Hang Seng Index Future September 2010


Trading Metrics calculated at close of trading on 06-May-2010
Day Change Summary
Previous Current
05-May-2010 06-May-2010 Change Change % Previous Week
Open 19,918 19,766 -152 -0.8% 21,020
High 20,000 19,816 -184 -0.9% 21,160
Low 19,850 19,482 -368 -1.9% 20,285
Close 19,914 19,817 -97 -0.5% 20,676
Range 150 334 184 122.7% 875
ATR 304 313 9 3.0% 0
Volume 134 160 26 19.4% 699
Daily Pivots for day following 06-May-2010
Classic Woodie Camarilla DeMark
R4 20,707 20,596 20,001
R3 20,373 20,262 19,909
R2 20,039 20,039 19,878
R1 19,928 19,928 19,848 19,984
PP 19,705 19,705 19,705 19,733
S1 19,594 19,594 19,786 19,650
S2 19,371 19,371 19,756
S3 19,037 19,260 19,725
S4 18,703 18,926 19,633
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 19,482 1,195 6.0% 223 1.1% 28% False True 129
10 21,160 19,482 1,678 8.5% 190 1.0% 20% False True 135
20 21,927 19,482 2,445 12.3% 203 1.0% 14% False True 113
40 21,927 19,482 2,445 12.3% 183 0.9% 14% False True 99
60 21,927 18,890 3,037 15.3% 173 0.9% 31% False False 81
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 23
Widest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 21,236
2.618 20,690
1.618 20,356
1.000 20,150
0.618 20,022
HIGH 19,816
0.618 19,688
0.500 19,649
0.382 19,610
LOW 19,482
0.618 19,276
1.000 19,148
1.618 18,942
2.618 18,608
4.250 18,063
Fisher Pivots for day following 06-May-2010
Pivot 1 day 3 day
R1 19,761 20,006
PP 19,705 19,943
S1 19,649 19,880

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

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