CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 13-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2010 |
13-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
968-0 |
964-0 |
-4-0 |
-0.4% |
953-0 |
| High |
971-4 |
978-4 |
7-0 |
0.7% |
972-4 |
| Low |
962-4 |
964-0 |
1-4 |
0.2% |
942-0 |
| Close |
968-4 |
975-4 |
7-0 |
0.7% |
962-0 |
| Range |
9-0 |
14-4 |
5-4 |
61.1% |
30-4 |
| ATR |
14-6 |
14-6 |
0-0 |
-0.1% |
0-0 |
| Volume |
66,791 |
98,924 |
32,133 |
48.1% |
158,733 |
|
| Daily Pivots for day following 13-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1016-1 |
1010-3 |
983-4 |
|
| R3 |
1001-5 |
995-7 |
979-4 |
|
| R2 |
987-1 |
987-1 |
978-1 |
|
| R1 |
981-3 |
981-3 |
976-7 |
984-2 |
| PP |
972-5 |
972-5 |
972-5 |
974-1 |
| S1 |
966-7 |
966-7 |
974-1 |
969-6 |
| S2 |
958-1 |
958-1 |
972-7 |
|
| S3 |
943-5 |
952-3 |
971-4 |
|
| S4 |
929-1 |
937-7 |
967-4 |
|
|
| 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 |
978-4 |
948-4 |
30-0 |
3.1% |
12-3 |
1.3% |
90% |
True |
False |
59,170 |
| 10 |
981-0 |
941-0 |
40-0 |
4.1% |
12-5 |
1.3% |
86% |
False |
False |
50,176 |
| 20 |
983-0 |
941-0 |
42-0 |
4.3% |
12-5 |
1.3% |
82% |
False |
False |
39,400 |
| 40 |
988-0 |
930-0 |
58-0 |
5.9% |
12-2 |
1.2% |
78% |
False |
False |
32,562 |
| 60 |
995-4 |
922-0 |
73-4 |
7.5% |
12-2 |
1.3% |
73% |
False |
False |
29,983 |
| 80 |
1085-0 |
922-0 |
163-0 |
16.7% |
12-4 |
1.3% |
33% |
False |
False |
25,646 |
| 100 |
1091-0 |
922-0 |
169-0 |
17.3% |
13-0 |
1.3% |
32% |
False |
False |
22,964 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1040-1 |
|
2.618 |
1016-4 |
|
1.618 |
1002-0 |
|
1.000 |
993-0 |
|
0.618 |
987-4 |
|
HIGH |
978-4 |
|
0.618 |
973-0 |
|
0.500 |
971-2 |
|
0.382 |
969-4 |
|
LOW |
964-0 |
|
0.618 |
955-0 |
|
1.000 |
949-4 |
|
1.618 |
940-4 |
|
2.618 |
926-0 |
|
4.250 |
902-3 |
|
|
| Fisher Pivots for day following 13-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
974-1 |
973-0 |
| PP |
972-5 |
970-4 |
| S1 |
971-2 |
968-0 |
|