CME Pit-Traded Soybean Future May 2010
| Trading Metrics calculated at close of trading on 15-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2010 |
15-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
973-0 |
968-6 |
-4-2 |
-0.4% |
946-0 |
| High |
976-0 |
985-0 |
9-0 |
0.9% |
964-0 |
| Low |
966-0 |
964-4 |
-1-4 |
-0.2% |
933-0 |
| Close |
969-0 |
984-0 |
15-0 |
1.5% |
952-2 |
| Range |
10-0 |
20-4 |
10-4 |
105.0% |
31-0 |
| ATR |
15-4 |
15-7 |
0-3 |
2.3% |
0-0 |
| Volume |
123,181 |
92,109 |
-31,072 |
-25.2% |
240,014 |
|
| Daily Pivots for day following 15-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1039-3 |
1032-1 |
995-2 |
|
| R3 |
1018-7 |
1011-5 |
989-5 |
|
| R2 |
998-3 |
998-3 |
987-6 |
|
| R1 |
991-1 |
991-1 |
985-7 |
994-6 |
| PP |
977-7 |
977-7 |
977-7 |
979-5 |
| S1 |
970-5 |
970-5 |
982-1 |
974-2 |
| S2 |
957-3 |
957-3 |
980-2 |
|
| S3 |
936-7 |
950-1 |
978-3 |
|
| S4 |
916-3 |
929-5 |
972-6 |
|
|
| 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 |
985-0 |
947-4 |
37-4 |
3.8% |
14-6 |
1.5% |
97% |
True |
False |
95,278 |
| 10 |
985-0 |
933-0 |
52-0 |
5.3% |
13-2 |
1.3% |
98% |
True |
False |
78,275 |
| 20 |
985-0 |
931-0 |
54-0 |
5.5% |
14-1 |
1.4% |
98% |
True |
False |
73,423 |
| 40 |
985-0 |
922-0 |
63-0 |
6.4% |
14-4 |
1.5% |
98% |
True |
False |
71,582 |
| 60 |
985-0 |
911-0 |
74-0 |
7.5% |
14-2 |
1.4% |
99% |
True |
False |
60,354 |
| 80 |
1076-0 |
911-0 |
165-0 |
16.8% |
14-2 |
1.4% |
44% |
False |
False |
48,623 |
| 100 |
1087-4 |
911-0 |
176-4 |
17.9% |
14-4 |
1.5% |
41% |
False |
False |
41,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1072-1 |
|
2.618 |
1038-5 |
|
1.618 |
1018-1 |
|
1.000 |
1005-4 |
|
0.618 |
997-5 |
|
HIGH |
985-0 |
|
0.618 |
977-1 |
|
0.500 |
974-6 |
|
0.382 |
972-3 |
|
LOW |
964-4 |
|
0.618 |
951-7 |
|
1.000 |
944-0 |
|
1.618 |
931-3 |
|
2.618 |
910-7 |
|
4.250 |
877-3 |
|
|
| Fisher Pivots for day following 15-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
980-7 |
979-3 |
| PP |
977-7 |
974-7 |
| S1 |
974-6 |
970-2 |
|