CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 26-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2010 |
26-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1011-0 |
1017-0 |
6-0 |
0.6% |
988-0 |
| High |
1016-4 |
1019-0 |
2-4 |
0.2% |
1016-4 |
| Low |
1007-0 |
1006-4 |
-0-4 |
0.0% |
982-4 |
| Close |
1010-0 |
1009-0 |
-1-0 |
-0.1% |
1010-0 |
| Range |
9-4 |
12-4 |
3-0 |
31.6% |
34-0 |
| ATR |
14-1 |
14-0 |
-0-1 |
-0.8% |
0-0 |
| Volume |
78,900 |
61,794 |
-17,106 |
-21.7% |
393,722 |
|
| Daily Pivots for day following 26-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1049-0 |
1041-4 |
1015-7 |
|
| R3 |
1036-4 |
1029-0 |
1012-4 |
|
| R2 |
1024-0 |
1024-0 |
1011-2 |
|
| R1 |
1016-4 |
1016-4 |
1010-1 |
1014-0 |
| PP |
1011-4 |
1011-4 |
1011-4 |
1010-2 |
| S1 |
1004-0 |
1004-0 |
1007-7 |
1001-4 |
| S2 |
999-0 |
999-0 |
1006-6 |
|
| S3 |
986-4 |
991-4 |
1005-4 |
|
| S4 |
974-0 |
979-0 |
1002-1 |
|
|
| Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1105-0 |
1091-4 |
1028-6 |
|
| R3 |
1071-0 |
1057-4 |
1019-3 |
|
| R2 |
1037-0 |
1037-0 |
1016-2 |
|
| R1 |
1023-4 |
1023-4 |
1013-1 |
1030-2 |
| PP |
1003-0 |
1003-0 |
1003-0 |
1006-3 |
| S1 |
989-4 |
989-4 |
1006-7 |
996-2 |
| S2 |
969-0 |
969-0 |
1003-6 |
|
| S3 |
935-0 |
955-4 |
1000-5 |
|
| S4 |
901-0 |
921-4 |
991-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1019-0 |
989-0 |
30-0 |
3.0% |
13-0 |
1.3% |
67% |
True |
False |
75,679 |
| 10 |
1019-0 |
964-0 |
55-0 |
5.5% |
12-6 |
1.3% |
82% |
True |
False |
81,210 |
| 20 |
1019-0 |
941-0 |
78-0 |
7.7% |
12-5 |
1.3% |
87% |
True |
False |
62,151 |
| 40 |
1019-0 |
930-0 |
89-0 |
8.8% |
12-3 |
1.2% |
89% |
True |
False |
44,542 |
| 60 |
1019-0 |
922-0 |
97-0 |
9.6% |
12-4 |
1.2% |
90% |
True |
False |
38,811 |
| 80 |
1078-0 |
922-0 |
156-0 |
15.5% |
12-4 |
1.2% |
56% |
False |
False |
33,240 |
| 100 |
1091-0 |
922-0 |
169-0 |
16.7% |
12-5 |
1.3% |
51% |
False |
False |
29,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1072-1 |
|
2.618 |
1051-6 |
|
1.618 |
1039-2 |
|
1.000 |
1031-4 |
|
0.618 |
1026-6 |
|
HIGH |
1019-0 |
|
0.618 |
1014-2 |
|
0.500 |
1012-6 |
|
0.382 |
1011-2 |
|
LOW |
1006-4 |
|
0.618 |
998-6 |
|
1.000 |
994-0 |
|
1.618 |
986-2 |
|
2.618 |
973-6 |
|
4.250 |
953-3 |
|
|
| Fisher Pivots for day following 26-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1012-6 |
1010-4 |
| PP |
1011-4 |
1010-0 |
| S1 |
1010-2 |
1009-4 |
|