CME Pit-Traded Soybean Future September 2010
Trading Metrics calculated at close of trading on 16-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2010 |
16-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
963-0 |
973-0 |
10-0 |
1.0% |
943-6 |
High |
971-0 |
974-0 |
3-0 |
0.3% |
974-0 |
Low |
963-0 |
968-0 |
5-0 |
0.5% |
943-6 |
Close |
969-4 |
973-2 |
3-6 |
0.4% |
973-2 |
Range |
8-0 |
6-0 |
-2-0 |
-25.0% |
30-2 |
ATR |
8-5 |
8-4 |
-0-2 |
-2.2% |
0-0 |
Volume |
2,140 |
2,776 |
636 |
29.7% |
13,607 |
|
Daily Pivots for day following 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
989-6 |
987-4 |
976-4 |
|
R3 |
983-6 |
981-4 |
974-7 |
|
R2 |
977-6 |
977-6 |
974-3 |
|
R1 |
975-4 |
975-4 |
973-6 |
976-5 |
PP |
971-6 |
971-6 |
971-6 |
972-2 |
S1 |
969-4 |
969-4 |
972-6 |
970-5 |
S2 |
965-6 |
965-6 |
972-1 |
|
S3 |
959-6 |
963-4 |
971-5 |
|
S4 |
953-6 |
957-4 |
970-0 |
|
|
Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1054-3 |
1044-1 |
989-7 |
|
R3 |
1024-1 |
1013-7 |
981-5 |
|
R2 |
993-7 |
993-7 |
978-6 |
|
R1 |
983-5 |
983-5 |
976-0 |
988-6 |
PP |
963-5 |
963-5 |
963-5 |
966-2 |
S1 |
953-3 |
953-3 |
970-4 |
958-4 |
S2 |
933-3 |
933-3 |
967-6 |
|
S3 |
903-1 |
923-1 |
964-7 |
|
S4 |
872-7 |
892-7 |
956-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
974-0 |
943-6 |
30-2 |
3.1% |
2-6 |
0.3% |
98% |
True |
False |
2,721 |
10 |
974-0 |
925-0 |
49-0 |
5.0% |
3-4 |
0.4% |
98% |
True |
False |
2,281 |
20 |
974-0 |
920-0 |
54-0 |
5.5% |
3-1 |
0.3% |
99% |
True |
False |
2,066 |
40 |
974-0 |
920-0 |
54-0 |
5.5% |
2-4 |
0.3% |
99% |
True |
False |
1,348 |
60 |
974-0 |
912-4 |
61-4 |
6.3% |
1-7 |
0.2% |
99% |
True |
False |
1,077 |
80 |
1041-0 |
912-4 |
128-4 |
13.2% |
1-4 |
0.2% |
47% |
False |
False |
876 |
100 |
1059-4 |
912-4 |
147-0 |
15.1% |
1-4 |
0.1% |
41% |
False |
False |
755 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
999-4 |
2.618 |
989-6 |
1.618 |
983-6 |
1.000 |
980-0 |
0.618 |
977-6 |
HIGH |
974-0 |
0.618 |
971-6 |
0.500 |
971-0 |
0.382 |
970-2 |
LOW |
968-0 |
0.618 |
964-2 |
1.000 |
962-0 |
1.618 |
958-2 |
2.618 |
952-2 |
4.250 |
942-4 |
|
|
Fisher Pivots for day following 16-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
972-4 |
970-1 |
PP |
971-6 |
967-1 |
S1 |
971-0 |
964-0 |
|