CME Pit-Traded Soybean Future May 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 |
954-0 |
945-0 |
-9-0 |
-0.9% |
958-0 |
| High |
954-0 |
945-0 |
-9-0 |
-0.9% |
976-0 |
| Low |
931-0 |
933-4 |
2-4 |
0.3% |
942-0 |
| Close |
941-0 |
942-0 |
1-0 |
0.1% |
952-0 |
| Range |
23-0 |
11-4 |
-11-4 |
-50.0% |
34-0 |
| ATR |
18-1 |
17-5 |
-0-4 |
-2.6% |
0-0 |
| Volume |
76,370 |
131,018 |
54,648 |
71.6% |
316,146 |
|
| Daily Pivots for day following 01-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
974-5 |
969-7 |
948-3 |
|
| R3 |
963-1 |
958-3 |
945-1 |
|
| R2 |
951-5 |
951-5 |
944-1 |
|
| R1 |
946-7 |
946-7 |
943-0 |
943-4 |
| PP |
940-1 |
940-1 |
940-1 |
938-4 |
| S1 |
935-3 |
935-3 |
941-0 |
932-0 |
| S2 |
928-5 |
928-5 |
939-7 |
|
| S3 |
917-1 |
923-7 |
938-7 |
|
| S4 |
905-5 |
912-3 |
935-5 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1058-5 |
1039-3 |
970-6 |
|
| R3 |
1024-5 |
1005-3 |
961-3 |
|
| R2 |
990-5 |
990-5 |
958-2 |
|
| R1 |
971-3 |
971-3 |
955-1 |
964-0 |
| PP |
956-5 |
956-5 |
956-5 |
953-0 |
| S1 |
937-3 |
937-3 |
948-7 |
930-0 |
| S2 |
922-5 |
922-5 |
945-6 |
|
| S3 |
888-5 |
903-3 |
942-5 |
|
| S4 |
854-5 |
869-3 |
933-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
977-0 |
931-0 |
46-0 |
4.9% |
15-4 |
1.6% |
24% |
False |
False |
89,095 |
| 10 |
977-0 |
931-0 |
46-0 |
4.9% |
14-7 |
1.6% |
24% |
False |
False |
74,705 |
| 20 |
977-0 |
922-0 |
55-0 |
5.8% |
14-6 |
1.6% |
36% |
False |
False |
73,828 |
| 40 |
984-4 |
911-0 |
73-4 |
7.8% |
14-5 |
1.6% |
42% |
False |
False |
66,373 |
| 60 |
1065-0 |
911-0 |
154-0 |
16.3% |
14-3 |
1.5% |
20% |
False |
False |
52,211 |
| 80 |
1079-4 |
911-0 |
168-4 |
17.9% |
14-3 |
1.5% |
18% |
False |
False |
41,984 |
| 100 |
1087-4 |
911-0 |
176-4 |
18.7% |
14-5 |
1.6% |
18% |
False |
False |
35,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
993-7 |
|
2.618 |
975-1 |
|
1.618 |
963-5 |
|
1.000 |
956-4 |
|
0.618 |
952-1 |
|
HIGH |
945-0 |
|
0.618 |
940-5 |
|
0.500 |
939-2 |
|
0.382 |
937-7 |
|
LOW |
933-4 |
|
0.618 |
926-3 |
|
1.000 |
922-0 |
|
1.618 |
914-7 |
|
2.618 |
903-3 |
|
4.250 |
884-5 |
|
|
| Fisher Pivots for day following 01-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
941-1 |
952-4 |
| PP |
940-1 |
949-0 |
| S1 |
939-2 |
945-4 |
|