CME Pit-Traded Soybean Future May 2010
| Trading Metrics calculated at close of trading on 27-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2010 |
27-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1008-0 |
995-0 |
-13-0 |
-1.3% |
979-0 |
| High |
1008-0 |
996-0 |
-12-0 |
-1.2% |
1005-0 |
| Low |
997-0 |
982-0 |
-15-0 |
-1.5% |
973-0 |
| Close |
998-6 |
982-6 |
-16-0 |
-1.6% |
1000-0 |
| Range |
11-0 |
14-0 |
3-0 |
27.3% |
32-0 |
| ATR |
14-3 |
14-4 |
0-1 |
1.2% |
0-0 |
| Volume |
32,219 |
42,125 |
9,906 |
30.7% |
243,138 |
|
| Daily Pivots for day following 27-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1028-7 |
1019-7 |
990-4 |
|
| R3 |
1014-7 |
1005-7 |
986-5 |
|
| R2 |
1000-7 |
1000-7 |
985-3 |
|
| R1 |
991-7 |
991-7 |
984-0 |
989-3 |
| PP |
986-7 |
986-7 |
986-7 |
985-6 |
| S1 |
977-7 |
977-7 |
981-4 |
975-3 |
| S2 |
972-7 |
972-7 |
980-1 |
|
| S3 |
958-7 |
963-7 |
978-7 |
|
| S4 |
944-7 |
949-7 |
975-0 |
|
|
| Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1088-5 |
1076-3 |
1017-5 |
|
| R3 |
1056-5 |
1044-3 |
1008-6 |
|
| R2 |
1024-5 |
1024-5 |
1005-7 |
|
| R1 |
1012-3 |
1012-3 |
1002-7 |
1018-4 |
| PP |
992-5 |
992-5 |
992-5 |
995-6 |
| S1 |
980-3 |
980-3 |
997-1 |
986-4 |
| S2 |
960-5 |
960-5 |
994-1 |
|
| S3 |
928-5 |
948-3 |
991-2 |
|
| S4 |
896-5 |
916-3 |
982-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1008-0 |
982-0 |
26-0 |
2.6% |
13-2 |
1.3% |
3% |
False |
True |
39,515 |
| 10 |
1008-0 |
964-4 |
43-4 |
4.4% |
12-1 |
1.2% |
42% |
False |
False |
62,403 |
| 20 |
1008-0 |
931-0 |
77-0 |
7.8% |
13-0 |
1.3% |
67% |
False |
False |
68,222 |
| 40 |
1008-0 |
922-0 |
86-0 |
8.8% |
13-4 |
1.4% |
71% |
False |
False |
68,287 |
| 60 |
1008-0 |
911-0 |
97-0 |
9.9% |
14-0 |
1.4% |
74% |
False |
False |
63,845 |
| 80 |
1076-0 |
911-0 |
165-0 |
16.8% |
14-0 |
1.4% |
43% |
False |
False |
52,836 |
| 100 |
1079-4 |
911-0 |
168-4 |
17.1% |
14-1 |
1.4% |
43% |
False |
False |
44,495 |
| 120 |
1087-4 |
911-0 |
176-4 |
18.0% |
14-4 |
1.5% |
41% |
False |
False |
38,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1055-4 |
|
2.618 |
1032-5 |
|
1.618 |
1018-5 |
|
1.000 |
1010-0 |
|
0.618 |
1004-5 |
|
HIGH |
996-0 |
|
0.618 |
990-5 |
|
0.500 |
989-0 |
|
0.382 |
987-3 |
|
LOW |
982-0 |
|
0.618 |
973-3 |
|
1.000 |
968-0 |
|
1.618 |
959-3 |
|
2.618 |
945-3 |
|
4.250 |
922-4 |
|
|
| Fisher Pivots for day following 27-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
989-0 |
995-0 |
| PP |
986-7 |
990-7 |
| S1 |
984-7 |
986-7 |
|