CME Pit-Traded Soybean Future May 2010
Trading Metrics calculated at close of trading on 07-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2010 |
07-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
935-4 |
941-4 |
6-0 |
0.6% |
960-0 |
High |
945-0 |
956-4 |
11-4 |
1.2% |
977-0 |
Low |
934-0 |
940-0 |
6-0 |
0.6% |
931-0 |
Close |
944-4 |
952-4 |
8-0 |
0.8% |
942-0 |
Range |
11-0 |
16-4 |
5-4 |
50.0% |
46-0 |
ATR |
16-7 |
16-6 |
0-0 |
-0.1% |
0-0 |
Volume |
47,924 |
53,024 |
5,100 |
10.6% |
366,063 |
|
Daily Pivots for day following 07-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
999-1 |
992-3 |
961-5 |
|
R3 |
982-5 |
975-7 |
957-0 |
|
R2 |
966-1 |
966-1 |
955-4 |
|
R1 |
959-3 |
959-3 |
954-0 |
962-6 |
PP |
949-5 |
949-5 |
949-5 |
951-3 |
S1 |
942-7 |
942-7 |
951-0 |
946-2 |
S2 |
933-1 |
933-1 |
949-4 |
|
S3 |
916-5 |
926-3 |
948-0 |
|
S4 |
900-1 |
909-7 |
943-3 |
|
|
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 |
956-4 |
931-0 |
25-4 |
2.7% |
15-0 |
1.6% |
84% |
True |
False |
61,673 |
10 |
977-0 |
931-0 |
46-0 |
4.8% |
15-1 |
1.6% |
47% |
False |
False |
66,960 |
20 |
977-0 |
922-0 |
55-0 |
5.8% |
15-1 |
1.6% |
55% |
False |
False |
68,228 |
40 |
984-4 |
922-0 |
62-4 |
6.6% |
14-6 |
1.6% |
49% |
False |
False |
65,920 |
60 |
1029-4 |
911-0 |
118-4 |
12.4% |
14-4 |
1.5% |
35% |
False |
False |
53,250 |
80 |
1079-4 |
911-0 |
168-4 |
17.7% |
14-3 |
1.5% |
25% |
False |
False |
42,724 |
100 |
1087-4 |
911-0 |
176-4 |
18.5% |
14-6 |
1.5% |
24% |
False |
False |
36,073 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1026-5 |
2.618 |
999-6 |
1.618 |
983-2 |
1.000 |
973-0 |
0.618 |
966-6 |
HIGH |
956-4 |
0.618 |
950-2 |
0.500 |
948-2 |
0.382 |
946-2 |
LOW |
940-0 |
0.618 |
929-6 |
1.000 |
923-4 |
1.618 |
913-2 |
2.618 |
896-6 |
4.250 |
869-7 |
|
|
Fisher Pivots for day following 07-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
951-1 |
949-7 |
PP |
949-5 |
947-3 |
S1 |
948-2 |
944-6 |
|