CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 09-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2010 |
09-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
957-4 |
963-0 |
5-4 |
0.6% |
953-0 |
| High |
961-0 |
972-4 |
11-4 |
1.2% |
972-4 |
| Low |
954-4 |
957-4 |
3-0 |
0.3% |
942-0 |
| Close |
956-0 |
962-0 |
6-0 |
0.6% |
962-0 |
| Range |
6-4 |
15-0 |
8-4 |
130.8% |
30-4 |
| ATR |
15-0 |
15-1 |
0-1 |
0.7% |
0-0 |
| Volume |
43,279 |
51,770 |
8,491 |
19.6% |
158,733 |
|
| Daily Pivots for day following 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1009-0 |
1000-4 |
970-2 |
|
| R3 |
994-0 |
985-4 |
966-1 |
|
| R2 |
979-0 |
979-0 |
964-6 |
|
| R1 |
970-4 |
970-4 |
963-3 |
967-2 |
| PP |
964-0 |
964-0 |
964-0 |
962-3 |
| S1 |
955-4 |
955-4 |
960-5 |
952-2 |
| S2 |
949-0 |
949-0 |
959-2 |
|
| S3 |
934-0 |
940-4 |
957-7 |
|
| S4 |
919-0 |
925-4 |
953-6 |
|
|
| Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1050-3 |
1036-5 |
978-6 |
|
| R3 |
1019-7 |
1006-1 |
970-3 |
|
| R2 |
989-3 |
989-3 |
967-5 |
|
| R1 |
975-5 |
975-5 |
964-6 |
982-4 |
| PP |
958-7 |
958-7 |
958-7 |
962-2 |
| S1 |
945-1 |
945-1 |
959-2 |
952-0 |
| S2 |
928-3 |
928-3 |
956-3 |
|
| S3 |
897-7 |
914-5 |
953-5 |
|
| S4 |
867-3 |
884-1 |
945-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
972-4 |
942-0 |
30-4 |
3.2% |
12-2 |
1.3% |
66% |
True |
False |
31,746 |
| 10 |
983-0 |
941-0 |
42-0 |
4.4% |
12-5 |
1.3% |
50% |
False |
False |
39,875 |
| 20 |
983-0 |
930-0 |
53-0 |
5.5% |
12-4 |
1.3% |
60% |
False |
False |
34,366 |
| 40 |
988-0 |
930-0 |
58-0 |
6.0% |
12-2 |
1.3% |
55% |
False |
False |
30,049 |
| 60 |
1005-4 |
922-0 |
83-4 |
8.7% |
12-4 |
1.3% |
48% |
False |
False |
28,060 |
| 80 |
1085-0 |
922-0 |
163-0 |
16.9% |
12-6 |
1.3% |
25% |
False |
False |
23,923 |
| 100 |
1091-0 |
922-0 |
169-0 |
17.6% |
13-0 |
1.4% |
24% |
False |
False |
21,505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1036-2 |
|
2.618 |
1011-6 |
|
1.618 |
996-6 |
|
1.000 |
987-4 |
|
0.618 |
981-6 |
|
HIGH |
972-4 |
|
0.618 |
966-6 |
|
0.500 |
965-0 |
|
0.382 |
963-2 |
|
LOW |
957-4 |
|
0.618 |
948-2 |
|
1.000 |
942-4 |
|
1.618 |
933-2 |
|
2.618 |
918-2 |
|
4.250 |
893-6 |
|
|
| Fisher Pivots for day following 09-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
965-0 |
961-4 |
| PP |
964-0 |
961-0 |
| S1 |
963-0 |
960-4 |
|