Hang Seng Index Future September 2010


Trading Metrics calculated at close of trading on 12-May-2010
Day Change Summary
Previous Current
11-May-2010 12-May-2010 Change Change % Previous Week
Open 19,962 19,850 -112 -0.6% 20,300
High 19,995 19,940 -55 -0.3% 20,530
Low 19,597 19,640 43 0.2% 19,284
Close 19,730 19,940 210 1.1% 19,486
Range 398 300 -98 -24.6% 1,246
ATR 348 344 -3 -1.0% 0
Volume 133 206 73 54.9% 817
Daily Pivots for day following 12-May-2010
Classic Woodie Camarilla DeMark
R4 20,740 20,640 20,105
R3 20,440 20,340 20,023
R2 20,140 20,140 19,995
R1 20,040 20,040 19,968 20,090
PP 19,840 19,840 19,840 19,865
S1 19,740 19,740 19,913 19,790
S2 19,540 19,540 19,885
S3 19,240 19,440 19,858
S4 18,940 19,140 19,775
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 3.7% 350 1.8% 88% False False 169
10 20,677 19,284 1,393 7.0% 276 1.4% 47% False False 162
20 21,868 19,284 2,584 13.0% 234 1.2% 25% False False 128
40 21,927 19,284 2,643 13.3% 205 1.0% 25% False False 110
60 21,927 19,284 2,643 13.3% 192 1.0% 25% False False 92
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 33
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 21,215
2.618 20,725
1.618 20,425
1.000 20,240
0.618 20,125
HIGH 19,940
0.618 19,825
0.500 19,790
0.382 19,755
LOW 19,640
0.618 19,455
1.000 19,340
1.618 19,155
2.618 18,855
4.250 18,365
Fisher Pivots for day following 12-May-2010
Pivot 1 day 3 day
R1 19,890 19,898
PP 19,840 19,855
S1 19,790 19,813

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

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