CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 27-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2010 |
27-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1017-0 |
1003-4 |
-13-4 |
-1.3% |
988-0 |
| High |
1019-0 |
1006-0 |
-13-0 |
-1.3% |
1016-4 |
| Low |
1006-4 |
991-4 |
-15-0 |
-1.5% |
982-4 |
| Close |
1009-0 |
993-0 |
-16-0 |
-1.6% |
1010-0 |
| Range |
12-4 |
14-4 |
2-0 |
16.0% |
34-0 |
| ATR |
14-0 |
14-2 |
0-2 |
1.8% |
0-0 |
| Volume |
61,794 |
83,509 |
21,715 |
35.1% |
393,722 |
|
| Daily Pivots for day following 27-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1040-3 |
1031-1 |
1001-0 |
|
| R3 |
1025-7 |
1016-5 |
997-0 |
|
| R2 |
1011-3 |
1011-3 |
995-5 |
|
| R1 |
1002-1 |
1002-1 |
994-3 |
999-4 |
| PP |
996-7 |
996-7 |
996-7 |
995-4 |
| S1 |
987-5 |
987-5 |
991-5 |
985-0 |
| S2 |
982-3 |
982-3 |
990-3 |
|
| S3 |
967-7 |
973-1 |
989-0 |
|
| S4 |
953-3 |
958-5 |
985-0 |
|
|
| 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 |
991-4 |
27-4 |
2.8% |
14-2 |
1.4% |
5% |
False |
True |
77,837 |
| 10 |
1019-0 |
974-0 |
45-0 |
4.5% |
12-6 |
1.3% |
42% |
False |
False |
79,668 |
| 20 |
1019-0 |
941-0 |
78-0 |
7.9% |
12-6 |
1.3% |
67% |
False |
False |
64,922 |
| 40 |
1019-0 |
930-0 |
89-0 |
9.0% |
12-4 |
1.3% |
71% |
False |
False |
46,163 |
| 60 |
1019-0 |
922-0 |
97-0 |
9.8% |
12-4 |
1.3% |
73% |
False |
False |
39,658 |
| 80 |
1078-0 |
922-0 |
156-0 |
15.7% |
12-4 |
1.3% |
46% |
False |
False |
34,192 |
| 100 |
1085-0 |
922-0 |
163-0 |
16.4% |
12-5 |
1.3% |
44% |
False |
False |
29,741 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1067-5 |
|
2.618 |
1044-0 |
|
1.618 |
1029-4 |
|
1.000 |
1020-4 |
|
0.618 |
1015-0 |
|
HIGH |
1006-0 |
|
0.618 |
1000-4 |
|
0.500 |
998-6 |
|
0.382 |
997-0 |
|
LOW |
991-4 |
|
0.618 |
982-4 |
|
1.000 |
977-0 |
|
1.618 |
968-0 |
|
2.618 |
953-4 |
|
4.250 |
929-7 |
|
|
| Fisher Pivots for day following 27-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
998-6 |
1005-2 |
| PP |
996-7 |
1001-1 |
| S1 |
994-7 |
997-1 |
|