CME Pit-Traded Soybean Future May 2010
| Trading Metrics calculated at close of trading on 30-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2010 |
30-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
988-0 |
988-0 |
0-0 |
0.0% |
1008-0 |
| High |
994-4 |
991-0 |
-3-4 |
-0.4% |
1008-0 |
| Low |
985-4 |
985-4 |
0-0 |
0.0% |
978-0 |
| Close |
985-6 |
989-4 |
3-6 |
0.4% |
989-4 |
| Range |
9-0 |
5-4 |
-3-4 |
-38.9% |
30-0 |
| ATR |
14-2 |
13-5 |
-0-5 |
-4.4% |
0-0 |
| Volume |
43,069 |
35,022 |
-8,047 |
-18.7% |
189,680 |
|
| Daily Pivots for day following 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1005-1 |
1002-7 |
992-4 |
|
| R3 |
999-5 |
997-3 |
991-0 |
|
| R2 |
994-1 |
994-1 |
990-4 |
|
| R1 |
991-7 |
991-7 |
990-0 |
993-0 |
| PP |
988-5 |
988-5 |
988-5 |
989-2 |
| S1 |
986-3 |
986-3 |
989-0 |
987-4 |
| S2 |
983-1 |
983-1 |
988-4 |
|
| S3 |
977-5 |
980-7 |
988-0 |
|
| S4 |
972-1 |
975-3 |
986-4 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1081-7 |
1065-5 |
1006-0 |
|
| R3 |
1051-7 |
1035-5 |
997-6 |
|
| R2 |
1021-7 |
1021-7 |
995-0 |
|
| R1 |
1005-5 |
1005-5 |
992-2 |
998-6 |
| PP |
991-7 |
991-7 |
991-7 |
988-3 |
| S1 |
975-5 |
975-5 |
986-6 |
968-6 |
| S2 |
961-7 |
961-7 |
984-0 |
|
| S3 |
931-7 |
945-5 |
981-2 |
|
| S4 |
901-7 |
915-5 |
973-0 |
|
|
| 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% |
10-4 |
1.1% |
38% |
False |
False |
37,936 |
| 10 |
1008-0 |
973-0 |
35-0 |
3.5% |
10-6 |
1.1% |
47% |
False |
False |
43,281 |
| 20 |
1008-0 |
933-0 |
75-0 |
7.6% |
12-0 |
1.2% |
75% |
False |
False |
58,790 |
| 40 |
1008-0 |
922-0 |
86-0 |
8.7% |
13-3 |
1.3% |
78% |
False |
False |
66,309 |
| 60 |
1008-0 |
911-0 |
97-0 |
9.8% |
13-6 |
1.4% |
81% |
False |
False |
63,846 |
| 80 |
1065-0 |
911-0 |
154-0 |
15.6% |
13-6 |
1.4% |
51% |
False |
False |
53,856 |
| 100 |
1079-4 |
911-0 |
168-4 |
17.0% |
13-7 |
1.4% |
47% |
False |
False |
45,345 |
| 120 |
1087-4 |
911-0 |
176-4 |
17.8% |
14-1 |
1.4% |
44% |
False |
False |
39,235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1014-3 |
|
2.618 |
1005-3 |
|
1.618 |
999-7 |
|
1.000 |
996-4 |
|
0.618 |
994-3 |
|
HIGH |
991-0 |
|
0.618 |
988-7 |
|
0.500 |
988-2 |
|
0.382 |
987-5 |
|
LOW |
985-4 |
|
0.618 |
982-1 |
|
1.000 |
980-0 |
|
1.618 |
976-5 |
|
2.618 |
971-1 |
|
4.250 |
962-1 |
|
|
| Fisher Pivots for day following 30-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
989-1 |
988-3 |
| PP |
988-5 |
987-3 |
| S1 |
988-2 |
986-2 |
|