20,285
Close 20,325 19,914 -411 -2.0% 20,676
Range 242 150 -92 -38.0% 875
ATR 291 304 13 4.5% 0
Volume 169 134 -35 -20.7% 699
Daily Pivots for day following 05-May-2010
Classic Woodie Camarilla DeMark
R4 20,371 20,293 19,997
R3 20,221 20,143 19,955
R2 20,071 20,071 19,942
R1 19,993 19,993 19,928 19,957
PP 19,921 19,921 19,921 19,904
S1 19,843 19,843 19,900 19,807
S2 19,771 19,771 19,887
S3 19,621 19,693 19,873
S4 19,471 19,543 19,832
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 19,850 827 4.2% 202 1.0% 8% False True 156
10 21,160 19,850 1,310 6.6% 182 0.9% 5% False True 131
20 21,927 19,850 2,077 10.4% 192 1.0% 3% False True 113
40 21,927 19,850 2,077 10.4% 177 0.9% 3% False True 96
60 21,927 18,890 3,037 15.3% 171 0.9% 34% False False 79
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 27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 20,638
2.618 20,393
1.618 20,243
1.000 20,150
0.618 20,093
HIGH 20,000
0.618 19,943
0.500 19,925
0.382 19,907
LOW 19,850
0.618 19,757
1.000 19,700
1.618 19,607
2.618 19,457
4.250 19,213
Fisher Pivots for day following 05-May-2010
Pivot 1 day 3 day
R1 19,925 20,190
PP 19,921 20,098
S1 19,918 20,006

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

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