Hang Seng Index Future September 2010


Trading Metrics calculated at close of trading on 11-May-2010
Day Change Summary
Previous Current
10-May-2010 11-May-2010 Change Change % Previous Week
Open 19,675 19,962 287 1.5% 20,300
High 20,029 19,995 -34 -0.2% 20,530
Low 19,656 19,597 -59 -0.3% 19,284
Close 19,993 19,730 -263 -1.3% 19,486
Range 373 398 25 6.7% 1,246
ATR 344 348 4 1.1% 0
Volume 71 133 62 87.3% 817
Daily Pivots for day following 11-May-2010
Classic Woodie Camarilla DeMark
R4 20,968 20,747 19,949
R3 20,570 20,349 19,839
R2 20,172 20,172 19,803
R1 19,951 19,951 19,766 19,863
PP 19,774 19,774 19,774 19,730
S1 19,553 19,553 19,694 19,465
S2 19,376 19,376 19,657
S3 18,978 19,155 19,621
S4 18,580 18,757 19,511
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 23,505 22,741 20,171
R3 22,259 21,495 19,829
R2 21,013 21,013 19,714
R1 20,249 20,249 19,600 20,008
PP 19,767 19,767 19,767 19,646
S1 19,003 19,003 19,372 18,762
S2 18,521 18,521 19,258
S3 17,275 17,757 19,143
S4 16,029 16,511 18,801
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,029 19,284 745 3.8% 320 1.6% 60% False False 154
10 20,677 19,284 1,393 7.1% 261 1.3% 32% False False 161
20 21,868 19,284 2,584 13.1% 227 1.1% 17% False False 125
40 21,927 19,284 2,643 13.4% 200 1.0% 17% False False 106
60 21,927 19,284 2,643 13.4% 187 0.9% 17% False False 89
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 24
Widest range in 52 trading days
Fibonacci Retracements and Extensions
4.250 21,687
2.618 21,037
1.618 20,639
1.000 20,393
0.618 20,241
HIGH 19,995
0.618 19,843
0.500 19,796
0.382 19,749
LOW 19,597
0.618 19,351
1.000 19,199
1.618 18,953
2.618 18,555
4.250 17,906
Fisher Pivots for day following 11-May-2010
Pivot 1 day 3 day
R1 19,796 19,706
PP 19,774 19,681
S1 19,752 19,657

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

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