CME Pit-Traded Soybean Future May 2010
| Trading Metrics calculated at close of trading on 13-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2010 |
13-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
958-0 |
955-4 |
-2-4 |
-0.3% |
946-0 |
| High |
964-0 |
972-0 |
8-0 |
0.8% |
964-0 |
| Low |
953-4 |
955-4 |
2-0 |
0.2% |
933-0 |
| Close |
960-0 |
968-0 |
8-0 |
0.8% |
952-2 |
| Range |
10-4 |
16-4 |
6-0 |
57.1% |
31-0 |
| ATR |
15-7 |
16-0 |
0-0 |
0.3% |
0-0 |
| Volume |
89,029 |
107,406 |
18,377 |
20.6% |
240,014 |
|
| Daily Pivots for day following 13-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1014-5 |
1007-7 |
977-1 |
|
| R3 |
998-1 |
991-3 |
972-4 |
|
| R2 |
981-5 |
981-5 |
971-0 |
|
| R1 |
974-7 |
974-7 |
969-4 |
978-2 |
| PP |
965-1 |
965-1 |
965-1 |
966-7 |
| S1 |
958-3 |
958-3 |
966-4 |
961-6 |
| S2 |
948-5 |
948-5 |
965-0 |
|
| S3 |
932-1 |
941-7 |
963-4 |
|
| S4 |
915-5 |
925-3 |
958-7 |
|
|
| 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 |
972-0 |
940-0 |
32-0 |
3.3% |
13-2 |
1.4% |
88% |
True |
False |
77,699 |
| 10 |
974-0 |
931-0 |
43-0 |
4.4% |
13-6 |
1.4% |
86% |
False |
False |
74,041 |
| 20 |
977-0 |
931-0 |
46-0 |
4.8% |
14-1 |
1.5% |
80% |
False |
False |
69,013 |
| 40 |
984-4 |
922-0 |
62-4 |
6.5% |
14-2 |
1.5% |
74% |
False |
False |
68,550 |
| 60 |
995-0 |
911-0 |
84-0 |
8.7% |
14-1 |
1.5% |
68% |
False |
False |
57,455 |
| 80 |
1079-4 |
911-0 |
168-4 |
17.4% |
14-3 |
1.5% |
34% |
False |
False |
46,242 |
| 100 |
1087-4 |
911-0 |
176-4 |
18.2% |
14-6 |
1.5% |
32% |
False |
False |
39,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1042-1 |
|
2.618 |
1015-2 |
|
1.618 |
998-6 |
|
1.000 |
988-4 |
|
0.618 |
982-2 |
|
HIGH |
972-0 |
|
0.618 |
965-6 |
|
0.500 |
963-6 |
|
0.382 |
961-6 |
|
LOW |
955-4 |
|
0.618 |
945-2 |
|
1.000 |
939-0 |
|
1.618 |
928-6 |
|
2.618 |
912-2 |
|
4.250 |
885-3 |
|
|
| Fisher Pivots for day following 13-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
966-5 |
965-2 |
| PP |
965-1 |
962-4 |
| S1 |
963-6 |
959-6 |
|