CME Pit-Traded Soybean Future September 2010
Trading Metrics calculated at close of trading on 09-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2010 |
09-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
942-0 |
949-0 |
7-0 |
0.7% |
933-4 |
High |
942-0 |
951-0 |
9-0 |
1.0% |
951-0 |
Low |
942-0 |
938-0 |
-4-0 |
-0.4% |
925-0 |
Close |
942-0 |
943-2 |
1-2 |
0.1% |
943-2 |
Range |
0-0 |
13-0 |
13-0 |
|
26-0 |
ATR |
8-6 |
9-1 |
0-2 |
3.4% |
0-0 |
Volume |
1,483 |
2,349 |
866 |
58.4% |
9,207 |
|
Daily Pivots for day following 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
983-1 |
976-1 |
950-3 |
|
R3 |
970-1 |
963-1 |
946-7 |
|
R2 |
957-1 |
957-1 |
945-5 |
|
R1 |
950-1 |
950-1 |
944-4 |
947-1 |
PP |
944-1 |
944-1 |
944-1 |
942-4 |
S1 |
937-1 |
937-1 |
942-0 |
934-1 |
S2 |
931-1 |
931-1 |
940-7 |
|
S3 |
918-1 |
924-1 |
939-5 |
|
S4 |
905-1 |
911-1 |
936-1 |
|
|
Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1017-6 |
1006-4 |
957-4 |
|
R3 |
991-6 |
980-4 |
950-3 |
|
R2 |
965-6 |
965-6 |
948-0 |
|
R1 |
954-4 |
954-4 |
945-5 |
960-1 |
PP |
939-6 |
939-6 |
939-6 |
942-4 |
S1 |
928-4 |
928-4 |
940-7 |
934-1 |
S2 |
913-6 |
913-6 |
938-4 |
|
S3 |
887-6 |
902-4 |
936-1 |
|
S4 |
861-6 |
876-4 |
929-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
951-0 |
925-0 |
26-0 |
2.8% |
4-2 |
0.5% |
70% |
True |
False |
1,841 |
10 |
951-0 |
920-0 |
31-0 |
3.3% |
3-7 |
0.4% |
75% |
True |
False |
2,291 |
20 |
957-4 |
920-0 |
37-4 |
4.0% |
3-1 |
0.3% |
62% |
False |
False |
1,514 |
40 |
957-4 |
920-0 |
37-4 |
4.0% |
2-2 |
0.2% |
62% |
False |
False |
1,089 |
60 |
986-4 |
912-4 |
74-0 |
7.8% |
1-6 |
0.2% |
42% |
False |
False |
892 |
80 |
1049-4 |
912-4 |
137-0 |
14.5% |
1-3 |
0.1% |
22% |
False |
False |
722 |
100 |
1059-4 |
912-4 |
147-0 |
15.6% |
1-3 |
0.1% |
21% |
False |
False |
622 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1006-2 |
2.618 |
985-0 |
1.618 |
972-0 |
1.000 |
964-0 |
0.618 |
959-0 |
HIGH |
951-0 |
0.618 |
946-0 |
0.500 |
944-4 |
0.382 |
943-0 |
LOW |
938-0 |
0.618 |
930-0 |
1.000 |
925-0 |
1.618 |
917-0 |
2.618 |
904-0 |
4.250 |
882-6 |
|
|
Fisher Pivots for day following 09-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
944-4 |
944-4 |
PP |
944-1 |
944-1 |
S1 |
943-5 |
943-5 |
|