CME Pit-Traded Soybean Future May 2010
| Trading Metrics calculated at close of trading on 08-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2010 |
08-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
941-4 |
948-0 |
6-4 |
0.7% |
960-0 |
| High |
956-4 |
951-4 |
-5-0 |
-0.5% |
977-0 |
| Low |
940-0 |
945-2 |
5-2 |
0.6% |
931-0 |
| Close |
952-4 |
946-4 |
-6-0 |
-0.6% |
942-0 |
| Range |
16-4 |
6-2 |
-10-2 |
-62.1% |
46-0 |
| ATR |
16-6 |
16-1 |
-0-5 |
-4.1% |
0-0 |
| Volume |
53,024 |
74,371 |
21,347 |
40.3% |
366,063 |
|
| Daily Pivots for day following 08-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
966-4 |
962-6 |
950-0 |
|
| R3 |
960-2 |
956-4 |
948-2 |
|
| R2 |
954-0 |
954-0 |
947-5 |
|
| R1 |
950-2 |
950-2 |
947-1 |
949-0 |
| PP |
947-6 |
947-6 |
947-6 |
947-1 |
| S1 |
944-0 |
944-0 |
945-7 |
942-6 |
| S2 |
941-4 |
941-4 |
945-3 |
|
| S3 |
935-2 |
937-6 |
944-6 |
|
| S4 |
929-0 |
931-4 |
943-0 |
|
|
| 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 |
933-0 |
23-4 |
2.5% |
11-5 |
1.2% |
57% |
False |
False |
61,273 |
| 10 |
977-0 |
931-0 |
46-0 |
4.9% |
14-7 |
1.6% |
34% |
False |
False |
68,139 |
| 20 |
977-0 |
922-0 |
55-0 |
5.8% |
14-3 |
1.5% |
45% |
False |
False |
68,845 |
| 40 |
984-4 |
922-0 |
62-4 |
6.6% |
14-3 |
1.5% |
39% |
False |
False |
66,547 |
| 60 |
1000-0 |
911-0 |
89-0 |
9.4% |
14-2 |
1.5% |
40% |
False |
False |
54,203 |
| 80 |
1079-4 |
911-0 |
168-4 |
17.8% |
14-3 |
1.5% |
21% |
False |
False |
43,508 |
| 100 |
1087-4 |
911-0 |
176-4 |
18.6% |
14-5 |
1.5% |
20% |
False |
False |
36,717 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
978-0 |
|
2.618 |
967-7 |
|
1.618 |
961-5 |
|
1.000 |
957-6 |
|
0.618 |
955-3 |
|
HIGH |
951-4 |
|
0.618 |
949-1 |
|
0.500 |
948-3 |
|
0.382 |
947-5 |
|
LOW |
945-2 |
|
0.618 |
941-3 |
|
1.000 |
939-0 |
|
1.618 |
935-1 |
|
2.618 |
928-7 |
|
4.250 |
918-6 |
|
|
| Fisher Pivots for day following 08-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
948-3 |
946-1 |
| PP |
947-6 |
945-5 |
| S1 |
947-1 |
945-2 |
|