CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 20-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2010 |
20-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
988-0 |
994-0 |
6-0 |
0.6% |
968-0 |
| High |
991-0 |
997-4 |
6-4 |
0.7% |
998-6 |
| Low |
982-4 |
989-0 |
6-4 |
0.7% |
962-4 |
| Close |
986-4 |
994-0 |
7-4 |
0.8% |
995-0 |
| Range |
8-4 |
8-4 |
0-0 |
0.0% |
36-2 |
| ATR |
14-2 |
14-0 |
-0-2 |
-1.6% |
0-0 |
| Volume |
77,118 |
72,718 |
-4,400 |
-5.7% |
423,376 |
|
| Daily Pivots for day following 20-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1019-0 |
1015-0 |
998-5 |
|
| R3 |
1010-4 |
1006-4 |
996-3 |
|
| R2 |
1002-0 |
1002-0 |
995-4 |
|
| R1 |
998-0 |
998-0 |
994-6 |
998-2 |
| PP |
993-4 |
993-4 |
993-4 |
993-5 |
| S1 |
989-4 |
989-4 |
993-2 |
989-6 |
| S2 |
985-0 |
985-0 |
992-4 |
|
| S3 |
976-4 |
981-0 |
991-5 |
|
| S4 |
968-0 |
972-4 |
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 |
974-0 |
24-6 |
2.5% |
11-2 |
1.1% |
81% |
False |
False |
81,499 |
| 10 |
998-6 |
948-4 |
50-2 |
5.1% |
11-7 |
1.2% |
91% |
False |
False |
70,335 |
| 20 |
998-6 |
941-0 |
57-6 |
5.8% |
12-2 |
1.2% |
92% |
False |
False |
54,385 |
| 40 |
998-6 |
930-0 |
68-6 |
6.9% |
12-2 |
1.2% |
93% |
False |
False |
40,003 |
| 60 |
998-6 |
922-0 |
76-6 |
7.7% |
12-3 |
1.2% |
94% |
False |
False |
34,923 |
| 80 |
1078-0 |
922-0 |
156-0 |
15.7% |
12-2 |
1.2% |
46% |
False |
False |
29,927 |
| 100 |
1091-0 |
922-0 |
169-0 |
17.0% |
12-4 |
1.3% |
43% |
False |
False |
26,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1033-5 |
|
2.618 |
1019-6 |
|
1.618 |
1011-2 |
|
1.000 |
1006-0 |
|
0.618 |
1002-6 |
|
HIGH |
997-4 |
|
0.618 |
994-2 |
|
0.500 |
993-2 |
|
0.382 |
992-2 |
|
LOW |
989-0 |
|
0.618 |
983-6 |
|
1.000 |
980-4 |
|
1.618 |
975-2 |
|
2.618 |
966-6 |
|
4.250 |
952-7 |
|
|
| Fisher Pivots for day following 20-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
993-6 |
992-7 |
| PP |
993-4 |
991-6 |
| S1 |
993-2 |
990-5 |
|