CME Pit-Traded Soybean Future July 2010
Trading Metrics calculated at close of trading on 06-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2010 |
06-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
953-0 |
945-0 |
-8-0 |
-0.8% |
970-0 |
High |
954-4 |
953-4 |
-1-0 |
-0.1% |
983-0 |
Low |
942-0 |
943-0 |
1-0 |
0.1% |
941-0 |
Close |
945-2 |
953-4 |
8-2 |
0.9% |
951-2 |
Range |
12-4 |
10-4 |
-2-0 |
-16.0% |
42-0 |
ATR |
16-0 |
15-5 |
-0-3 |
-2.4% |
0-0 |
Volume |
20 |
28,575 |
28,555 |
142,775.0% |
205,409 |
|
Daily Pivots for day following 06-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
981-4 |
978-0 |
959-2 |
|
R3 |
971-0 |
967-4 |
956-3 |
|
R2 |
960-4 |
960-4 |
955-3 |
|
R1 |
957-0 |
957-0 |
954-4 |
958-6 |
PP |
950-0 |
950-0 |
950-0 |
950-7 |
S1 |
946-4 |
946-4 |
952-4 |
948-2 |
S2 |
939-4 |
939-4 |
951-5 |
|
S3 |
929-0 |
936-0 |
950-5 |
|
S4 |
918-4 |
925-4 |
947-6 |
|
|
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 |
981-0 |
941-0 |
40-0 |
4.2% |
12-7 |
1.4% |
31% |
False |
False |
41,182 |
10 |
983-0 |
941-0 |
42-0 |
4.4% |
12-5 |
1.3% |
30% |
False |
False |
38,436 |
20 |
983-0 |
930-0 |
53-0 |
5.6% |
13-2 |
1.4% |
44% |
False |
False |
31,776 |
40 |
988-0 |
930-0 |
58-0 |
6.1% |
12-4 |
1.3% |
41% |
False |
False |
29,011 |
60 |
1034-4 |
922-0 |
112-4 |
11.8% |
12-4 |
1.3% |
28% |
False |
False |
26,571 |
80 |
1085-0 |
922-0 |
163-0 |
17.1% |
12-5 |
1.3% |
19% |
False |
False |
22,741 |
100 |
1091-0 |
922-0 |
169-0 |
17.7% |
13-1 |
1.4% |
19% |
False |
False |
20,525 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
998-1 |
2.618 |
981-0 |
1.618 |
970-4 |
1.000 |
964-0 |
0.618 |
960-0 |
HIGH |
953-4 |
0.618 |
949-4 |
0.500 |
948-2 |
0.382 |
947-0 |
LOW |
943-0 |
0.618 |
936-4 |
1.000 |
932-4 |
1.618 |
926-0 |
2.618 |
915-4 |
4.250 |
898-3 |
|
|
Fisher Pivots for day following 06-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
951-6 |
951-6 |
PP |
950-0 |
950-0 |
S1 |
948-2 |
948-2 |
|