CME Pit-Traded Soybean Future May 2010
| Trading Metrics calculated at close of trading on 23-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2010 |
23-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
995-0 |
1001-0 |
6-0 |
0.6% |
979-0 |
| High |
1004-4 |
1005-0 |
0-4 |
0.0% |
1005-0 |
| Low |
993-0 |
996-0 |
3-0 |
0.3% |
973-0 |
| Close |
1004-2 |
1000-0 |
-4-2 |
-0.4% |
1000-0 |
| Range |
11-4 |
9-0 |
-2-4 |
-21.7% |
32-0 |
| ATR |
15-0 |
14-5 |
-0-3 |
-2.9% |
0-0 |
| Volume |
48,564 |
34,834 |
-13,730 |
-28.3% |
243,138 |
|
| Daily Pivots for day following 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1027-3 |
1022-5 |
1005-0 |
|
| R3 |
1018-3 |
1013-5 |
1002-4 |
|
| R2 |
1009-3 |
1009-3 |
1001-5 |
|
| R1 |
1004-5 |
1004-5 |
1000-7 |
1002-4 |
| PP |
1000-3 |
1000-3 |
1000-3 |
999-2 |
| S1 |
995-5 |
995-5 |
999-1 |
993-4 |
| S2 |
991-3 |
991-3 |
998-3 |
|
| S3 |
982-3 |
986-5 |
997-4 |
|
| S4 |
973-3 |
977-5 |
995-0 |
|
|
| Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1088-5 |
1076-3 |
1017-5 |
|
| R3 |
1056-5 |
1044-3 |
1008-6 |
|
| R2 |
1024-5 |
1024-5 |
1005-7 |
|
| R1 |
1012-3 |
1012-3 |
1002-7 |
1018-4 |
| PP |
992-5 |
992-5 |
992-5 |
995-6 |
| S1 |
980-3 |
980-3 |
997-1 |
986-4 |
| S2 |
960-5 |
960-5 |
994-1 |
|
| S3 |
928-5 |
948-3 |
991-2 |
|
| S4 |
896-5 |
916-3 |
982-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1005-0 |
973-0 |
32-0 |
3.2% |
11-1 |
1.1% |
84% |
True |
False |
48,627 |
| 10 |
1005-0 |
953-4 |
51-4 |
5.2% |
12-3 |
1.2% |
90% |
True |
False |
74,612 |
| 20 |
1005-0 |
931-0 |
74-0 |
7.4% |
13-2 |
1.3% |
93% |
True |
False |
71,580 |
| 40 |
1005-0 |
922-0 |
83-0 |
8.3% |
13-4 |
1.3% |
94% |
True |
False |
70,187 |
| 60 |
1005-0 |
911-0 |
94-0 |
9.4% |
14-1 |
1.4% |
95% |
True |
False |
63,653 |
| 80 |
1076-0 |
911-0 |
165-0 |
16.5% |
14-0 |
1.4% |
54% |
False |
False |
52,135 |
| 100 |
1087-4 |
911-0 |
176-4 |
17.7% |
14-2 |
1.4% |
50% |
False |
False |
43,872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1043-2 |
|
2.618 |
1028-4 |
|
1.618 |
1019-4 |
|
1.000 |
1014-0 |
|
0.618 |
1010-4 |
|
HIGH |
1005-0 |
|
0.618 |
1001-4 |
|
0.500 |
1000-4 |
|
0.382 |
999-4 |
|
LOW |
996-0 |
|
0.618 |
990-4 |
|
1.000 |
987-0 |
|
1.618 |
981-4 |
|
2.618 |
972-4 |
|
4.250 |
957-6 |
|
|
| Fisher Pivots for day following 23-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1000-4 |
998-1 |
| PP |
1000-3 |
996-1 |
| S1 |
1000-1 |
994-2 |
|