CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 22-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2010 |
22-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
994-0 |
1004-0 |
10-0 |
1.0% |
968-0 |
| High |
1015-0 |
1015-4 |
0-4 |
0.0% |
998-6 |
| Low |
994-0 |
1002-0 |
8-0 |
0.8% |
962-4 |
| Close |
1006-0 |
1015-0 |
9-0 |
0.9% |
995-0 |
| Range |
21-0 |
13-4 |
-7-4 |
-35.7% |
36-2 |
| ATR |
14-4 |
14-4 |
-0-1 |
-0.5% |
0-0 |
| Volume |
63,754 |
101,232 |
37,478 |
58.8% |
423,376 |
|
| Daily Pivots for day following 22-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1051-3 |
1046-5 |
1022-3 |
|
| R3 |
1037-7 |
1033-1 |
1018-6 |
|
| R2 |
1024-3 |
1024-3 |
1017-4 |
|
| R1 |
1019-5 |
1019-5 |
1016-2 |
1022-0 |
| PP |
1010-7 |
1010-7 |
1010-7 |
1012-0 |
| S1 |
1006-1 |
1006-1 |
1013-6 |
1008-4 |
| S2 |
997-3 |
997-3 |
1012-4 |
|
| S3 |
983-7 |
992-5 |
1011-2 |
|
| S4 |
970-3 |
979-1 |
1007-5 |
|
|
| Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1094-1 |
1080-7 |
1015-0 |
|
| R3 |
1057-7 |
1044-5 |
1005-0 |
|
| R2 |
1021-5 |
1021-5 |
1001-5 |
|
| R1 |
1008-3 |
1008-3 |
998-3 |
1015-0 |
| PP |
985-3 |
985-3 |
985-3 |
988-6 |
| S1 |
972-1 |
972-1 |
991-5 |
978-6 |
| S2 |
949-1 |
949-1 |
988-3 |
|
| S3 |
912-7 |
935-7 |
985-0 |
|
| S4 |
876-5 |
899-5 |
975-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1015-4 |
982-4 |
33-0 |
3.3% |
12-3 |
1.2% |
98% |
True |
False |
78,125 |
| 10 |
1015-4 |
957-4 |
58-0 |
5.7% |
12-7 |
1.3% |
99% |
True |
False |
78,996 |
| 20 |
1015-4 |
941-0 |
74-4 |
7.3% |
13-1 |
1.3% |
99% |
True |
False |
58,953 |
| 40 |
1015-4 |
930-0 |
85-4 |
8.4% |
12-2 |
1.2% |
99% |
True |
False |
42,358 |
| 60 |
1015-4 |
922-0 |
93-4 |
9.2% |
12-4 |
1.2% |
99% |
True |
False |
37,176 |
| 80 |
1078-0 |
922-0 |
156-0 |
15.4% |
12-4 |
1.2% |
60% |
False |
False |
31,619 |
| 100 |
1091-0 |
922-0 |
169-0 |
16.7% |
12-5 |
1.2% |
55% |
False |
False |
27,782 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1072-7 |
|
2.618 |
1050-7 |
|
1.618 |
1037-3 |
|
1.000 |
1029-0 |
|
0.618 |
1023-7 |
|
HIGH |
1015-4 |
|
0.618 |
1010-3 |
|
0.500 |
1008-6 |
|
0.382 |
1007-1 |
|
LOW |
1002-0 |
|
0.618 |
993-5 |
|
1.000 |
988-4 |
|
1.618 |
980-1 |
|
2.618 |
966-5 |
|
4.250 |
944-5 |
|
|
| Fisher Pivots for day following 22-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1012-7 |
1010-6 |
| PP |
1010-7 |
1006-4 |
| S1 |
1008-6 |
1002-2 |
|