CME Pit-Traded Soybean Future May 2010
| Trading Metrics calculated at close of trading on 12-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2010 |
12-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
954-0 |
958-0 |
4-0 |
0.4% |
946-0 |
| High |
964-0 |
964-0 |
0-0 |
0.0% |
964-0 |
| Low |
947-4 |
953-4 |
6-0 |
0.6% |
933-0 |
| Close |
952-2 |
960-0 |
7-6 |
0.8% |
952-2 |
| Range |
16-4 |
10-4 |
-6-0 |
-36.4% |
31-0 |
| ATR |
16-2 |
15-7 |
-0-3 |
-2.0% |
0-0 |
| Volume |
64,665 |
89,029 |
24,364 |
37.7% |
240,014 |
|
| Daily Pivots for day following 12-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
990-5 |
985-7 |
965-6 |
|
| R3 |
980-1 |
975-3 |
962-7 |
|
| R2 |
969-5 |
969-5 |
961-7 |
|
| R1 |
964-7 |
964-7 |
961-0 |
967-2 |
| PP |
959-1 |
959-1 |
959-1 |
960-3 |
| S1 |
954-3 |
954-3 |
959-0 |
956-6 |
| S2 |
948-5 |
948-5 |
958-1 |
|
| S3 |
938-1 |
943-7 |
957-1 |
|
| S4 |
927-5 |
933-3 |
954-2 |
|
|
| Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1042-6 |
1028-4 |
969-2 |
|
| R3 |
1011-6 |
997-4 |
960-6 |
|
| R2 |
980-6 |
980-6 |
957-7 |
|
| R1 |
966-4 |
966-4 |
955-1 |
973-5 |
| PP |
949-6 |
949-6 |
949-6 |
953-2 |
| S1 |
935-4 |
935-4 |
949-3 |
942-5 |
| S2 |
918-6 |
918-6 |
946-5 |
|
| S3 |
887-6 |
904-4 |
943-6 |
|
| S4 |
856-6 |
873-4 |
935-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
964-0 |
934-0 |
30-0 |
3.1% |
12-1 |
1.3% |
87% |
True |
False |
65,802 |
| 10 |
977-0 |
931-0 |
46-0 |
4.8% |
13-7 |
1.4% |
63% |
False |
False |
69,510 |
| 20 |
977-0 |
922-0 |
55-0 |
5.7% |
13-7 |
1.4% |
69% |
False |
False |
66,965 |
| 40 |
984-4 |
922-0 |
62-4 |
6.5% |
14-3 |
1.5% |
61% |
False |
False |
67,437 |
| 60 |
998-0 |
911-0 |
87-0 |
9.1% |
14-1 |
1.5% |
56% |
False |
False |
56,043 |
| 80 |
1079-4 |
911-0 |
168-4 |
17.6% |
14-2 |
1.5% |
29% |
False |
False |
45,108 |
| 100 |
1087-4 |
911-0 |
176-4 |
18.4% |
14-5 |
1.5% |
28% |
False |
False |
38,094 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1008-5 |
|
2.618 |
991-4 |
|
1.618 |
981-0 |
|
1.000 |
974-4 |
|
0.618 |
970-4 |
|
HIGH |
964-0 |
|
0.618 |
960-0 |
|
0.500 |
958-6 |
|
0.382 |
957-4 |
|
LOW |
953-4 |
|
0.618 |
947-0 |
|
1.000 |
943-0 |
|
1.618 |
936-4 |
|
2.618 |
926-0 |
|
4.250 |
908-7 |
|
|
| Fisher Pivots for day following 12-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
959-5 |
958-2 |
| PP |
959-1 |
956-3 |
| S1 |
958-6 |
954-5 |
|