CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 08-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2010 |
08-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
951-0 |
957-4 |
6-4 |
0.7% |
970-0 |
| High |
965-4 |
961-0 |
-4-4 |
-0.5% |
983-0 |
| Low |
948-4 |
954-4 |
6-0 |
0.6% |
941-0 |
| Close |
961-4 |
956-0 |
-5-4 |
-0.6% |
951-2 |
| Range |
17-0 |
6-4 |
-10-4 |
-61.8% |
42-0 |
| ATR |
15-5 |
15-0 |
-0-5 |
-4.0% |
0-0 |
| Volume |
35,089 |
43,279 |
8,190 |
23.3% |
205,409 |
|
| Daily Pivots for day following 08-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
976-5 |
972-7 |
959-5 |
|
| R3 |
970-1 |
966-3 |
957-6 |
|
| R2 |
963-5 |
963-5 |
957-2 |
|
| R1 |
959-7 |
959-7 |
956-5 |
958-4 |
| PP |
957-1 |
957-1 |
957-1 |
956-4 |
| S1 |
953-3 |
953-3 |
955-3 |
952-0 |
| S2 |
950-5 |
950-5 |
954-6 |
|
| S3 |
944-1 |
946-7 |
954-2 |
|
| S4 |
937-5 |
940-3 |
952-3 |
|
|
| 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 |
942-0 |
23-4 |
2.5% |
11-5 |
1.2% |
60% |
False |
False |
38,447 |
| 10 |
983-0 |
941-0 |
42-0 |
4.4% |
13-2 |
1.4% |
36% |
False |
False |
38,910 |
| 20 |
983-0 |
930-0 |
53-0 |
5.5% |
12-6 |
1.3% |
49% |
False |
False |
33,533 |
| 40 |
988-0 |
930-0 |
58-0 |
6.1% |
12-2 |
1.3% |
45% |
False |
False |
29,455 |
| 60 |
1005-4 |
922-0 |
83-4 |
8.7% |
12-4 |
1.3% |
41% |
False |
False |
27,377 |
| 80 |
1085-0 |
922-0 |
163-0 |
17.1% |
12-6 |
1.3% |
21% |
False |
False |
23,406 |
| 100 |
1091-0 |
922-0 |
169-0 |
17.7% |
13-1 |
1.4% |
20% |
False |
False |
21,052 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
988-5 |
|
2.618 |
978-0 |
|
1.618 |
971-4 |
|
1.000 |
967-4 |
|
0.618 |
965-0 |
|
HIGH |
961-0 |
|
0.618 |
958-4 |
|
0.500 |
957-6 |
|
0.382 |
957-0 |
|
LOW |
954-4 |
|
0.618 |
950-4 |
|
1.000 |
948-0 |
|
1.618 |
944-0 |
|
2.618 |
937-4 |
|
4.250 |
926-7 |
|
|
| Fisher Pivots for day following 08-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
957-6 |
955-3 |
| PP |
957-1 |
954-7 |
| S1 |
956-5 |
954-2 |
|