CME Pit-Traded Soybean Future July 2010
Trading Metrics calculated at close of trading on 28-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2010 |
28-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
1003-4 |
998-0 |
-5-4 |
-0.5% |
988-0 |
High |
1006-0 |
1002-0 |
-4-0 |
-0.4% |
1016-4 |
Low |
991-4 |
988-0 |
-3-4 |
-0.4% |
982-4 |
Close |
993-0 |
993-4 |
0-4 |
0.1% |
1010-0 |
Range |
14-4 |
14-0 |
-0-4 |
-3.4% |
34-0 |
ATR |
14-2 |
14-2 |
0-0 |
-0.1% |
0-0 |
Volume |
83,509 |
99,258 |
15,749 |
18.9% |
393,722 |
|
Daily Pivots for day following 28-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1036-4 |
1029-0 |
1001-2 |
|
R3 |
1022-4 |
1015-0 |
997-3 |
|
R2 |
1008-4 |
1008-4 |
996-1 |
|
R1 |
1001-0 |
1001-0 |
994-6 |
997-6 |
PP |
994-4 |
994-4 |
994-4 |
992-7 |
S1 |
987-0 |
987-0 |
992-2 |
983-6 |
S2 |
980-4 |
980-4 |
990-7 |
|
S3 |
966-4 |
973-0 |
989-5 |
|
S4 |
952-4 |
959-0 |
985-6 |
|
|
Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1105-0 |
1091-4 |
1028-6 |
|
R3 |
1071-0 |
1057-4 |
1019-3 |
|
R2 |
1037-0 |
1037-0 |
1016-2 |
|
R1 |
1023-4 |
1023-4 |
1013-1 |
1030-2 |
PP |
1003-0 |
1003-0 |
1003-0 |
1006-3 |
S1 |
989-4 |
989-4 |
1006-7 |
996-2 |
S2 |
969-0 |
969-0 |
1003-6 |
|
S3 |
935-0 |
955-4 |
1000-5 |
|
S4 |
901-0 |
921-4 |
991-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1019-0 |
988-0 |
31-0 |
3.1% |
12-6 |
1.3% |
18% |
False |
True |
84,938 |
10 |
1019-0 |
974-4 |
44-4 |
4.5% |
13-2 |
1.3% |
43% |
False |
False |
78,807 |
20 |
1019-0 |
941-0 |
78-0 |
7.9% |
12-6 |
1.3% |
67% |
False |
False |
67,319 |
40 |
1019-0 |
930-0 |
89-0 |
9.0% |
12-6 |
1.3% |
71% |
False |
False |
48,357 |
60 |
1019-0 |
922-0 |
97-0 |
9.8% |
12-4 |
1.3% |
74% |
False |
False |
40,950 |
80 |
1078-0 |
922-0 |
156-0 |
15.7% |
12-4 |
1.3% |
46% |
False |
False |
35,352 |
100 |
1085-0 |
922-0 |
163-0 |
16.4% |
12-4 |
1.3% |
44% |
False |
False |
30,630 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1061-4 |
2.618 |
1038-5 |
1.618 |
1024-5 |
1.000 |
1016-0 |
0.618 |
1010-5 |
HIGH |
1002-0 |
0.618 |
996-5 |
0.500 |
995-0 |
0.382 |
993-3 |
LOW |
988-0 |
0.618 |
979-3 |
1.000 |
974-0 |
1.618 |
965-3 |
2.618 |
951-3 |
4.250 |
928-4 |
|
|
Fisher Pivots for day following 28-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
995-0 |
1003-4 |
PP |
994-4 |
1000-1 |
S1 |
994-0 |
996-7 |
|