CME Pit-Traded Soybean Future September 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 |
922-0 |
933-4 |
11-4 |
1.2% |
939-0 |
High |
927-0 |
933-4 |
6-4 |
0.7% |
949-0 |
Low |
922-0 |
925-0 |
3-0 |
0.3% |
920-0 |
Close |
932-6 |
928-2 |
-4-4 |
-0.5% |
932-6 |
Range |
5-0 |
8-4 |
3-4 |
70.0% |
29-0 |
ATR |
9-3 |
9-2 |
0-0 |
-0.6% |
0-0 |
Volume |
5,787 |
1,904 |
-3,883 |
-67.1% |
11,476 |
|
Daily Pivots for day following 05-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
954-3 |
949-7 |
932-7 |
|
R3 |
945-7 |
941-3 |
930-5 |
|
R2 |
937-3 |
937-3 |
929-6 |
|
R1 |
932-7 |
932-7 |
929-0 |
930-7 |
PP |
928-7 |
928-7 |
928-7 |
928-0 |
S1 |
924-3 |
924-3 |
927-4 |
922-3 |
S2 |
920-3 |
920-3 |
926-6 |
|
S3 |
911-7 |
915-7 |
925-7 |
|
S4 |
903-3 |
907-3 |
923-5 |
|
|
Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1020-7 |
1005-7 |
948-6 |
|
R3 |
991-7 |
976-7 |
940-6 |
|
R2 |
962-7 |
962-7 |
938-1 |
|
R1 |
947-7 |
947-7 |
935-3 |
940-7 |
PP |
933-7 |
933-7 |
933-7 |
930-4 |
S1 |
918-7 |
918-7 |
930-1 |
911-7 |
S2 |
904-7 |
904-7 |
927-3 |
|
S3 |
875-7 |
889-7 |
924-6 |
|
S4 |
846-7 |
860-7 |
916-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
949-0 |
920-0 |
29-0 |
3.1% |
5-1 |
0.5% |
28% |
False |
False |
2,676 |
10 |
957-4 |
920-0 |
37-4 |
4.0% |
3-4 |
0.4% |
22% |
False |
False |
2,002 |
20 |
957-4 |
920-0 |
37-4 |
4.0% |
3-1 |
0.3% |
22% |
False |
False |
1,348 |
40 |
957-4 |
914-2 |
43-2 |
4.7% |
2-0 |
0.2% |
32% |
False |
False |
994 |
60 |
1015-0 |
912-4 |
102-4 |
11.0% |
1-4 |
0.2% |
15% |
False |
False |
781 |
80 |
1049-4 |
912-4 |
137-0 |
14.8% |
1-2 |
0.1% |
11% |
False |
False |
637 |
100 |
1059-4 |
912-4 |
147-0 |
15.8% |
1-2 |
0.1% |
11% |
False |
False |
557 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
969-5 |
2.618 |
955-6 |
1.618 |
947-2 |
1.000 |
942-0 |
0.618 |
938-6 |
HIGH |
933-4 |
0.618 |
930-2 |
0.500 |
929-2 |
0.382 |
928-2 |
LOW |
925-0 |
0.618 |
919-6 |
1.000 |
916-4 |
1.618 |
911-2 |
2.618 |
902-6 |
4.250 |
888-7 |
|
|
Fisher Pivots for day following 05-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
929-2 |
927-6 |
PP |
928-7 |
927-2 |
S1 |
928-5 |
926-6 |
|