CME Pit-Traded Soybean Future May 2010
| Trading Metrics calculated at close of trading on 09-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2010 |
09-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
948-0 |
954-0 |
6-0 |
0.6% |
946-0 |
| High |
951-4 |
964-0 |
12-4 |
1.3% |
964-0 |
| Low |
945-2 |
947-4 |
2-2 |
0.2% |
933-0 |
| Close |
946-4 |
952-2 |
5-6 |
0.6% |
952-2 |
| Range |
6-2 |
16-4 |
10-2 |
164.0% |
31-0 |
| ATR |
16-1 |
16-2 |
0-1 |
0.6% |
0-0 |
| Volume |
74,371 |
64,665 |
-9,706 |
-13.1% |
240,014 |
|
| Daily Pivots for day following 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1004-1 |
994-5 |
961-3 |
|
| R3 |
987-5 |
978-1 |
956-6 |
|
| R2 |
971-1 |
971-1 |
955-2 |
|
| R1 |
961-5 |
961-5 |
953-6 |
958-1 |
| PP |
954-5 |
954-5 |
954-5 |
952-6 |
| S1 |
945-1 |
945-1 |
950-6 |
941-5 |
| S2 |
938-1 |
938-1 |
949-2 |
|
| S3 |
921-5 |
928-5 |
947-6 |
|
| S4 |
905-1 |
912-1 |
943-1 |
|
|
| Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1042-6 |
1028-4 |
969-2 |
|
| R3 |
1011-6 |
997-4 |
960-6 |
|
| R2 |
980-6 |
980-6 |
957-7 |
|
| R1 |
966-4 |
966-4 |
955-1 |
973-5 |
| PP |
949-6 |
949-6 |
949-6 |
953-2 |
| S1 |
935-4 |
935-4 |
949-3 |
942-5 |
| S2 |
918-6 |
918-6 |
946-5 |
|
| S3 |
887-6 |
904-4 |
943-6 |
|
| S4 |
856-6 |
873-4 |
935-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
964-0 |
933-0 |
31-0 |
3.3% |
12-5 |
1.3% |
62% |
True |
False |
48,002 |
| 10 |
977-0 |
931-0 |
46-0 |
4.8% |
14-1 |
1.5% |
46% |
False |
False |
68,549 |
| 20 |
977-0 |
922-0 |
55-0 |
5.8% |
14-0 |
1.5% |
55% |
False |
False |
67,309 |
| 40 |
984-4 |
922-0 |
62-4 |
6.6% |
14-3 |
1.5% |
48% |
False |
False |
66,766 |
| 60 |
1000-0 |
911-0 |
89-0 |
9.3% |
14-2 |
1.5% |
46% |
False |
False |
55,048 |
| 80 |
1079-4 |
911-0 |
168-4 |
17.7% |
14-3 |
1.5% |
24% |
False |
False |
44,168 |
| 100 |
1087-4 |
911-0 |
176-4 |
18.5% |
14-6 |
1.5% |
23% |
False |
False |
37,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1034-1 |
|
2.618 |
1007-2 |
|
1.618 |
990-6 |
|
1.000 |
980-4 |
|
0.618 |
974-2 |
|
HIGH |
964-0 |
|
0.618 |
957-6 |
|
0.500 |
955-6 |
|
0.382 |
953-6 |
|
LOW |
947-4 |
|
0.618 |
937-2 |
|
1.000 |
931-0 |
|
1.618 |
920-6 |
|
2.618 |
904-2 |
|
4.250 |
877-3 |
|
|
| Fisher Pivots for day following 09-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
955-6 |
952-1 |
| PP |
954-5 |
952-1 |
| S1 |
953-3 |
952-0 |
|