CME Pit-Traded Soybean Future July 2010
Trading Metrics calculated at close of trading on 05-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2010 |
05-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
953-0 |
953-0 |
0-0 |
0.0% |
970-0 |
High |
953-4 |
954-4 |
1-0 |
0.1% |
983-0 |
Low |
942-0 |
942-0 |
0-0 |
0.0% |
941-0 |
Close |
951-2 |
945-2 |
-6-0 |
-0.6% |
951-2 |
Range |
11-4 |
12-4 |
1-0 |
8.7% |
42-0 |
ATR |
16-2 |
16-0 |
-0-2 |
-1.6% |
0-0 |
Volume |
85,276 |
20 |
-85,256 |
-100.0% |
205,409 |
|
Daily Pivots for day following 05-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
984-6 |
977-4 |
952-1 |
|
R3 |
972-2 |
965-0 |
948-6 |
|
R2 |
959-6 |
959-6 |
947-4 |
|
R1 |
952-4 |
952-4 |
946-3 |
949-7 |
PP |
947-2 |
947-2 |
947-2 |
946-0 |
S1 |
940-0 |
940-0 |
944-1 |
937-3 |
S2 |
934-6 |
934-6 |
943-0 |
|
S3 |
922-2 |
927-4 |
941-6 |
|
S4 |
909-6 |
915-0 |
938-3 |
|
|
Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1084-3 |
1059-7 |
974-3 |
|
R3 |
1042-3 |
1017-7 |
962-6 |
|
R2 |
1000-3 |
1000-3 |
959-0 |
|
R1 |
975-7 |
975-7 |
955-1 |
967-1 |
PP |
958-3 |
958-3 |
958-3 |
954-0 |
S1 |
933-7 |
933-7 |
947-3 |
925-1 |
S2 |
916-3 |
916-3 |
943-4 |
|
S3 |
874-3 |
891-7 |
939-6 |
|
S4 |
832-3 |
849-7 |
928-1 |
|
|
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% |
13-3 |
1.4% |
10% |
False |
False |
41,085 |
10 |
983-0 |
941-0 |
42-0 |
4.4% |
13-2 |
1.4% |
10% |
False |
False |
36,971 |
20 |
983-0 |
930-0 |
53-0 |
5.6% |
13-1 |
1.4% |
29% |
False |
False |
31,624 |
40 |
988-0 |
930-0 |
58-0 |
6.1% |
12-3 |
1.3% |
26% |
False |
False |
29,085 |
60 |
1053-0 |
922-0 |
131-0 |
13.9% |
12-5 |
1.3% |
18% |
False |
False |
26,292 |
80 |
1085-0 |
922-0 |
163-0 |
17.2% |
12-5 |
1.3% |
14% |
False |
False |
22,565 |
100 |
1091-0 |
922-0 |
169-0 |
17.9% |
13-1 |
1.4% |
14% |
False |
False |
20,329 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1007-5 |
2.618 |
987-2 |
1.618 |
974-6 |
1.000 |
967-0 |
0.618 |
962-2 |
HIGH |
954-4 |
0.618 |
949-6 |
0.500 |
948-2 |
0.382 |
946-6 |
LOW |
942-0 |
0.618 |
934-2 |
1.000 |
929-4 |
1.618 |
921-6 |
2.618 |
909-2 |
4.250 |
888-7 |
|
|
Fisher Pivots for day following 05-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
948-2 |
949-4 |
PP |
947-2 |
948-1 |
S1 |
946-2 |
946-5 |
|