CME Pit-Traded Soybean Future September 2010
Trading Metrics calculated at close of trading on 15-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2010 |
15-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
954-0 |
963-0 |
9-0 |
0.9% |
933-4 |
High |
954-0 |
971-0 |
17-0 |
1.8% |
951-0 |
Low |
954-0 |
963-0 |
9-0 |
0.9% |
925-0 |
Close |
954-0 |
969-4 |
15-4 |
1.6% |
943-2 |
Range |
0-0 |
8-0 |
8-0 |
|
26-0 |
ATR |
8-0 |
8-5 |
0-5 |
8.0% |
0-0 |
Volume |
2,759 |
2,140 |
-619 |
-22.4% |
9,207 |
|
Daily Pivots for day following 15-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
991-7 |
988-5 |
973-7 |
|
R3 |
983-7 |
980-5 |
971-6 |
|
R2 |
975-7 |
975-7 |
971-0 |
|
R1 |
972-5 |
972-5 |
970-2 |
974-2 |
PP |
967-7 |
967-7 |
967-7 |
968-5 |
S1 |
964-5 |
964-5 |
968-6 |
966-2 |
S2 |
959-7 |
959-7 |
968-0 |
|
S3 |
951-7 |
956-5 |
967-2 |
|
S4 |
943-7 |
948-5 |
965-1 |
|
|
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 |
971-0 |
938-0 |
33-0 |
3.4% |
4-2 |
0.4% |
95% |
True |
False |
2,636 |
10 |
971-0 |
922-0 |
49-0 |
5.1% |
3-4 |
0.4% |
97% |
True |
False |
2,582 |
20 |
971-0 |
920-0 |
51-0 |
5.3% |
3-0 |
0.3% |
97% |
True |
False |
1,954 |
40 |
971-0 |
920-0 |
51-0 |
5.3% |
2-2 |
0.2% |
97% |
True |
False |
1,293 |
60 |
971-0 |
912-4 |
58-4 |
6.0% |
1-7 |
0.2% |
97% |
True |
False |
1,035 |
80 |
1041-0 |
912-4 |
128-4 |
13.3% |
1-3 |
0.1% |
44% |
False |
False |
846 |
100 |
1059-4 |
912-4 |
147-0 |
15.2% |
1-3 |
0.1% |
39% |
False |
False |
729 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1005-0 |
2.618 |
992-0 |
1.618 |
984-0 |
1.000 |
979-0 |
0.618 |
976-0 |
HIGH |
971-0 |
0.618 |
968-0 |
0.500 |
967-0 |
0.382 |
966-0 |
LOW |
963-0 |
0.618 |
958-0 |
1.000 |
955-0 |
1.618 |
950-0 |
2.618 |
942-0 |
4.250 |
929-0 |
|
|
Fisher Pivots for day following 15-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
968-5 |
966-4 |
PP |
967-7 |
963-4 |
S1 |
967-0 |
960-4 |
|