CME Pit-Traded Soybean Future September 2010
Trading Metrics calculated at close of trading on 08-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2010 |
08-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
945-6 |
942-0 |
-3-6 |
-0.4% |
939-0 |
High |
945-6 |
942-0 |
-3-6 |
-0.4% |
949-0 |
Low |
945-6 |
942-0 |
-3-6 |
-0.4% |
920-0 |
Close |
945-6 |
942-0 |
-3-6 |
-0.4% |
932-6 |
Range |
|
|
|
|
|
ATR |
9-1 |
8-6 |
-0-3 |
-4.2% |
0-0 |
Volume |
1,081 |
1,483 |
402 |
37.2% |
11,476 |
|
Daily Pivots for day following 08-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
942-0 |
942-0 |
942-0 |
|
R3 |
942-0 |
942-0 |
942-0 |
|
R2 |
942-0 |
942-0 |
942-0 |
|
R1 |
942-0 |
942-0 |
942-0 |
942-0 |
PP |
942-0 |
942-0 |
942-0 |
942-0 |
S1 |
942-0 |
942-0 |
942-0 |
942-0 |
S2 |
942-0 |
942-0 |
942-0 |
|
S3 |
942-0 |
942-0 |
942-0 |
|
S4 |
942-0 |
942-0 |
942-0 |
|
|
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 |
945-6 |
922-0 |
23-6 |
2.5% |
2-6 |
0.3% |
84% |
False |
False |
2,529 |
10 |
949-0 |
920-0 |
29-0 |
3.1% |
2-4 |
0.3% |
76% |
False |
False |
2,221 |
20 |
957-4 |
920-0 |
37-4 |
4.0% |
2-4 |
0.3% |
59% |
False |
False |
1,472 |
40 |
957-4 |
920-0 |
37-4 |
4.0% |
2-0 |
0.2% |
59% |
False |
False |
1,068 |
60 |
986-4 |
912-4 |
74-0 |
7.9% |
1-4 |
0.2% |
40% |
False |
False |
853 |
80 |
1049-4 |
912-4 |
137-0 |
14.5% |
1-1 |
0.1% |
22% |
False |
False |
694 |
100 |
1059-4 |
912-4 |
147-0 |
15.6% |
1-2 |
0.1% |
20% |
False |
False |
599 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
942-0 |
2.618 |
942-0 |
1.618 |
942-0 |
1.000 |
942-0 |
0.618 |
942-0 |
HIGH |
942-0 |
0.618 |
942-0 |
0.500 |
942-0 |
0.382 |
942-0 |
LOW |
942-0 |
0.618 |
942-0 |
1.000 |
942-0 |
1.618 |
942-0 |
2.618 |
942-0 |
4.250 |
942-0 |
|
|
Fisher Pivots for day following 08-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
942-0 |
941-6 |
PP |
942-0 |
941-5 |
S1 |
942-0 |
941-3 |
|