Hang Seng Index Future September 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 19,850 20,053 203 1.0% 20,300
High 19,940 20,166 226 1.1% 20,530
Low 19,640 19,990 350 1.8% 19,284
Close 19,940 19,990 50 0.3% 19,486
Range 300 176 -124 -41.3% 1,246
ATR 344 336 -8 -2.5% 0
Volume 206 231 25 12.1% 817
Daily Pivots for day following 13-May-2010
Classic Woodie Camarilla DeMark
R4 20,577 20,459 20,087
R3 20,401 20,283 20,038
R2 20,225 20,225 20,022
R1 20,107 20,107 20,006 20,078
PP 20,049 20,049 20,049 20,034
S1 19,931 19,931 19,974 19,902
S2 19,873 19,873 19,958
S3 19,697 19,755 19,942
S4 19,521 19,579 19,893
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 23,505 22,741 20,171
R3 22,259 21,495 19,829
R2 21,013 21,013 19,714
R1 20,249 20,249 19,600 20,008
PP 19,767 19,767 19,767 19,646
S1 19,003 19,003 19,372 18,762
S2 18,521 18,521 19,258
S3 17,275 17,757 19,143
S4 16,029 16,511 18,801
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,166 19,284 882 4.4% 318 1.6% 80% True False 183
10 20,677 19,284 1,393 7.0% 271 1.4% 51% False False 156
20 21,635 19,284 2,351 11.8% 232 1.2% 30% False False 135
40 21,927 19,284 2,643 13.2% 205 1.0% 27% False False 114
60 21,927 19,284 2,643 13.2% 195 1.0% 27% False False 96
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 39
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 20,914
2.618 20,627
1.618 20,451
1.000 20,342
0.618 20,275
HIGH 20,166
0.618 20,099
0.500 20,078
0.382 20,057
LOW 19,990
0.618 19,881
1.000 19,814
1.618 19,705
2.618 19,529
4.250 19,242
Fisher Pivots for day following 13-May-2010
Pivot 1 day 3 day
R1 20,078 19,954
PP 20,049 19,918
S1 20,019 19,882

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

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