Hang Seng Index Future May 2010


Trading Metrics calculated at close of trading on 13-May-2010
Day Change Summary
Previous Current
12-May-2010 13-May-2010 Change Change % Previous Week
Open 19,935 20,247 312 1.6% 20,488
High 20,150 20,380 230 1.1% 20,766
Low 19,822 20,092 270 1.4% 19,434
Close 20,144 20,200 56 0.3% 19,695
Range 328 288 -40 -12.2% 1,332
ATR 383 376 -7 -1.8% 0
Volume 80,233 79,642 -591 -0.7% 397,612
Daily Pivots for day following 13-May-2010
Classic Woodie Camarilla DeMark
R4 21,088 20,932 20,358
R3 20,800 20,644 20,279
R2 20,512 20,512 20,253
R1 20,356 20,356 20,226 20,290
PP 20,224 20,224 20,224 20,191
S1 20,068 20,068 20,174 20,002
S2 19,936 19,936 20,147
S3 19,648 19,780 20,121
S4 19,360 19,492 20,042
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 20,380 19,434 946 4.7% 385 1.9% 81% True False 90,215
10 20,896 19,434 1,462 7.2% 331 1.6% 52% False False 80,070
20 21,880 19,434 2,446 12.1% 294 1.5% 31% False False 49,940
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 69
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 21,604
2.618 21,134
1.618 20,846
1.000 20,668
0.618 20,558
HIGH 20,380
0.618 20,270
0.500 20,236
0.382 20,202
LOW 20,092
0.618 19,914
1.000 19,804
1.618 19,626
2.618 19,338
4.250 18,868
Fisher Pivots for day following 13-May-2010
Pivot 1 day 3 day
R1 20,236 20,162
PP 20,224 20,123
S1 20,212 20,085

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

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