CME Pit-Traded Soybean Future May 2010
Trading Metrics calculated at close of trading on 26-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2010 |
26-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
1001-0 |
1008-0 |
7-0 |
0.7% |
979-0 |
High |
1005-0 |
1008-0 |
3-0 |
0.3% |
1005-0 |
Low |
996-0 |
997-0 |
1-0 |
0.1% |
973-0 |
Close |
1000-0 |
998-6 |
-1-2 |
-0.1% |
1000-0 |
Range |
9-0 |
11-0 |
2-0 |
22.2% |
32-0 |
ATR |
14-5 |
14-3 |
-0-2 |
-1.8% |
0-0 |
Volume |
34,834 |
32,219 |
-2,615 |
-7.5% |
243,138 |
|
Daily Pivots for day following 26-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1034-2 |
1027-4 |
1004-6 |
|
R3 |
1023-2 |
1016-4 |
1001-6 |
|
R2 |
1012-2 |
1012-2 |
1000-6 |
|
R1 |
1005-4 |
1005-4 |
999-6 |
1003-3 |
PP |
1001-2 |
1001-2 |
1001-2 |
1000-2 |
S1 |
994-4 |
994-4 |
997-6 |
992-3 |
S2 |
990-2 |
990-2 |
996-6 |
|
S3 |
979-2 |
983-4 |
995-6 |
|
S4 |
968-2 |
972-4 |
992-6 |
|
|
Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1088-5 |
1076-3 |
1017-5 |
|
R3 |
1056-5 |
1044-3 |
1008-6 |
|
R2 |
1024-5 |
1024-5 |
1005-7 |
|
R1 |
1012-3 |
1012-3 |
1002-7 |
1018-4 |
PP |
992-5 |
992-5 |
992-5 |
995-6 |
S1 |
980-3 |
980-3 |
997-1 |
986-4 |
S2 |
960-5 |
960-5 |
994-1 |
|
S3 |
928-5 |
948-3 |
991-2 |
|
S4 |
896-5 |
916-3 |
982-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1008-0 |
980-0 |
28-0 |
2.8% |
11-6 |
1.2% |
67% |
True |
False |
41,496 |
10 |
1008-0 |
955-4 |
52-4 |
5.3% |
12-3 |
1.2% |
82% |
True |
False |
68,931 |
20 |
1008-0 |
931-0 |
77-0 |
7.7% |
13-1 |
1.3% |
88% |
True |
False |
69,221 |
40 |
1008-0 |
922-0 |
86-0 |
8.6% |
13-3 |
1.3% |
89% |
True |
False |
69,030 |
60 |
1008-0 |
911-0 |
97-0 |
9.7% |
14-1 |
1.4% |
90% |
True |
False |
63,710 |
80 |
1076-0 |
911-0 |
165-0 |
16.5% |
14-0 |
1.4% |
53% |
False |
False |
52,414 |
100 |
1087-4 |
911-0 |
176-4 |
17.7% |
14-2 |
1.4% |
50% |
False |
False |
44,147 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1054-6 |
2.618 |
1036-6 |
1.618 |
1025-6 |
1.000 |
1019-0 |
0.618 |
1014-6 |
HIGH |
1008-0 |
0.618 |
1003-6 |
0.500 |
1002-4 |
0.382 |
1001-2 |
LOW |
997-0 |
0.618 |
990-2 |
1.000 |
986-0 |
1.618 |
979-2 |
2.618 |
968-2 |
4.250 |
950-2 |
|
|
Fisher Pivots for day following 26-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
1002-4 |
1000-4 |
PP |
1001-2 |
999-7 |
S1 |
1000-0 |
999-3 |
|