Hang Seng Index Future May 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 19,850 20,182 332 1.7% 20,488
High 20,300 20,209 -91 -0.4% 20,766
Low 19,833 19,790 -43 -0.2% 19,434
Close 20,200 19,936 -264 -1.3% 19,695
Range 467 419 -48 -10.3% 1,332
ATR 384 387 2 0.6% 0
Volume 90,127 93,308 3,181 3.5% 397,612
Daily Pivots for day following 11-May-2010
Classic Woodie Camarilla DeMark
R4 21,235 21,005 20,166
R3 20,816 20,586 20,051
R2 20,397 20,397 20,013
R1 20,167 20,167 19,974 20,073
PP 19,978 19,978 19,978 19,931
S1 19,748 19,748 19,898 19,654
S2 19,559 19,559 19,859
S3 19,140 19,329 19,821
S4 18,721 18,910 19,706
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 23,961 23,160 20,428
R3 22,629 21,828 20,061
R2 21,297 21,297 19,939
R1 20,496 20,496 19,817 20,231
PP 19,965 19,965 19,965 19,832
S1 19,164 19,164 19,573 18,899
S2 18,633 18,633 19,451
S3 17,301 17,832 19,329
S4 15,969 16,500 18,962
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,300 19,434 866 4.3% 392 2.0% 58% False False 92,588
10 20,896 19,434 1,462 7.3% 326 1.6% 34% False False 75,971
20 22,095 19,434 2,661 13.3% 284 1.4% 19% False False 42,055
Crabel Price Patterns
NR True
NR4 True
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 58
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 21,990
2.618 21,306
1.618 20,887
1.000 20,628
0.618 20,468
HIGH 20,209
0.618 20,049
0.500 20,000
0.382 19,950
LOW 19,790
0.618 19,531
1.000 19,371
1.618 19,112
2.618 18,693
4.250 18,009
Fisher Pivots for day following 11-May-2010
Pivot 1 day 3 day
R1 20,000 19,913
PP 19,978 19,890
S1 19,957 19,867

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

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