Hang Seng Index Future September 2010


Trading Metrics calculated at close of trading on 03-May-2010
Day Change Summary
Previous Current
30-Apr-2010 03-May-2010 Change Change % Previous Week
Open 20,440 20,300 -140 -0.7% 21,020
High 20,677 20,422 -255 -1.2% 21,160
Low 20,410 20,300 -110 -0.5% 20,285
Close 20,676 20,371 -305 -1.5% 20,676
Range 267 122 -145 -54.3% 875
ATR 288 294 6 2.2% 0
Volume 105 78 -27 -25.7% 699
Daily Pivots for day following 03-May-2010
Classic Woodie Camarilla DeMark
R4 20,730 20,673 20,438
R3 20,608 20,551 20,405
R2 20,486 20,486 20,393
R1 20,429 20,429 20,382 20,458
PP 20,364 20,364 20,364 20,379
S1 20,307 20,307 20,360 20,336
S2 20,242 20,242 20,349
S3 20,120 20,185 20,337
S4 19,998 20,063 20,304
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 23,332 22,879 21,157
R3 22,457 22,004 20,917
R2 21,582 21,582 20,836
R1 21,129 21,129 20,756 20,918
PP 20,707 20,707 20,707 20,602
S1 20,254 20,254 20,596 20,043
S2 19,832 19,832 20,516
S3 18,957 19,379 20,435
S4 18,082 18,504 20,195
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,855 20,285 570 2.8% 175 0.9% 15% False False 147
10 21,257 20,285 972 4.8% 183 0.9% 9% False False 125
20 21,927 20,285 1,642 8.1% 187 0.9% 5% False False 116
40 21,927 20,126 1,801 8.8% 182 0.9% 14% False False 90
60 21,927 18,890 3,037 14.9% 166 0.8% 49% False False 74
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 17
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 20,941
2.618 20,741
1.618 20,619
1.000 20,544
0.618 20,497
HIGH 20,422
0.618 20,375
0.500 20,361
0.382 20,347
LOW 20,300
0.618 20,225
1.000 20,178
1.618 20,103
2.618 19,981
4.250 19,782
Fisher Pivots for day following 03-May-2010
Pivot 1 day 3 day
R1 20,368 20,481
PP 20,364 20,444
S1 20,361 20,408

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

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