Hang Seng Index Future May 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 20,182 19,935 -247 -1.2% 20,488
High 20,209 20,150 -59 -0.3% 20,766
Low 19,790 19,822 32 0.2% 19,434
Close 19,936 20,144 208 1.0% 19,695
Range 419 328 -91 -21.7% 1,332
ATR 387 383 -4 -1.1% 0
Volume 93,308 80,233 -13,075 -14.0% 397,612
Daily Pivots for day following 12-May-2010
Classic Woodie Camarilla DeMark
R4 21,023 20,911 20,324
R3 20,695 20,583 20,234
R2 20,367 20,367 20,204
R1 20,255 20,255 20,174 20,311
PP 20,039 20,039 20,039 20,067
S1 19,927 19,927 20,114 19,983
S2 19,711 19,711 20,084
S3 19,383 19,599 20,054
S4 19,055 19,271 19,964
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% 412 2.0% 82% False False 93,206
10 20,896 19,434 1,462 7.3% 330 1.6% 49% False False 78,506
20 22,095 19,434 2,661 13.2% 292 1.4% 27% False False 46,016
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 65
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 21,544
2.618 21,009
1.618 20,681
1.000 20,478
0.618 20,353
HIGH 20,150
0.618 20,025
0.500 19,986
0.382 19,947
LOW 19,822
0.618 19,619
1.000 19,494
1.618 19,291
2.618 18,963
4.250 18,428
Fisher Pivots for day following 12-May-2010
Pivot 1 day 3 day
R1 20,091 20,111
PP 20,039 20,078
S1 19,986 20,045

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

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