Hang Seng Index Future September 2010


Trading Metrics calculated at close of trading on 31-May-2010
Day Change Summary
Previous Current
28-May-2010 31-May-2010 Change Change % Previous Week
Open 19,500 19,470 -30 -0.2% 19,162
High 19,700 19,599 -101 -0.5% 19,700
Low 19,470 19,400 -70 -0.4% 18,725
Close 19,522 19,520 -2 0.0% 19,522
Range 230 199 -31 -13.5% 975
ATR 383 370 -13 -3.4% 0
Volume 287 211 -76 -26.5% 1,137
Daily Pivots for day following 31-May-2010
Classic Woodie Camarilla DeMark
R4 20,103 20,011 19,629
R3 19,904 19,812 19,575
R2 19,705 19,705 19,556
R1 19,613 19,613 19,538 19,659
PP 19,506 19,506 19,506 19,530
S1 19,414 19,414 19,502 19,460
S2 19,307 19,307 19,484
S3 19,108 19,215 19,465
S4 18,909 19,016 19,411
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 22,241 21,856 20,058
R3 21,266 20,881 19,790
R2 20,291 20,291 19,701
R1 19,906 19,906 19,611 20,099
PP 19,316 19,316 19,316 19,412
S1 18,931 18,931 19,433 19,124
S2 18,341 18,341 19,343
S3 17,366 17,956 19,254
S4 16,391 16,981 18,986
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 19,700 18,725 975 5.0% 294 1.5% 82% False False 238
10 19,700 18,725 975 5.0% 311 1.6% 82% False False 229
20 20,530 18,725 1,805 9.2% 289 1.5% 44% False False 198
40 21,927 18,725 3,202 16.4% 239 1.2% 25% False False 158
60 21,927 18,725 3,202 16.4% 218 1.1% 25% False False 129
80 21,927 18,725 3,202 16.4% 195 1.0% 25% False False 104
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 55
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 20,445
2.618 20,120
1.618 19,921
1.000 19,798
0.618 19,722
HIGH 19,599
0.618 19,523
0.500 19,500
0.382 19,476
LOW 19,400
0.618 19,277
1.000 19,201
1.618 19,078
2.618 18,879
4.250 18,554
Fisher Pivots for day following 31-May-2010
Pivot 1 day 3 day
R1 19,513 19,421
PP 19,506 19,323
S1 19,500 19,224

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

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