CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 29-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2010 |
29-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
998-0 |
998-0 |
0-0 |
0.0% |
988-0 |
| High |
1002-0 |
1006-0 |
4-0 |
0.4% |
1016-4 |
| Low |
988-0 |
995-4 |
7-4 |
0.8% |
982-4 |
| Close |
993-4 |
996-0 |
2-4 |
0.3% |
1010-0 |
| Range |
14-0 |
10-4 |
-3-4 |
-25.0% |
34-0 |
| ATR |
14-2 |
14-1 |
-0-1 |
-0.9% |
0-0 |
| Volume |
99,258 |
105,363 |
6,105 |
6.2% |
393,722 |
|
| Daily Pivots for day following 29-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1030-5 |
1023-7 |
1001-6 |
|
| R3 |
1020-1 |
1013-3 |
998-7 |
|
| R2 |
1009-5 |
1009-5 |
997-7 |
|
| R1 |
1002-7 |
1002-7 |
997-0 |
1001-0 |
| PP |
999-1 |
999-1 |
999-1 |
998-2 |
| S1 |
992-3 |
992-3 |
995-0 |
990-4 |
| S2 |
988-5 |
988-5 |
994-1 |
|
| S3 |
978-1 |
981-7 |
993-1 |
|
| S4 |
967-5 |
971-3 |
990-2 |
|
|
| 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 |
988-0 |
31-0 |
3.1% |
12-2 |
1.2% |
26% |
False |
False |
85,764 |
| 10 |
1019-0 |
982-4 |
36-4 |
3.7% |
12-2 |
1.2% |
37% |
False |
False |
81,945 |
| 20 |
1019-0 |
942-0 |
77-0 |
7.7% |
12-3 |
1.2% |
70% |
False |
False |
70,551 |
| 40 |
1019-0 |
930-0 |
89-0 |
8.9% |
12-6 |
1.3% |
74% |
False |
False |
50,523 |
| 60 |
1019-0 |
922-0 |
97-0 |
9.7% |
12-4 |
1.3% |
76% |
False |
False |
42,315 |
| 80 |
1070-0 |
922-0 |
148-0 |
14.9% |
12-4 |
1.3% |
50% |
False |
False |
36,561 |
| 100 |
1085-0 |
922-0 |
163-0 |
16.4% |
12-4 |
1.3% |
45% |
False |
False |
31,523 |
| 120 |
1091-0 |
922-0 |
169-0 |
17.0% |
13-0 |
1.3% |
44% |
False |
False |
28,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1050-5 |
|
2.618 |
1033-4 |
|
1.618 |
1023-0 |
|
1.000 |
1016-4 |
|
0.618 |
1012-4 |
|
HIGH |
1006-0 |
|
0.618 |
1002-0 |
|
0.500 |
1000-6 |
|
0.382 |
999-4 |
|
LOW |
995-4 |
|
0.618 |
989-0 |
|
1.000 |
985-0 |
|
1.618 |
978-4 |
|
2.618 |
968-0 |
|
4.250 |
950-7 |
|
|
| Fisher Pivots for day following 29-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1000-6 |
997-0 |
| PP |
999-1 |
996-5 |
| S1 |
997-5 |
996-3 |
|