CME Pit-Traded Soybean Future May 2010
Trading Metrics calculated at close of trading on 22-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2010 |
22-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
983-4 |
995-0 |
11-4 |
1.2% |
958-0 |
High |
1004-0 |
1004-4 |
0-4 |
0.0% |
989-4 |
Low |
983-4 |
993-0 |
9-4 |
1.0% |
953-4 |
Close |
995-4 |
1004-2 |
8-6 |
0.9% |
985-2 |
Range |
20-4 |
11-4 |
-9-0 |
-43.9% |
36-0 |
ATR |
15-2 |
15-0 |
-0-2 |
-1.8% |
0-0 |
Volume |
39,834 |
48,564 |
8,730 |
21.9% |
502,986 |
|
Daily Pivots for day following 22-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1035-1 |
1031-1 |
1010-5 |
|
R3 |
1023-5 |
1019-5 |
1007-3 |
|
R2 |
1012-1 |
1012-1 |
1006-3 |
|
R1 |
1008-1 |
1008-1 |
1005-2 |
1010-1 |
PP |
1000-5 |
1000-5 |
1000-5 |
1001-4 |
S1 |
996-5 |
996-5 |
1003-2 |
998-5 |
S2 |
989-1 |
989-1 |
1002-1 |
|
S3 |
977-5 |
985-1 |
1001-1 |
|
S4 |
966-1 |
973-5 |
997-7 |
|
|
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 |
1004-4 |
973-0 |
31-4 |
3.1% |
11-3 |
1.1% |
99% |
True |
False |
59,913 |
10 |
1004-4 |
947-4 |
57-0 |
5.7% |
13-1 |
1.3% |
100% |
True |
False |
77,595 |
20 |
1004-4 |
931-0 |
73-4 |
7.3% |
14-0 |
1.4% |
100% |
True |
False |
72,867 |
40 |
1004-4 |
922-0 |
82-4 |
8.2% |
13-6 |
1.4% |
100% |
True |
False |
71,500 |
60 |
1004-4 |
911-0 |
93-4 |
9.3% |
14-2 |
1.4% |
100% |
True |
False |
63,535 |
80 |
1076-0 |
911-0 |
165-0 |
16.4% |
14-2 |
1.4% |
57% |
False |
False |
51,745 |
100 |
1087-4 |
911-0 |
176-4 |
17.6% |
14-2 |
1.4% |
53% |
False |
False |
43,626 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1053-3 |
2.618 |
1034-5 |
1.618 |
1023-1 |
1.000 |
1016-0 |
0.618 |
1011-5 |
HIGH |
1004-4 |
0.618 |
1000-1 |
0.500 |
998-6 |
0.382 |
997-3 |
LOW |
993-0 |
0.618 |
985-7 |
1.000 |
981-4 |
1.618 |
974-3 |
2.618 |
962-7 |
4.250 |
944-1 |
|
|
Fisher Pivots for day following 22-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
1002-3 |
1000-2 |
PP |
1000-5 |
996-2 |
S1 |
998-6 |
992-2 |
|