CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 15-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2010 |
15-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
981-0 |
977-0 |
-4-0 |
-0.4% |
953-0 |
| High |
983-0 |
994-4 |
11-4 |
1.2% |
972-4 |
| Low |
974-0 |
974-4 |
0-4 |
0.1% |
942-0 |
| Close |
977-0 |
993-0 |
16-0 |
1.6% |
962-0 |
| Range |
9-0 |
20-0 |
11-0 |
122.2% |
30-4 |
| ATR |
14-3 |
14-6 |
0-3 |
2.8% |
0-0 |
| Volume |
107,865 |
73,992 |
-33,873 |
-31.4% |
158,733 |
|
| Daily Pivots for day following 15-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1047-3 |
1040-1 |
1004-0 |
|
| R3 |
1027-3 |
1020-1 |
998-4 |
|
| R2 |
1007-3 |
1007-3 |
996-5 |
|
| R1 |
1000-1 |
1000-1 |
994-7 |
1003-6 |
| PP |
987-3 |
987-3 |
987-3 |
989-1 |
| S1 |
980-1 |
980-1 |
991-1 |
983-6 |
| S2 |
967-3 |
967-3 |
989-3 |
|
| S3 |
947-3 |
960-1 |
987-4 |
|
| S4 |
927-3 |
940-1 |
982-0 |
|
|
| 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 |
994-4 |
957-4 |
37-0 |
3.7% |
13-4 |
1.4% |
96% |
True |
False |
79,868 |
| 10 |
994-4 |
942-0 |
52-4 |
5.3% |
12-4 |
1.3% |
97% |
True |
False |
59,158 |
| 20 |
994-4 |
941-0 |
53-4 |
5.4% |
12-6 |
1.3% |
97% |
True |
False |
46,028 |
| 40 |
994-4 |
930-0 |
64-4 |
6.5% |
12-3 |
1.2% |
98% |
True |
False |
35,701 |
| 60 |
994-4 |
922-0 |
72-4 |
7.3% |
12-3 |
1.3% |
98% |
True |
False |
32,229 |
| 80 |
1078-0 |
922-0 |
156-0 |
15.7% |
12-3 |
1.2% |
46% |
False |
False |
27,559 |
| 100 |
1091-0 |
922-0 |
169-0 |
17.0% |
12-6 |
1.3% |
42% |
False |
False |
24,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1079-4 |
|
2.618 |
1046-7 |
|
1.618 |
1026-7 |
|
1.000 |
1014-4 |
|
0.618 |
1006-7 |
|
HIGH |
994-4 |
|
0.618 |
986-7 |
|
0.500 |
984-4 |
|
0.382 |
982-1 |
|
LOW |
974-4 |
|
0.618 |
962-1 |
|
1.000 |
954-4 |
|
1.618 |
942-1 |
|
2.618 |
922-1 |
|
4.250 |
889-4 |
|
|
| Fisher Pivots for day following 15-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
990-1 |
988-3 |
| PP |
987-3 |
983-7 |
| S1 |
984-4 |
979-2 |
|