Hang Seng Index Future June 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 19,753 20,146 393 2.0% 20,498
High 20,272 20,182 -90 -0.4% 20,735
Low 19,753 19,767 14 0.1% 19,380
Close 20,179 19,924 -255 -1.3% 19,670
Range 519 415 -104 -20.0% 1,355
ATR 382 384 2 0.6% 0
Volume 2,365 1,567 -798 -33.7% 7,451
Daily Pivots for day following 11-May-2010
Classic Woodie Camarilla DeMark
R4 21,203 20,978 20,152
R3 20,788 20,563 20,038
R2 20,373 20,373 20,000
R1 20,148 20,148 19,962 20,053
PP 19,958 19,958 19,958 19,910
S1 19,733 19,733 19,886 19,638
S2 19,543 19,543 19,848
S3 19,128 19,318 19,810
S4 18,713 18,903 19,696
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 23,993 23,187 20,415
R3 22,638 21,832 20,043
R2 21,283 21,283 19,918
R1 20,477 20,477 19,794 20,203
PP 19,928 19,928 19,928 19,791
S1 19,122 19,122 19,546 18,848
S2 18,573 18,573 19,422
S3 17,218 17,767 19,297
S4 15,863 16,412 18,925
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,272 19,380 892 4.5% 405 2.0% 61% False False 1,876
10 20,870 19,380 1,490 7.5% 316 1.6% 37% False False 1,465
20 22,063 19,380 2,683 13.5% 277 1.4% 20% False False 949
40 22,500 19,380 3,120 15.7% 273 1.4% 17% False False 719
60 22,500 19,070 3,430 17.2% 269 1.3% 25% False False 586
80 22,500 19,012 3,488 17.5% 281 1.4% 26% False False 479
100 22,500 19,012 3,488 17.5% 273 1.4% 26% False False 394
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 45
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 21,946
2.618 21,268
1.618 20,853
1.000 20,597
0.618 20,438
HIGH 20,182
0.618 20,023
0.500 19,975
0.382 19,926
LOW 19,767
0.618 19,511
1.000 19,352
1.618 19,096
2.618 18,681
4.250 18,003
Fisher Pivots for day following 11-May-2010
Pivot 1 day 3 day
R1 19,975 19,891
PP 19,958 19,859
S1 19,941 19,826

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

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