CME Pit-Traded Soybean Future September 2010
Trading Metrics calculated at close of trading on 13-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2010 |
13-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
943-6 |
950-0 |
6-2 |
0.7% |
933-4 |
High |
943-6 |
950-0 |
6-2 |
0.7% |
951-0 |
Low |
943-6 |
950-0 |
6-2 |
0.7% |
925-0 |
Close |
943-6 |
950-0 |
6-2 |
0.7% |
943-2 |
Range |
|
|
|
|
|
ATR |
8-4 |
8-3 |
-0-1 |
-1.9% |
0-0 |
Volume |
2,545 |
3,387 |
842 |
33.1% |
9,207 |
|
Daily Pivots for day following 13-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
950-0 |
950-0 |
950-0 |
|
R3 |
950-0 |
950-0 |
950-0 |
|
R2 |
950-0 |
950-0 |
950-0 |
|
R1 |
950-0 |
950-0 |
950-0 |
950-0 |
PP |
950-0 |
950-0 |
950-0 |
950-0 |
S1 |
950-0 |
950-0 |
950-0 |
950-0 |
S2 |
950-0 |
950-0 |
950-0 |
|
S3 |
950-0 |
950-0 |
950-0 |
|
S4 |
950-0 |
950-0 |
950-0 |
|
|
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 |
938-0 |
13-0 |
1.4% |
2-5 |
0.3% |
92% |
False |
False |
2,169 |
10 |
951-0 |
920-0 |
31-0 |
3.3% |
2-7 |
0.3% |
97% |
False |
False |
2,499 |
20 |
957-4 |
920-0 |
37-4 |
3.9% |
3-0 |
0.3% |
80% |
False |
False |
1,738 |
40 |
957-4 |
920-0 |
37-4 |
3.9% |
2-2 |
0.2% |
80% |
False |
False |
1,212 |
60 |
958-2 |
912-4 |
45-6 |
4.8% |
1-6 |
0.2% |
82% |
False |
False |
967 |
80 |
1049-4 |
912-4 |
137-0 |
14.4% |
1-3 |
0.1% |
27% |
False |
False |
793 |
100 |
1059-4 |
912-4 |
147-0 |
15.5% |
1-3 |
0.1% |
26% |
False |
False |
681 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
950-0 |
2.618 |
950-0 |
1.618 |
950-0 |
1.000 |
950-0 |
0.618 |
950-0 |
HIGH |
950-0 |
0.618 |
950-0 |
0.500 |
950-0 |
0.382 |
950-0 |
LOW |
950-0 |
0.618 |
950-0 |
1.000 |
950-0 |
1.618 |
950-0 |
2.618 |
950-0 |
4.250 |
950-0 |
|
|
Fisher Pivots for day following 13-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
950-0 |
948-1 |
PP |
950-0 |
946-3 |
S1 |
950-0 |
944-4 |
|