CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 21-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2010 |
21-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
994-0 |
994-0 |
0-0 |
0.0% |
968-0 |
| High |
997-4 |
1015-0 |
17-4 |
1.8% |
998-6 |
| Low |
989-0 |
994-0 |
5-0 |
0.5% |
962-4 |
| Close |
994-0 |
1006-0 |
12-0 |
1.2% |
995-0 |
| Range |
8-4 |
21-0 |
12-4 |
147.1% |
36-2 |
| ATR |
14-0 |
14-4 |
0-4 |
3.5% |
0-0 |
| Volume |
72,718 |
63,754 |
-8,964 |
-12.3% |
423,376 |
|
| Daily Pivots for day following 21-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1068-0 |
1058-0 |
1017-4 |
|
| R3 |
1047-0 |
1037-0 |
1011-6 |
|
| R2 |
1026-0 |
1026-0 |
1009-7 |
|
| R1 |
1016-0 |
1016-0 |
1007-7 |
1021-0 |
| PP |
1005-0 |
1005-0 |
1005-0 |
1007-4 |
| S1 |
995-0 |
995-0 |
1004-1 |
1000-0 |
| S2 |
984-0 |
984-0 |
1002-1 |
|
| S3 |
963-0 |
974-0 |
1000-2 |
|
| S4 |
942-0 |
953-0 |
994-4 |
|
|
| 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 |
1015-0 |
974-4 |
40-4 |
4.0% |
13-5 |
1.4% |
78% |
True |
False |
72,677 |
| 10 |
1015-0 |
954-4 |
60-4 |
6.0% |
12-2 |
1.2% |
85% |
True |
False |
73,201 |
| 20 |
1015-0 |
941-0 |
74-0 |
7.4% |
12-6 |
1.3% |
88% |
True |
False |
55,620 |
| 40 |
1015-0 |
930-0 |
85-0 |
8.4% |
12-2 |
1.2% |
89% |
True |
False |
40,970 |
| 60 |
1015-0 |
922-0 |
93-0 |
9.2% |
12-5 |
1.3% |
90% |
True |
False |
35,740 |
| 80 |
1078-0 |
922-0 |
156-0 |
15.5% |
12-4 |
1.2% |
54% |
False |
False |
30,492 |
| 100 |
1091-0 |
922-0 |
169-0 |
16.8% |
12-5 |
1.3% |
50% |
False |
False |
26,902 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1104-2 |
|
2.618 |
1070-0 |
|
1.618 |
1049-0 |
|
1.000 |
1036-0 |
|
0.618 |
1028-0 |
|
HIGH |
1015-0 |
|
0.618 |
1007-0 |
|
0.500 |
1004-4 |
|
0.382 |
1002-0 |
|
LOW |
994-0 |
|
0.618 |
981-0 |
|
1.000 |
973-0 |
|
1.618 |
960-0 |
|
2.618 |
939-0 |
|
4.250 |
904-6 |
|
|
| Fisher Pivots for day following 21-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1005-4 |
1003-5 |
| PP |
1005-0 |
1001-1 |
| S1 |
1004-4 |
998-6 |
|