CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 30-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2010 |
30-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
998-0 |
997-0 |
-1-0 |
-0.1% |
1017-0 |
| High |
1006-0 |
1002-0 |
-4-0 |
-0.4% |
1019-0 |
| Low |
995-4 |
994-0 |
-1-4 |
-0.2% |
988-0 |
| Close |
996-0 |
999-0 |
3-0 |
0.3% |
999-0 |
| Range |
10-4 |
8-0 |
-2-4 |
-23.8% |
31-0 |
| ATR |
14-1 |
13-5 |
-0-3 |
-3.1% |
0-0 |
| Volume |
105,363 |
87,737 |
-17,626 |
-16.7% |
437,661 |
|
| Daily Pivots for day following 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1022-3 |
1018-5 |
1003-3 |
|
| R3 |
1014-3 |
1010-5 |
1001-2 |
|
| R2 |
1006-3 |
1006-3 |
1000-4 |
|
| R1 |
1002-5 |
1002-5 |
999-6 |
1004-4 |
| PP |
998-3 |
998-3 |
998-3 |
999-2 |
| S1 |
994-5 |
994-5 |
998-2 |
996-4 |
| S2 |
990-3 |
990-3 |
997-4 |
|
| S3 |
982-3 |
986-5 |
996-6 |
|
| S4 |
974-3 |
978-5 |
994-5 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1095-0 |
1078-0 |
1016-0 |
|
| R3 |
1064-0 |
1047-0 |
1007-4 |
|
| R2 |
1033-0 |
1033-0 |
1004-5 |
|
| R1 |
1016-0 |
1016-0 |
1001-7 |
1009-0 |
| PP |
1002-0 |
1002-0 |
1002-0 |
998-4 |
| S1 |
985-0 |
985-0 |
996-1 |
978-0 |
| S2 |
971-0 |
971-0 |
993-3 |
|
| S3 |
940-0 |
954-0 |
990-4 |
|
| S4 |
909-0 |
923-0 |
982-0 |
|
|
| 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% |
11-7 |
1.2% |
35% |
False |
False |
87,532 |
| 10 |
1019-0 |
982-4 |
36-4 |
3.7% |
12-0 |
1.2% |
45% |
False |
False |
83,138 |
| 20 |
1019-0 |
942-0 |
77-0 |
7.7% |
12-2 |
1.2% |
74% |
False |
False |
70,674 |
| 40 |
1019-0 |
930-0 |
89-0 |
8.9% |
12-5 |
1.3% |
78% |
False |
False |
52,061 |
| 60 |
1019-0 |
922-0 |
97-0 |
9.7% |
12-3 |
1.2% |
79% |
False |
False |
43,333 |
| 80 |
1069-0 |
922-0 |
147-0 |
14.7% |
12-4 |
1.2% |
52% |
False |
False |
37,511 |
| 100 |
1085-0 |
922-0 |
163-0 |
16.3% |
12-4 |
1.2% |
47% |
False |
False |
32,288 |
| 120 |
1091-0 |
922-0 |
169-0 |
16.9% |
13-0 |
1.3% |
46% |
False |
False |
28,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1036-0 |
|
2.618 |
1023-0 |
|
1.618 |
1015-0 |
|
1.000 |
1010-0 |
|
0.618 |
1007-0 |
|
HIGH |
1002-0 |
|
0.618 |
999-0 |
|
0.500 |
998-0 |
|
0.382 |
997-0 |
|
LOW |
994-0 |
|
0.618 |
989-0 |
|
1.000 |
986-0 |
|
1.618 |
981-0 |
|
2.618 |
973-0 |
|
4.250 |
960-0 |
|
|
| Fisher Pivots for day following 30-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
998-5 |
998-3 |
| PP |
998-3 |
997-5 |
| S1 |
998-0 |
997-0 |
|