CME Pit-Traded Soybean Future May 2010
| Trading Metrics calculated at close of trading on 06-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2010 |
06-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
946-0 |
935-4 |
-10-4 |
-1.1% |
960-0 |
| High |
946-0 |
945-0 |
-1-0 |
-0.1% |
977-0 |
| Low |
933-0 |
934-0 |
1-0 |
0.1% |
931-0 |
| Close |
936-0 |
944-4 |
8-4 |
0.9% |
942-0 |
| Range |
13-0 |
11-0 |
-2-0 |
-15.4% |
46-0 |
| ATR |
17-2 |
16-7 |
-0-4 |
-2.6% |
0-0 |
| Volume |
30 |
47,924 |
47,894 |
159,646.7% |
366,063 |
|
| Daily Pivots for day following 06-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
974-1 |
970-3 |
950-4 |
|
| R3 |
963-1 |
959-3 |
947-4 |
|
| R2 |
952-1 |
952-1 |
946-4 |
|
| R1 |
948-3 |
948-3 |
945-4 |
950-2 |
| PP |
941-1 |
941-1 |
941-1 |
942-1 |
| S1 |
937-3 |
937-3 |
943-4 |
939-2 |
| S2 |
930-1 |
930-1 |
942-4 |
|
| S3 |
919-1 |
926-3 |
941-4 |
|
| S4 |
908-1 |
915-3 |
938-4 |
|
|
| 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 |
974-0 |
931-0 |
43-0 |
4.6% |
14-2 |
1.5% |
31% |
False |
False |
70,383 |
| 10 |
977-0 |
931-0 |
46-0 |
4.9% |
14-4 |
1.5% |
29% |
False |
False |
68,420 |
| 20 |
977-0 |
922-0 |
55-0 |
5.8% |
15-0 |
1.6% |
41% |
False |
False |
68,481 |
| 40 |
984-4 |
922-0 |
62-4 |
6.6% |
14-5 |
1.6% |
36% |
False |
False |
65,781 |
| 60 |
1029-4 |
911-0 |
118-4 |
12.5% |
14-2 |
1.5% |
28% |
False |
False |
52,620 |
| 80 |
1079-4 |
911-0 |
168-4 |
17.8% |
14-4 |
1.5% |
20% |
False |
False |
42,295 |
| 100 |
1087-4 |
911-0 |
176-4 |
18.7% |
14-6 |
1.6% |
19% |
False |
False |
35,620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
991-6 |
|
2.618 |
973-6 |
|
1.618 |
962-6 |
|
1.000 |
956-0 |
|
0.618 |
951-6 |
|
HIGH |
945-0 |
|
0.618 |
940-6 |
|
0.500 |
939-4 |
|
0.382 |
938-2 |
|
LOW |
934-0 |
|
0.618 |
927-2 |
|
1.000 |
923-0 |
|
1.618 |
916-2 |
|
2.618 |
905-2 |
|
4.250 |
887-2 |
|
|
| Fisher Pivots for day following 06-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
942-7 |
942-7 |
| PP |
941-1 |
941-1 |
| S1 |
939-4 |
939-4 |
|