CME Pit-Traded Soybean Future May 2010
Trading Metrics calculated at close of trading on 20-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2010 |
20-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
979-0 |
986-0 |
7-0 |
0.7% |
958-0 |
High |
980-4 |
987-0 |
6-4 |
0.7% |
989-4 |
Low |
973-0 |
980-0 |
7-0 |
0.7% |
953-4 |
Close |
976-6 |
984-0 |
7-2 |
0.7% |
985-2 |
Range |
7-4 |
7-0 |
-0-4 |
-6.7% |
36-0 |
ATR |
15-2 |
14-7 |
-0-3 |
-2.3% |
0-0 |
Volume |
67,874 |
52,032 |
-15,842 |
-23.3% |
502,986 |
|
Daily Pivots for day following 20-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1004-5 |
1001-3 |
987-7 |
|
R3 |
997-5 |
994-3 |
985-7 |
|
R2 |
990-5 |
990-5 |
985-2 |
|
R1 |
987-3 |
987-3 |
984-5 |
985-4 |
PP |
983-5 |
983-5 |
983-5 |
982-6 |
S1 |
980-3 |
980-3 |
983-3 |
978-4 |
S2 |
976-5 |
976-5 |
982-6 |
|
S3 |
969-5 |
973-3 |
982-1 |
|
S4 |
962-5 |
966-3 |
980-1 |
|
|
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 |
964-4 |
25-0 |
2.5% |
11-1 |
1.1% |
78% |
False |
False |
85,291 |
10 |
989-4 |
940-0 |
49-4 |
5.0% |
12-1 |
1.2% |
89% |
False |
False |
81,495 |
20 |
989-4 |
931-0 |
58-4 |
5.9% |
13-2 |
1.4% |
91% |
False |
False |
74,958 |
40 |
989-4 |
922-0 |
67-4 |
6.9% |
14-0 |
1.4% |
92% |
False |
False |
73,839 |
60 |
989-4 |
911-0 |
78-4 |
8.0% |
14-2 |
1.4% |
93% |
False |
False |
62,758 |
80 |
1076-0 |
911-0 |
165-0 |
16.8% |
14-0 |
1.4% |
44% |
False |
False |
50,891 |
100 |
1087-4 |
911-0 |
176-4 |
17.9% |
14-2 |
1.4% |
41% |
False |
False |
42,896 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1016-6 |
2.618 |
1005-3 |
1.618 |
998-3 |
1.000 |
994-0 |
0.618 |
991-3 |
HIGH |
987-0 |
0.618 |
984-3 |
0.500 |
983-4 |
0.382 |
982-5 |
LOW |
980-0 |
0.618 |
975-5 |
1.000 |
973-0 |
1.618 |
968-5 |
2.618 |
961-5 |
4.250 |
950-2 |
|
|
Fisher Pivots for day following 20-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
983-7 |
983-1 |
PP |
983-5 |
982-1 |
S1 |
983-4 |
981-2 |
|