CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 14-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2010 |
14-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
964-0 |
981-0 |
17-0 |
1.8% |
953-0 |
| High |
978-4 |
983-0 |
4-4 |
0.5% |
972-4 |
| Low |
964-0 |
974-0 |
10-0 |
1.0% |
942-0 |
| Close |
975-4 |
977-0 |
1-4 |
0.2% |
962-0 |
| Range |
14-4 |
9-0 |
-5-4 |
-37.9% |
30-4 |
| ATR |
14-6 |
14-3 |
-0-3 |
-2.8% |
0-0 |
| Volume |
98,924 |
107,865 |
8,941 |
9.0% |
158,733 |
|
| Daily Pivots for day following 14-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1005-0 |
1000-0 |
982-0 |
|
| R3 |
996-0 |
991-0 |
979-4 |
|
| R2 |
987-0 |
987-0 |
978-5 |
|
| R1 |
982-0 |
982-0 |
977-7 |
980-0 |
| PP |
978-0 |
978-0 |
978-0 |
977-0 |
| S1 |
973-0 |
973-0 |
976-1 |
971-0 |
| S2 |
969-0 |
969-0 |
975-3 |
|
| S3 |
960-0 |
964-0 |
974-4 |
|
| S4 |
951-0 |
955-0 |
972-0 |
|
|
| 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 |
983-0 |
954-4 |
28-4 |
2.9% |
10-6 |
1.1% |
79% |
True |
False |
73,725 |
| 10 |
983-0 |
941-0 |
42-0 |
4.3% |
12-2 |
1.3% |
86% |
True |
False |
55,830 |
| 20 |
983-0 |
941-0 |
42-0 |
4.3% |
12-5 |
1.3% |
86% |
True |
False |
43,743 |
| 40 |
988-0 |
930-0 |
58-0 |
5.9% |
12-1 |
1.2% |
81% |
False |
False |
34,632 |
| 60 |
988-0 |
922-0 |
66-0 |
6.8% |
12-2 |
1.3% |
83% |
False |
False |
31,402 |
| 80 |
1078-0 |
922-0 |
156-0 |
16.0% |
12-4 |
1.3% |
35% |
False |
False |
26,785 |
| 100 |
1091-0 |
922-0 |
169-0 |
17.3% |
12-6 |
1.3% |
33% |
False |
False |
23,945 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1021-2 |
|
2.618 |
1006-4 |
|
1.618 |
997-4 |
|
1.000 |
992-0 |
|
0.618 |
988-4 |
|
HIGH |
983-0 |
|
0.618 |
979-4 |
|
0.500 |
978-4 |
|
0.382 |
977-4 |
|
LOW |
974-0 |
|
0.618 |
968-4 |
|
1.000 |
965-0 |
|
1.618 |
959-4 |
|
2.618 |
950-4 |
|
4.250 |
935-6 |
|
|
| Fisher Pivots for day following 14-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
978-4 |
975-5 |
| PP |
978-0 |
974-1 |
| S1 |
977-4 |
972-6 |
|