CME Pit-Traded Soybean Future May 2010
| Trading Metrics calculated at close of trading on 29-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2010 |
29-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
990-0 |
988-0 |
-2-0 |
-0.2% |
979-0 |
| High |
991-0 |
994-4 |
3-4 |
0.4% |
1005-0 |
| Low |
978-0 |
985-4 |
7-4 |
0.8% |
973-0 |
| Close |
982-6 |
985-6 |
3-0 |
0.3% |
1000-0 |
| Range |
13-0 |
9-0 |
-4-0 |
-30.8% |
32-0 |
| ATR |
14-3 |
14-2 |
-0-2 |
-1.3% |
0-0 |
| Volume |
37,245 |
43,069 |
5,824 |
15.6% |
243,138 |
|
| Daily Pivots for day following 29-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1015-5 |
1009-5 |
990-6 |
|
| R3 |
1006-5 |
1000-5 |
988-2 |
|
| R2 |
997-5 |
997-5 |
987-3 |
|
| R1 |
991-5 |
991-5 |
986-5 |
990-1 |
| PP |
988-5 |
988-5 |
988-5 |
987-6 |
| S1 |
982-5 |
982-5 |
984-7 |
981-1 |
| S2 |
979-5 |
979-5 |
984-1 |
|
| S3 |
970-5 |
973-5 |
983-2 |
|
| S4 |
961-5 |
964-5 |
980-6 |
|
|
| 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 |
978-0 |
30-0 |
3.0% |
11-2 |
1.1% |
26% |
False |
False |
37,898 |
| 10 |
1008-0 |
973-0 |
35-0 |
3.6% |
11-2 |
1.1% |
36% |
False |
False |
48,905 |
| 20 |
1008-0 |
933-0 |
75-0 |
7.6% |
12-2 |
1.2% |
70% |
False |
False |
63,590 |
| 40 |
1008-0 |
922-0 |
86-0 |
8.7% |
13-5 |
1.4% |
74% |
False |
False |
66,980 |
| 60 |
1008-0 |
911-0 |
97-0 |
9.8% |
14-0 |
1.4% |
77% |
False |
False |
64,006 |
| 80 |
1066-0 |
911-0 |
155-0 |
15.7% |
13-7 |
1.4% |
48% |
False |
False |
53,601 |
| 100 |
1079-4 |
911-0 |
168-4 |
17.1% |
14-0 |
1.4% |
44% |
False |
False |
45,120 |
| 120 |
1087-4 |
911-0 |
176-4 |
17.9% |
14-2 |
1.4% |
42% |
False |
False |
39,047 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1032-6 |
|
2.618 |
1018-0 |
|
1.618 |
1009-0 |
|
1.000 |
1003-4 |
|
0.618 |
1000-0 |
|
HIGH |
994-4 |
|
0.618 |
991-0 |
|
0.500 |
990-0 |
|
0.382 |
989-0 |
|
LOW |
985-4 |
|
0.618 |
980-0 |
|
1.000 |
976-4 |
|
1.618 |
971-0 |
|
2.618 |
962-0 |
|
4.250 |
947-2 |
|
|
| Fisher Pivots for day following 29-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
990-0 |
987-0 |
| PP |
988-5 |
986-5 |
| S1 |
987-1 |
986-1 |
|