CME Pit-Traded Soybean Future July 2010
Trading Metrics calculated at close of trading on 19-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2010 |
19-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
994-0 |
988-0 |
-6-0 |
-0.6% |
968-0 |
High |
998-6 |
991-0 |
-7-6 |
-0.8% |
998-6 |
Low |
988-4 |
982-4 |
-6-0 |
-0.6% |
962-4 |
Close |
995-0 |
986-4 |
-8-4 |
-0.9% |
995-0 |
Range |
10-2 |
8-4 |
-1-6 |
-17.1% |
36-2 |
ATR |
14-3 |
14-2 |
-0-1 |
-0.9% |
0-0 |
Volume |
75,804 |
77,118 |
1,314 |
1.7% |
423,376 |
|
Daily Pivots for day following 19-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1012-1 |
1007-7 |
991-1 |
|
R3 |
1003-5 |
999-3 |
988-7 |
|
R2 |
995-1 |
995-1 |
988-0 |
|
R1 |
990-7 |
990-7 |
987-2 |
988-6 |
PP |
986-5 |
986-5 |
986-5 |
985-5 |
S1 |
982-3 |
982-3 |
985-6 |
980-2 |
S2 |
978-1 |
978-1 |
985-0 |
|
S3 |
969-5 |
973-7 |
984-1 |
|
S4 |
961-1 |
965-3 |
981-7 |
|
|
Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1094-1 |
1080-7 |
1015-0 |
|
R3 |
1057-7 |
1044-5 |
1005-0 |
|
R2 |
1021-5 |
1021-5 |
1001-5 |
|
R1 |
1008-3 |
1008-3 |
998-3 |
1015-0 |
PP |
985-3 |
985-3 |
985-3 |
988-6 |
S1 |
972-1 |
972-1 |
991-5 |
978-6 |
S2 |
949-1 |
949-1 |
988-3 |
|
S3 |
912-7 |
935-7 |
985-0 |
|
S4 |
876-5 |
899-5 |
975-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
998-6 |
964-0 |
34-6 |
3.5% |
12-4 |
1.3% |
65% |
False |
False |
86,740 |
10 |
998-6 |
943-0 |
55-6 |
5.7% |
12-0 |
1.2% |
78% |
False |
False |
65,920 |
20 |
998-6 |
941-0 |
57-6 |
5.9% |
12-5 |
1.3% |
79% |
False |
False |
51,446 |
40 |
998-6 |
930-0 |
68-6 |
7.0% |
12-3 |
1.3% |
82% |
False |
False |
38,531 |
60 |
998-6 |
922-0 |
76-6 |
7.8% |
12-3 |
1.3% |
84% |
False |
False |
34,001 |
80 |
1078-0 |
922-0 |
156-0 |
15.8% |
12-3 |
1.3% |
41% |
False |
False |
29,093 |
100 |
1091-0 |
922-0 |
169-0 |
17.1% |
12-5 |
1.3% |
38% |
False |
False |
25,790 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1027-1 |
2.618 |
1013-2 |
1.618 |
1004-6 |
1.000 |
999-4 |
0.618 |
996-2 |
HIGH |
991-0 |
0.618 |
987-6 |
0.500 |
986-6 |
0.382 |
985-6 |
LOW |
982-4 |
0.618 |
977-2 |
1.000 |
974-0 |
1.618 |
968-6 |
2.618 |
960-2 |
4.250 |
946-3 |
|
|
Fisher Pivots for day following 19-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
986-6 |
986-5 |
PP |
986-5 |
986-5 |
S1 |
986-5 |
986-4 |
|