Hang Seng Index Future September 2010


Trading Metrics calculated at close of trading on 28-May-2010
Day Change Summary
Previous Current
27-May-2010 28-May-2010 Change Change % Previous Week
Open 18,791 19,500 709 3.8% 19,162
High 19,309 19,700 391 2.0% 19,700
Low 18,748 19,470 722 3.9% 18,725
Close 19,192 19,522 330 1.7% 19,522
Range 561 230 -331 -59.0% 975
ATR 374 383 10 2.6% 0
Volume 391 287 -104 -26.6% 1,137
Daily Pivots for day following 28-May-2010
Classic Woodie Camarilla DeMark
R4 20,254 20,118 19,649
R3 20,024 19,888 19,585
R2 19,794 19,794 19,564
R1 19,658 19,658 19,543 19,726
PP 19,564 19,564 19,564 19,598
S1 19,428 19,428 19,501 19,496
S2 19,334 19,334 19,480
S3 19,104 19,198 19,459
S4 18,874 18,968 19,396
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 22,241 21,856 20,058
R3 21,266 20,881 19,790
R2 20,291 20,291 19,701
R1 19,906 19,906 19,611 20,099
PP 19,316 19,316 19,316 19,412
S1 18,931 18,931 19,433 19,124
S2 18,341 18,341 19,343
S3 17,366 17,956 19,254
S4 16,391 16,981 18,986
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 19,700 18,725 975 5.0% 322 1.7% 82% True False 227
10 19,942 18,725 1,217 6.2% 315 1.6% 65% False False 230
20 20,677 18,725 1,952 10.0% 293 1.5% 41% False False 193
40 21,927 18,725 3,202 16.4% 240 1.2% 25% False False 157
60 21,927 18,725 3,202 16.4% 216 1.1% 25% False False 127
80 21,927 18,725 3,202 16.4% 193 1.0% 25% False False 101
Crabel Price Patterns
NR True
NR4 False
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 53
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 20,678
2.618 20,302
1.618 20,072
1.000 19,930
0.618 19,842
HIGH 19,700
0.618 19,612
0.500 19,585
0.382 19,558
LOW 19,470
0.618 19,328
1.000 19,240
1.618 19,098
2.618 18,868
4.250 18,493
Fisher Pivots for day following 28-May-2010
Pivot 1 day 3 day
R1 19,585 19,423
PP 19,564 19,323
S1 19,543 19,224

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

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