CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 16-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2010 |
16-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
977-0 |
994-0 |
17-0 |
1.7% |
968-0 |
| High |
994-4 |
998-6 |
4-2 |
0.4% |
998-6 |
| Low |
974-4 |
988-4 |
14-0 |
1.4% |
962-4 |
| Close |
993-0 |
995-0 |
2-0 |
0.2% |
995-0 |
| Range |
20-0 |
10-2 |
-9-6 |
-48.8% |
36-2 |
| ATR |
14-6 |
14-3 |
-0-3 |
-2.2% |
0-0 |
| Volume |
73,992 |
75,804 |
1,812 |
2.4% |
423,376 |
|
| Daily Pivots for day following 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1024-7 |
1020-1 |
1000-5 |
|
| R3 |
1014-5 |
1009-7 |
997-7 |
|
| R2 |
1004-3 |
1004-3 |
996-7 |
|
| R1 |
999-5 |
999-5 |
996-0 |
1002-0 |
| PP |
994-1 |
994-1 |
994-1 |
995-2 |
| S1 |
989-3 |
989-3 |
994-0 |
991-6 |
| S2 |
983-7 |
983-7 |
993-1 |
|
| S3 |
973-5 |
979-1 |
992-1 |
|
| S4 |
963-3 |
968-7 |
989-3 |
|
|
| Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1094-1 |
1080-7 |
1015-0 |
|
| R3 |
1057-7 |
1044-5 |
1005-0 |
|
| R2 |
1021-5 |
1021-5 |
1001-5 |
|
| R1 |
1008-3 |
1008-3 |
998-3 |
1015-0 |
| PP |
985-3 |
985-3 |
985-3 |
988-6 |
| S1 |
972-1 |
972-1 |
991-5 |
978-6 |
| S2 |
949-1 |
949-1 |
988-3 |
|
| S3 |
912-7 |
935-7 |
985-0 |
|
| S4 |
876-5 |
899-5 |
975-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
998-6 |
962-4 |
36-2 |
3.6% |
12-4 |
1.3% |
90% |
True |
False |
84,675 |
| 10 |
998-6 |
942-0 |
56-6 |
5.7% |
12-3 |
1.2% |
93% |
True |
False |
58,210 |
| 20 |
998-6 |
941-0 |
57-6 |
5.8% |
12-5 |
1.3% |
94% |
True |
False |
48,555 |
| 40 |
998-6 |
930-0 |
68-6 |
6.9% |
12-3 |
1.2% |
95% |
True |
False |
37,133 |
| 60 |
998-6 |
922-0 |
76-6 |
7.7% |
12-3 |
1.2% |
95% |
True |
False |
33,122 |
| 80 |
1078-0 |
922-0 |
156-0 |
15.7% |
12-3 |
1.2% |
47% |
False |
False |
28,310 |
| 100 |
1091-0 |
922-0 |
169-0 |
17.0% |
12-5 |
1.3% |
43% |
False |
False |
25,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1042-2 |
|
2.618 |
1025-5 |
|
1.618 |
1015-3 |
|
1.000 |
1009-0 |
|
0.618 |
1005-1 |
|
HIGH |
998-6 |
|
0.618 |
994-7 |
|
0.500 |
993-5 |
|
0.382 |
992-3 |
|
LOW |
988-4 |
|
0.618 |
982-1 |
|
1.000 |
978-2 |
|
1.618 |
971-7 |
|
2.618 |
961-5 |
|
4.250 |
945-0 |
|
|
| Fisher Pivots for day following 16-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
994-4 |
992-1 |
| PP |
994-1 |
989-2 |
| S1 |
993-5 |
986-3 |
|