CME Pit-Traded Soybean Future September 2010
Trading Metrics calculated at close of trading on 14-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2010 |
14-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
950-0 |
954-0 |
4-0 |
0.4% |
933-4 |
High |
950-0 |
954-0 |
4-0 |
0.4% |
951-0 |
Low |
950-0 |
954-0 |
4-0 |
0.4% |
925-0 |
Close |
950-0 |
954-0 |
4-0 |
0.4% |
943-2 |
Range |
|
|
|
|
|
ATR |
8-3 |
8-0 |
-0-2 |
-3.7% |
0-0 |
Volume |
3,387 |
2,759 |
-628 |
-18.5% |
9,207 |
|
Daily Pivots for day following 14-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
954-0 |
954-0 |
954-0 |
|
R3 |
954-0 |
954-0 |
954-0 |
|
R2 |
954-0 |
954-0 |
954-0 |
|
R1 |
954-0 |
954-0 |
954-0 |
954-0 |
PP |
954-0 |
954-0 |
954-0 |
954-0 |
S1 |
954-0 |
954-0 |
954-0 |
954-0 |
S2 |
954-0 |
954-0 |
954-0 |
|
S3 |
954-0 |
954-0 |
954-0 |
|
S4 |
954-0 |
954-0 |
954-0 |
|
|
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 |
954-0 |
938-0 |
16-0 |
1.7% |
2-5 |
0.3% |
100% |
True |
False |
2,504 |
10 |
954-0 |
920-0 |
34-0 |
3.6% |
2-7 |
0.3% |
100% |
True |
False |
2,614 |
20 |
957-4 |
920-0 |
37-4 |
3.9% |
2-4 |
0.3% |
91% |
False |
False |
1,863 |
40 |
957-4 |
920-0 |
37-4 |
3.9% |
2-1 |
0.2% |
91% |
False |
False |
1,275 |
60 |
957-4 |
912-4 |
45-0 |
4.7% |
1-6 |
0.2% |
92% |
False |
False |
1,007 |
80 |
1041-0 |
912-4 |
128-4 |
13.5% |
1-3 |
0.1% |
32% |
False |
False |
822 |
100 |
1059-4 |
912-4 |
147-0 |
15.4% |
1-3 |
0.1% |
28% |
False |
False |
708 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
954-0 |
2.618 |
954-0 |
1.618 |
954-0 |
1.000 |
954-0 |
0.618 |
954-0 |
HIGH |
954-0 |
0.618 |
954-0 |
0.500 |
954-0 |
0.382 |
954-0 |
LOW |
954-0 |
0.618 |
954-0 |
1.000 |
954-0 |
1.618 |
954-0 |
2.618 |
954-0 |
4.250 |
954-0 |
|
|
Fisher Pivots for day following 14-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
954-0 |
952-2 |
PP |
954-0 |
950-5 |
S1 |
954-0 |
948-7 |
|