Hang Seng Index Future September 2010


Trading Metrics calculated at close of trading on 17-May-2010
Day Change Summary
Previous Current
14-May-2010 17-May-2010 Change Change % Previous Week
Open 19,895 19,488 -407 -2.0% 19,675
High 19,942 19,500 -442 -2.2% 20,166
Low 19,702 19,250 -452 -2.3% 19,597
Close 19,721 19,431 -290 -1.5% 19,721
Range 240 250 10 4.2% 569
ATR 333 342 10 3.0% 0
Volume 221 236 15 6.8% 862
Daily Pivots for day following 17-May-2010
Classic Woodie Camarilla DeMark
R4 20,144 20,037 19,569
R3 19,894 19,787 19,500
R2 19,644 19,644 19,477
R1 19,537 19,537 19,454 19,466
PP 19,394 19,394 19,394 19,358
S1 19,287 19,287 19,408 19,216
S2 19,144 19,144 19,385
S3 18,894 19,037 19,362
S4 18,644 18,787 19,294
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 21,535 21,197 20,034
R3 20,966 20,628 19,877
R2 20,397 20,397 19,825
R1 20,059 20,059 19,773 20,228
PP 19,828 19,828 19,828 19,913
S1 19,490 19,490 19,669 19,659
S2 19,259 19,259 19,617
S3 18,690 18,921 19,565
S4 18,121 18,352 19,408
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,166 19,250 916 4.7% 273 1.4% 20% False True 205
10 20,530 19,250 1,280 6.6% 281 1.4% 14% False True 183
20 21,257 19,250 2,007 10.3% 232 1.2% 9% False True 154
40 21,927 19,250 2,677 13.8% 206 1.1% 7% False True 124
60 21,927 19,250 2,677 13.8% 200 1.0% 7% False True 103
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 42
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 20,563
2.618 20,155
1.618 19,905
1.000 19,750
0.618 19,655
HIGH 19,500
0.618 19,405
0.500 19,375
0.382 19,346
LOW 19,250
0.618 19,096
1.000 19,000
1.618 18,846
2.618 18,596
4.250 18,188
Fisher Pivots for day following 17-May-2010
Pivot 1 day 3 day
R1 19,412 19,708
PP 19,394 19,616
S1 19,375 19,523

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

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