CME Pit-Traded Soybean Future May 2010
Trading Metrics calculated at close of trading on 05-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2010 |
05-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
945-0 |
946-0 |
1-0 |
0.1% |
960-0 |
High |
945-0 |
946-0 |
1-0 |
0.1% |
977-0 |
Low |
933-4 |
933-0 |
-0-4 |
-0.1% |
931-0 |
Close |
942-0 |
936-0 |
-6-0 |
-0.6% |
942-0 |
Range |
11-4 |
13-0 |
1-4 |
13.0% |
46-0 |
ATR |
17-5 |
17-2 |
-0-3 |
-1.9% |
0-0 |
Volume |
131,018 |
30 |
-130,988 |
-100.0% |
366,063 |
|
Daily Pivots for day following 05-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
977-3 |
969-5 |
943-1 |
|
R3 |
964-3 |
956-5 |
939-5 |
|
R2 |
951-3 |
951-3 |
938-3 |
|
R1 |
943-5 |
943-5 |
937-2 |
941-0 |
PP |
938-3 |
938-3 |
938-3 |
937-0 |
S1 |
930-5 |
930-5 |
934-6 |
928-0 |
S2 |
925-3 |
925-3 |
933-5 |
|
S3 |
912-3 |
917-5 |
932-3 |
|
S4 |
899-3 |
904-5 |
928-7 |
|
|
Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1088-0 |
1061-0 |
967-2 |
|
R3 |
1042-0 |
1015-0 |
954-5 |
|
R2 |
996-0 |
996-0 |
950-3 |
|
R1 |
969-0 |
969-0 |
946-2 |
959-4 |
PP |
950-0 |
950-0 |
950-0 |
945-2 |
S1 |
923-0 |
923-0 |
937-6 |
913-4 |
S2 |
904-0 |
904-0 |
933-5 |
|
S3 |
858-0 |
877-0 |
929-3 |
|
S4 |
812-0 |
831-0 |
916-6 |
|
|
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 |
1.7% |
11% |
False |
False |
73,218 |
10 |
977-0 |
931-0 |
46-0 |
4.9% |
15-1 |
1.6% |
11% |
False |
False |
68,223 |
20 |
977-0 |
922-0 |
55-0 |
5.9% |
14-7 |
1.6% |
25% |
False |
False |
69,385 |
40 |
984-4 |
920-0 |
64-4 |
6.9% |
14-5 |
1.6% |
25% |
False |
False |
65,571 |
60 |
1050-0 |
911-0 |
139-0 |
14.9% |
14-4 |
1.5% |
18% |
False |
False |
52,017 |
80 |
1079-4 |
911-0 |
168-4 |
18.0% |
14-4 |
1.5% |
15% |
False |
False |
41,874 |
100 |
1087-4 |
911-0 |
176-4 |
18.9% |
14-6 |
1.6% |
14% |
False |
False |
35,213 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1001-2 |
2.618 |
980-0 |
1.618 |
967-0 |
1.000 |
959-0 |
0.618 |
954-0 |
HIGH |
946-0 |
0.618 |
941-0 |
0.500 |
939-4 |
0.382 |
938-0 |
LOW |
933-0 |
0.618 |
925-0 |
1.000 |
920-0 |
1.618 |
912-0 |
2.618 |
899-0 |
4.250 |
877-6 |
|
|
Fisher Pivots for day following 05-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
939-4 |
942-4 |
PP |
938-3 |
940-3 |
S1 |
937-1 |
938-1 |
|