CME Pit-Traded Soybean Future May 2010
| Trading Metrics calculated at close of trading on 16-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2010 |
16-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
968-6 |
985-0 |
16-2 |
1.7% |
958-0 |
| High |
985-0 |
989-4 |
4-4 |
0.5% |
989-4 |
| Low |
964-4 |
979-0 |
14-4 |
1.5% |
953-4 |
| Close |
984-0 |
985-2 |
1-2 |
0.1% |
985-2 |
| Range |
20-4 |
10-4 |
-10-0 |
-48.8% |
36-0 |
| ATR |
15-7 |
15-4 |
-0-3 |
-2.4% |
0-0 |
| Volume |
92,109 |
91,261 |
-848 |
-0.9% |
502,986 |
|
| Daily Pivots for day following 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1016-1 |
1011-1 |
991-0 |
|
| R3 |
1005-5 |
1000-5 |
988-1 |
|
| R2 |
995-1 |
995-1 |
987-1 |
|
| R1 |
990-1 |
990-1 |
986-2 |
992-5 |
| PP |
984-5 |
984-5 |
984-5 |
985-6 |
| S1 |
979-5 |
979-5 |
984-2 |
982-1 |
| S2 |
974-1 |
974-1 |
983-3 |
|
| S3 |
963-5 |
969-1 |
982-3 |
|
| S4 |
953-1 |
958-5 |
979-4 |
|
|
| Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1084-1 |
1070-5 |
1005-0 |
|
| R3 |
1048-1 |
1034-5 |
995-1 |
|
| R2 |
1012-1 |
1012-1 |
991-7 |
|
| R1 |
998-5 |
998-5 |
988-4 |
1005-3 |
| PP |
976-1 |
976-1 |
976-1 |
979-4 |
| S1 |
962-5 |
962-5 |
982-0 |
969-3 |
| S2 |
940-1 |
940-1 |
978-5 |
|
| S3 |
904-1 |
926-5 |
975-3 |
|
| S4 |
868-1 |
890-5 |
965-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
989-4 |
953-4 |
36-0 |
3.7% |
13-5 |
1.4% |
88% |
True |
False |
100,597 |
| 10 |
989-4 |
933-0 |
56-4 |
5.7% |
13-1 |
1.3% |
92% |
True |
False |
74,300 |
| 20 |
989-4 |
931-0 |
58-4 |
5.9% |
14-0 |
1.4% |
93% |
True |
False |
74,502 |
| 40 |
989-4 |
922-0 |
67-4 |
6.9% |
14-3 |
1.5% |
94% |
True |
False |
72,722 |
| 60 |
989-4 |
911-0 |
78-4 |
8.0% |
14-2 |
1.4% |
95% |
True |
False |
61,496 |
| 80 |
1076-0 |
911-0 |
165-0 |
16.7% |
14-1 |
1.4% |
45% |
False |
False |
49,599 |
| 100 |
1087-4 |
911-0 |
176-4 |
17.9% |
14-3 |
1.5% |
42% |
False |
False |
41,883 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1034-1 |
|
2.618 |
1017-0 |
|
1.618 |
1006-4 |
|
1.000 |
1000-0 |
|
0.618 |
996-0 |
|
HIGH |
989-4 |
|
0.618 |
985-4 |
|
0.500 |
984-2 |
|
0.382 |
983-0 |
|
LOW |
979-0 |
|
0.618 |
972-4 |
|
1.000 |
968-4 |
|
1.618 |
962-0 |
|
2.618 |
951-4 |
|
4.250 |
934-3 |
|
|
| Fisher Pivots for day following 16-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
984-7 |
982-4 |
| PP |
984-5 |
979-6 |
| S1 |
984-2 |
977-0 |
|