CME Pit-Traded Soybean Future May 2010
| Trading Metrics calculated at close of trading on 21-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2010 |
21-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
986-0 |
983-4 |
-2-4 |
-0.3% |
958-0 |
| High |
987-0 |
1004-0 |
17-0 |
1.7% |
989-4 |
| Low |
980-0 |
983-4 |
3-4 |
0.4% |
953-4 |
| Close |
984-0 |
995-4 |
11-4 |
1.2% |
985-2 |
| Range |
7-0 |
20-4 |
13-4 |
192.9% |
36-0 |
| ATR |
14-7 |
15-2 |
0-3 |
2.7% |
0-0 |
| Volume |
52,032 |
39,834 |
-12,198 |
-23.4% |
502,986 |
|
| Daily Pivots for day following 21-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1055-7 |
1046-1 |
1006-6 |
|
| R3 |
1035-3 |
1025-5 |
1001-1 |
|
| R2 |
1014-7 |
1014-7 |
999-2 |
|
| R1 |
1005-1 |
1005-1 |
997-3 |
1010-0 |
| PP |
994-3 |
994-3 |
994-3 |
996-6 |
| S1 |
984-5 |
984-5 |
993-5 |
989-4 |
| S2 |
973-7 |
973-7 |
991-6 |
|
| S3 |
953-3 |
964-1 |
989-7 |
|
| S4 |
932-7 |
943-5 |
984-2 |
|
|
| 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 |
1004-0 |
964-4 |
39-4 |
4.0% |
13-2 |
1.3% |
78% |
True |
False |
68,622 |
| 10 |
1004-0 |
945-2 |
58-6 |
5.9% |
12-5 |
1.3% |
86% |
True |
False |
80,176 |
| 20 |
1004-0 |
931-0 |
73-0 |
7.3% |
13-7 |
1.4% |
88% |
True |
False |
73,568 |
| 40 |
1004-0 |
922-0 |
82-0 |
8.2% |
13-7 |
1.4% |
90% |
True |
False |
73,072 |
| 60 |
1004-0 |
911-0 |
93-0 |
9.3% |
14-2 |
1.4% |
91% |
True |
False |
63,165 |
| 80 |
1076-0 |
911-0 |
165-0 |
16.6% |
14-1 |
1.4% |
51% |
False |
False |
51,238 |
| 100 |
1087-4 |
911-0 |
176-4 |
17.7% |
14-3 |
1.4% |
48% |
False |
False |
43,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1091-1 |
|
2.618 |
1057-5 |
|
1.618 |
1037-1 |
|
1.000 |
1024-4 |
|
0.618 |
1016-5 |
|
HIGH |
1004-0 |
|
0.618 |
996-1 |
|
0.500 |
993-6 |
|
0.382 |
991-3 |
|
LOW |
983-4 |
|
0.618 |
970-7 |
|
1.000 |
963-0 |
|
1.618 |
950-3 |
|
2.618 |
929-7 |
|
4.250 |
896-3 |
|
|
| Fisher Pivots for day following 21-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
994-7 |
993-1 |
| PP |
994-3 |
990-7 |
| S1 |
993-6 |
988-4 |
|