CME Pit-Traded Soybean Future September 2010
| Trading Metrics calculated at close of trading on 01-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2010 |
01-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
922-0 |
922-0 |
0-0 |
0.0% |
957-4 |
| High |
922-0 |
927-0 |
5-0 |
0.5% |
957-4 |
| Low |
920-0 |
922-0 |
2-0 |
0.2% |
925-4 |
| Close |
926-0 |
932-6 |
6-6 |
0.7% |
932-0 |
| Range |
2-0 |
5-0 |
3-0 |
150.0% |
32-0 |
| ATR |
9-5 |
9-3 |
-0-3 |
-3.4% |
0-0 |
| Volume |
2,459 |
5,787 |
3,328 |
135.3% |
6,641 |
|
| Daily Pivots for day following 01-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
942-2 |
942-4 |
935-4 |
|
| R3 |
937-2 |
937-4 |
934-1 |
|
| R2 |
932-2 |
932-2 |
933-5 |
|
| R1 |
932-4 |
932-4 |
933-2 |
932-3 |
| PP |
927-2 |
927-2 |
927-2 |
927-2 |
| S1 |
927-4 |
927-4 |
932-2 |
927-3 |
| S2 |
922-2 |
922-2 |
931-7 |
|
| S3 |
917-2 |
922-4 |
931-3 |
|
| S4 |
912-2 |
917-4 |
930-0 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1034-3 |
1015-1 |
949-5 |
|
| R3 |
1002-3 |
983-1 |
940-6 |
|
| R2 |
970-3 |
970-3 |
937-7 |
|
| R1 |
951-1 |
951-1 |
934-7 |
944-6 |
| PP |
938-3 |
938-3 |
938-3 |
935-1 |
| S1 |
919-1 |
919-1 |
929-1 |
912-6 |
| S2 |
906-3 |
906-3 |
926-1 |
|
| S3 |
874-3 |
887-1 |
923-2 |
|
| S4 |
842-3 |
855-1 |
914-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
949-0 |
920-0 |
29-0 |
3.1% |
3-3 |
0.4% |
44% |
False |
False |
2,741 |
| 10 |
957-4 |
920-0 |
37-4 |
4.0% |
2-5 |
0.3% |
34% |
False |
False |
1,851 |
| 20 |
957-4 |
920-0 |
37-4 |
4.0% |
2-6 |
0.3% |
34% |
False |
False |
1,336 |
| 40 |
957-4 |
914-2 |
43-2 |
4.6% |
1-6 |
0.2% |
43% |
False |
False |
951 |
| 60 |
1041-0 |
912-4 |
128-4 |
13.8% |
1-3 |
0.2% |
16% |
False |
False |
749 |
| 80 |
1056-0 |
912-4 |
143-4 |
15.4% |
1-1 |
0.1% |
14% |
False |
False |
616 |
| 100 |
1059-4 |
912-4 |
147-0 |
15.8% |
1-1 |
0.1% |
14% |
False |
False |
538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
948-2 |
|
2.618 |
940-1 |
|
1.618 |
935-1 |
|
1.000 |
932-0 |
|
0.618 |
930-1 |
|
HIGH |
927-0 |
|
0.618 |
925-1 |
|
0.500 |
924-4 |
|
0.382 |
923-7 |
|
LOW |
922-0 |
|
0.618 |
918-7 |
|
1.000 |
917-0 |
|
1.618 |
913-7 |
|
2.618 |
908-7 |
|
4.250 |
900-6 |
|
|
| Fisher Pivots for day following 01-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
930-0 |
932-3 |
| PP |
927-2 |
932-1 |
| S1 |
924-4 |
931-6 |
|