CME Pit-Traded Soybean Future July 2010
Trading Metrics calculated at close of trading on 01-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2010 |
01-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
950-0 |
953-0 |
3-0 |
0.3% |
965-4 |
High |
958-0 |
953-4 |
-4-4 |
-0.5% |
983-0 |
Low |
941-0 |
942-0 |
1-0 |
0.1% |
950-4 |
Close |
950-0 |
951-2 |
1-2 |
0.1% |
959-6 |
Range |
17-0 |
11-4 |
-5-4 |
-32.4% |
32-4 |
ATR |
16-5 |
16-2 |
-0-3 |
-2.2% |
0-0 |
Volume |
40,717 |
85,276 |
44,559 |
109.4% |
164,290 |
|
Daily Pivots for day following 01-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
983-3 |
978-7 |
957-5 |
|
R3 |
971-7 |
967-3 |
954-3 |
|
R2 |
960-3 |
960-3 |
953-3 |
|
R1 |
955-7 |
955-7 |
952-2 |
952-3 |
PP |
948-7 |
948-7 |
948-7 |
947-2 |
S1 |
944-3 |
944-3 |
950-2 |
940-7 |
S2 |
937-3 |
937-3 |
949-1 |
|
S3 |
925-7 |
932-7 |
948-1 |
|
S4 |
914-3 |
921-3 |
944-7 |
|
|
Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1061-7 |
1043-3 |
977-5 |
|
R3 |
1029-3 |
1010-7 |
968-6 |
|
R2 |
996-7 |
996-7 |
965-6 |
|
R1 |
978-3 |
978-3 |
962-6 |
971-3 |
PP |
964-3 |
964-3 |
964-3 |
961-0 |
S1 |
945-7 |
945-7 |
956-6 |
938-7 |
S2 |
931-7 |
931-7 |
953-6 |
|
S3 |
899-3 |
913-3 |
950-6 |
|
S4 |
866-7 |
880-7 |
941-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
983-0 |
941-0 |
42-0 |
4.4% |
13-0 |
1.4% |
24% |
False |
False |
48,004 |
10 |
983-0 |
941-0 |
42-0 |
4.4% |
12-7 |
1.4% |
24% |
False |
False |
38,900 |
20 |
983-0 |
930-0 |
53-0 |
5.6% |
13-0 |
1.4% |
40% |
False |
False |
33,447 |
40 |
988-0 |
922-0 |
66-0 |
6.9% |
12-3 |
1.3% |
44% |
False |
False |
29,662 |
60 |
1069-0 |
922-0 |
147-0 |
15.5% |
12-4 |
1.3% |
20% |
False |
False |
26,457 |
80 |
1085-0 |
922-0 |
163-0 |
17.1% |
12-4 |
1.3% |
18% |
False |
False |
22,691 |
100 |
1091-0 |
922-0 |
169-0 |
17.8% |
13-1 |
1.4% |
17% |
False |
False |
20,443 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1002-3 |
2.618 |
983-5 |
1.618 |
972-1 |
1.000 |
965-0 |
0.618 |
960-5 |
HIGH |
953-4 |
0.618 |
949-1 |
0.500 |
947-6 |
0.382 |
946-3 |
LOW |
942-0 |
0.618 |
934-7 |
1.000 |
930-4 |
1.618 |
923-3 |
2.618 |
911-7 |
4.250 |
893-1 |
|
|
Fisher Pivots for day following 01-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
950-1 |
961-0 |
PP |
948-7 |
957-6 |
S1 |
947-6 |
954-4 |
|