CME Pit-Traded Soybean Future September 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 |
933-4 |
937-0 |
3-4 |
0.4% |
939-0 |
High |
933-4 |
937-0 |
3-4 |
0.4% |
949-0 |
Low |
925-0 |
937-0 |
12-0 |
1.3% |
920-0 |
Close |
928-2 |
937-0 |
8-6 |
0.9% |
932-6 |
Range |
8-4 |
0-0 |
-8-4 |
-100.0% |
29-0 |
ATR |
9-2 |
9-2 |
0-0 |
-0.4% |
0-0 |
Volume |
1,904 |
2,390 |
486 |
25.5% |
11,476 |
|
Daily Pivots for day following 06-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
937-0 |
937-0 |
937-0 |
|
R3 |
937-0 |
937-0 |
937-0 |
|
R2 |
937-0 |
937-0 |
937-0 |
|
R1 |
937-0 |
937-0 |
937-0 |
937-0 |
PP |
937-0 |
937-0 |
937-0 |
937-0 |
S1 |
937-0 |
937-0 |
937-0 |
937-0 |
S2 |
937-0 |
937-0 |
937-0 |
|
S3 |
937-0 |
937-0 |
937-0 |
|
S4 |
937-0 |
937-0 |
937-0 |
|
|
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 |
943-4 |
920-0 |
23-4 |
2.5% |
3-1 |
0.3% |
72% |
False |
False |
2,829 |
10 |
957-4 |
920-0 |
37-4 |
4.0% |
3-4 |
0.4% |
45% |
False |
False |
2,145 |
20 |
957-4 |
920-0 |
37-4 |
4.0% |
3-1 |
0.3% |
45% |
False |
False |
1,442 |
40 |
957-4 |
920-0 |
37-4 |
4.0% |
2-0 |
0.2% |
45% |
False |
False |
1,041 |
60 |
1012-4 |
912-4 |
100-0 |
10.7% |
1-4 |
0.2% |
25% |
False |
False |
820 |
80 |
1049-4 |
912-4 |
137-0 |
14.6% |
1-2 |
0.1% |
18% |
False |
False |
664 |
100 |
1059-4 |
912-4 |
147-0 |
15.7% |
1-2 |
0.1% |
17% |
False |
False |
578 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
937-0 |
2.618 |
937-0 |
1.618 |
937-0 |
1.000 |
937-0 |
0.618 |
937-0 |
HIGH |
937-0 |
0.618 |
937-0 |
0.500 |
937-0 |
0.382 |
937-0 |
LOW |
937-0 |
0.618 |
937-0 |
1.000 |
937-0 |
1.618 |
937-0 |
2.618 |
937-0 |
4.250 |
937-0 |
|
|
Fisher Pivots for day following 06-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
937-0 |
934-4 |
PP |
937-0 |
932-0 |
S1 |
937-0 |
929-4 |
|