CME Pit-Traded Soybean Future May 2010
| Trading Metrics calculated at close of trading on 19-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2010 |
19-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
985-0 |
979-0 |
-6-0 |
-0.6% |
958-0 |
| High |
989-4 |
980-4 |
-9-0 |
-0.9% |
989-4 |
| Low |
979-0 |
973-0 |
-6-0 |
-0.6% |
953-4 |
| Close |
985-2 |
976-6 |
-8-4 |
-0.9% |
985-2 |
| Range |
10-4 |
7-4 |
-3-0 |
-28.6% |
36-0 |
| ATR |
15-4 |
15-2 |
-0-2 |
-1.5% |
0-0 |
| Volume |
91,261 |
67,874 |
-23,387 |
-25.6% |
502,986 |
|
| Daily Pivots for day following 19-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
999-2 |
995-4 |
980-7 |
|
| R3 |
991-6 |
988-0 |
978-6 |
|
| R2 |
984-2 |
984-2 |
978-1 |
|
| R1 |
980-4 |
980-4 |
977-4 |
978-5 |
| PP |
976-6 |
976-6 |
976-6 |
975-6 |
| S1 |
973-0 |
973-0 |
976-0 |
971-1 |
| S2 |
969-2 |
969-2 |
975-3 |
|
| S3 |
961-6 |
965-4 |
974-6 |
|
| S4 |
954-2 |
958-0 |
972-5 |
|
|
| Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1084-1 |
1070-5 |
1005-0 |
|
| R3 |
1048-1 |
1034-5 |
995-1 |
|
| R2 |
1012-1 |
1012-1 |
991-7 |
|
| R1 |
998-5 |
998-5 |
988-4 |
1005-3 |
| PP |
976-1 |
976-1 |
976-1 |
979-4 |
| S1 |
962-5 |
962-5 |
982-0 |
969-3 |
| S2 |
940-1 |
940-1 |
978-5 |
|
| S3 |
904-1 |
926-5 |
975-3 |
|
| S4 |
868-1 |
890-5 |
965-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
989-4 |
955-4 |
34-0 |
3.5% |
13-0 |
1.3% |
63% |
False |
False |
96,366 |
| 10 |
989-4 |
934-0 |
55-4 |
5.7% |
12-5 |
1.3% |
77% |
False |
False |
81,084 |
| 20 |
989-4 |
931-0 |
58-4 |
6.0% |
13-7 |
1.4% |
78% |
False |
False |
74,654 |
| 40 |
989-4 |
922-0 |
67-4 |
6.9% |
14-2 |
1.5% |
81% |
False |
False |
73,428 |
| 60 |
989-4 |
911-0 |
78-4 |
8.0% |
14-1 |
1.5% |
84% |
False |
False |
62,146 |
| 80 |
1076-0 |
911-0 |
165-0 |
16.9% |
14-0 |
1.4% |
40% |
False |
False |
50,333 |
| 100 |
1087-4 |
911-0 |
176-4 |
18.1% |
14-3 |
1.5% |
37% |
False |
False |
42,456 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1012-3 |
|
2.618 |
1000-1 |
|
1.618 |
992-5 |
|
1.000 |
988-0 |
|
0.618 |
985-1 |
|
HIGH |
980-4 |
|
0.618 |
977-5 |
|
0.500 |
976-6 |
|
0.382 |
975-7 |
|
LOW |
973-0 |
|
0.618 |
968-3 |
|
1.000 |
965-4 |
|
1.618 |
960-7 |
|
2.618 |
953-3 |
|
4.250 |
941-1 |
|
|
| Fisher Pivots for day following 19-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
976-6 |
977-0 |
| PP |
976-6 |
976-7 |
| S1 |
976-6 |
976-7 |
|