CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 07-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2010 |
07-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
945-0 |
951-0 |
6-0 |
0.6% |
970-0 |
| High |
953-4 |
965-4 |
12-0 |
1.3% |
983-0 |
| Low |
943-0 |
948-4 |
5-4 |
0.6% |
941-0 |
| Close |
953-4 |
961-4 |
8-0 |
0.8% |
951-2 |
| Range |
10-4 |
17-0 |
6-4 |
61.9% |
42-0 |
| ATR |
15-5 |
15-5 |
0-1 |
0.7% |
0-0 |
| Volume |
28,575 |
35,089 |
6,514 |
22.8% |
205,409 |
|
| Daily Pivots for day following 07-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1009-4 |
1002-4 |
970-7 |
|
| R3 |
992-4 |
985-4 |
966-1 |
|
| R2 |
975-4 |
975-4 |
964-5 |
|
| R1 |
968-4 |
968-4 |
963-0 |
972-0 |
| PP |
958-4 |
958-4 |
958-4 |
960-2 |
| S1 |
951-4 |
951-4 |
960-0 |
955-0 |
| S2 |
941-4 |
941-4 |
958-3 |
|
| S3 |
924-4 |
934-4 |
956-7 |
|
| S4 |
907-4 |
917-4 |
952-1 |
|
|
| Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1084-3 |
1059-7 |
974-3 |
|
| R3 |
1042-3 |
1017-7 |
962-6 |
|
| R2 |
1000-3 |
1000-3 |
959-0 |
|
| R1 |
975-7 |
975-7 |
955-1 |
967-1 |
| PP |
958-3 |
958-3 |
958-3 |
954-0 |
| S1 |
933-7 |
933-7 |
947-3 |
925-1 |
| S2 |
916-3 |
916-3 |
943-4 |
|
| S3 |
874-3 |
891-7 |
939-6 |
|
| S4 |
832-3 |
849-7 |
928-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
965-4 |
941-0 |
24-4 |
2.5% |
13-6 |
1.4% |
84% |
True |
False |
37,935 |
| 10 |
983-0 |
941-0 |
42-0 |
4.4% |
13-3 |
1.4% |
49% |
False |
False |
38,039 |
| 20 |
983-0 |
930-0 |
53-0 |
5.5% |
13-4 |
1.4% |
59% |
False |
False |
32,585 |
| 40 |
988-0 |
930-0 |
58-0 |
6.0% |
12-5 |
1.3% |
54% |
False |
False |
29,057 |
| 60 |
1034-4 |
922-0 |
112-4 |
11.7% |
12-5 |
1.3% |
35% |
False |
False |
26,886 |
| 80 |
1085-0 |
922-0 |
163-0 |
17.0% |
12-6 |
1.3% |
24% |
False |
False |
23,042 |
| 100 |
1091-0 |
922-0 |
169-0 |
17.6% |
13-1 |
1.4% |
23% |
False |
False |
20,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1037-6 |
|
2.618 |
1010-0 |
|
1.618 |
993-0 |
|
1.000 |
982-4 |
|
0.618 |
976-0 |
|
HIGH |
965-4 |
|
0.618 |
959-0 |
|
0.500 |
957-0 |
|
0.382 |
955-0 |
|
LOW |
948-4 |
|
0.618 |
938-0 |
|
1.000 |
931-4 |
|
1.618 |
921-0 |
|
2.618 |
904-0 |
|
4.250 |
876-2 |
|
|
| Fisher Pivots for day following 07-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
960-0 |
958-7 |
| PP |
958-4 |
956-3 |
| S1 |
957-0 |
953-6 |
|