CME Pit-Traded Soybean Future July 2010
Trading Metrics calculated at close of trading on 12-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2010 |
12-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
963-0 |
968-0 |
5-0 |
0.5% |
953-0 |
High |
972-4 |
971-4 |
-1-0 |
-0.1% |
972-4 |
Low |
957-4 |
962-4 |
5-0 |
0.5% |
942-0 |
Close |
962-0 |
968-4 |
6-4 |
0.7% |
962-0 |
Range |
15-0 |
9-0 |
-6-0 |
-40.0% |
30-4 |
ATR |
15-1 |
14-6 |
-0-3 |
-2.7% |
0-0 |
Volume |
51,770 |
66,791 |
15,021 |
29.0% |
158,733 |
|
Daily Pivots for day following 12-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
994-4 |
990-4 |
973-4 |
|
R3 |
985-4 |
981-4 |
971-0 |
|
R2 |
976-4 |
976-4 |
970-1 |
|
R1 |
972-4 |
972-4 |
969-3 |
974-4 |
PP |
967-4 |
967-4 |
967-4 |
968-4 |
S1 |
963-4 |
963-4 |
967-5 |
965-4 |
S2 |
958-4 |
958-4 |
966-7 |
|
S3 |
949-4 |
954-4 |
966-0 |
|
S4 |
940-4 |
945-4 |
963-4 |
|
|
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 |
943-0 |
29-4 |
3.0% |
11-5 |
1.2% |
86% |
False |
False |
45,100 |
10 |
983-0 |
941-0 |
42-0 |
4.3% |
12-4 |
1.3% |
65% |
False |
False |
43,093 |
20 |
983-0 |
930-0 |
53-0 |
5.5% |
12-3 |
1.3% |
73% |
False |
False |
35,818 |
40 |
988-0 |
930-0 |
58-0 |
6.0% |
12-2 |
1.3% |
66% |
False |
False |
30,888 |
60 |
1005-4 |
922-0 |
83-4 |
8.6% |
12-3 |
1.3% |
56% |
False |
False |
28,682 |
80 |
1085-0 |
922-0 |
163-0 |
16.8% |
12-4 |
1.3% |
29% |
False |
False |
24,575 |
100 |
1091-0 |
922-0 |
169-0 |
17.4% |
13-0 |
1.3% |
28% |
False |
False |
22,069 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1009-6 |
2.618 |
995-0 |
1.618 |
986-0 |
1.000 |
980-4 |
0.618 |
977-0 |
HIGH |
971-4 |
0.618 |
968-0 |
0.500 |
967-0 |
0.382 |
966-0 |
LOW |
962-4 |
0.618 |
957-0 |
1.000 |
953-4 |
1.618 |
948-0 |
2.618 |
939-0 |
4.250 |
924-2 |
|
|
Fisher Pivots for day following 12-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
968-0 |
966-7 |
PP |
967-4 |
965-1 |
S1 |
967-0 |
963-4 |
|