CME Pit-Traded Soybean Future May 2010
| Trading Metrics calculated at close of trading on 14-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2010 |
14-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
955-4 |
973-0 |
17-4 |
1.8% |
946-0 |
| High |
972-0 |
976-0 |
4-0 |
0.4% |
964-0 |
| Low |
955-4 |
966-0 |
10-4 |
1.1% |
933-0 |
| Close |
968-0 |
969-0 |
1-0 |
0.1% |
952-2 |
| Range |
16-4 |
10-0 |
-6-4 |
-39.4% |
31-0 |
| ATR |
16-0 |
15-4 |
-0-3 |
-2.7% |
0-0 |
| Volume |
107,406 |
123,181 |
15,775 |
14.7% |
240,014 |
|
| Daily Pivots for day following 14-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1000-3 |
994-5 |
974-4 |
|
| R3 |
990-3 |
984-5 |
971-6 |
|
| R2 |
980-3 |
980-3 |
970-7 |
|
| R1 |
974-5 |
974-5 |
969-7 |
972-4 |
| PP |
970-3 |
970-3 |
970-3 |
969-2 |
| S1 |
964-5 |
964-5 |
968-1 |
962-4 |
| S2 |
960-3 |
960-3 |
967-1 |
|
| S3 |
950-3 |
954-5 |
966-2 |
|
| S4 |
940-3 |
944-5 |
963-4 |
|
|
| 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 |
976-0 |
945-2 |
30-6 |
3.2% |
12-0 |
1.2% |
77% |
True |
False |
91,730 |
| 10 |
976-0 |
931-0 |
45-0 |
4.6% |
13-4 |
1.4% |
84% |
True |
False |
76,701 |
| 20 |
977-0 |
931-0 |
46-0 |
4.7% |
14-0 |
1.4% |
83% |
False |
False |
72,397 |
| 40 |
984-4 |
922-0 |
62-4 |
6.4% |
14-2 |
1.5% |
75% |
False |
False |
70,498 |
| 60 |
984-4 |
911-0 |
73-4 |
7.6% |
14-0 |
1.4% |
79% |
False |
False |
59,170 |
| 80 |
1076-0 |
911-0 |
165-0 |
17.0% |
14-2 |
1.5% |
35% |
False |
False |
47,599 |
| 100 |
1087-4 |
911-0 |
176-4 |
18.2% |
14-4 |
1.5% |
33% |
False |
False |
40,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1018-4 |
|
2.618 |
1002-1 |
|
1.618 |
992-1 |
|
1.000 |
986-0 |
|
0.618 |
982-1 |
|
HIGH |
976-0 |
|
0.618 |
972-1 |
|
0.500 |
971-0 |
|
0.382 |
969-7 |
|
LOW |
966-0 |
|
0.618 |
959-7 |
|
1.000 |
956-0 |
|
1.618 |
949-7 |
|
2.618 |
939-7 |
|
4.250 |
923-4 |
|
|
| Fisher Pivots for day following 14-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
971-0 |
967-5 |
| PP |
970-3 |
966-1 |
| S1 |
969-5 |
964-6 |
|