CME Pit-Traded Soybean Future September 2010
Trading Metrics calculated at close of trading on 19-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2010 |
19-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
973-0 |
964-2 |
-8-6 |
-0.9% |
943-6 |
High |
974-0 |
964-2 |
-9-6 |
-1.0% |
974-0 |
Low |
968-0 |
964-2 |
-3-6 |
-0.4% |
943-6 |
Close |
973-2 |
964-2 |
-9-0 |
-0.9% |
973-2 |
Range |
6-0 |
0-0 |
-6-0 |
-100.0% |
30-2 |
ATR |
8-4 |
8-4 |
0-0 |
0.4% |
0-0 |
Volume |
2,776 |
838 |
-1,938 |
-69.8% |
13,607 |
|
Daily Pivots for day following 19-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
964-2 |
964-2 |
964-2 |
|
R3 |
964-2 |
964-2 |
964-2 |
|
R2 |
964-2 |
964-2 |
964-2 |
|
R1 |
964-2 |
964-2 |
964-2 |
964-2 |
PP |
964-2 |
964-2 |
964-2 |
964-2 |
S1 |
964-2 |
964-2 |
964-2 |
964-2 |
S2 |
964-2 |
964-2 |
964-2 |
|
S3 |
964-2 |
964-2 |
964-2 |
|
S4 |
964-2 |
964-2 |
964-2 |
|
|
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 |
950-0 |
24-0 |
2.5% |
2-6 |
0.3% |
59% |
False |
False |
2,380 |
10 |
974-0 |
937-0 |
37-0 |
3.8% |
2-6 |
0.3% |
74% |
False |
False |
2,174 |
20 |
974-0 |
920-0 |
54-0 |
5.6% |
3-1 |
0.3% |
82% |
False |
False |
2,088 |
40 |
974-0 |
920-0 |
54-0 |
5.6% |
2-4 |
0.3% |
82% |
False |
False |
1,362 |
60 |
974-0 |
912-4 |
61-4 |
6.4% |
1-7 |
0.2% |
84% |
False |
False |
1,078 |
80 |
1041-0 |
912-4 |
128-4 |
13.3% |
1-4 |
0.2% |
40% |
False |
False |
884 |
100 |
1059-4 |
912-4 |
147-0 |
15.2% |
1-4 |
0.2% |
35% |
False |
False |
759 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
964-2 |
2.618 |
964-2 |
1.618 |
964-2 |
1.000 |
964-2 |
0.618 |
964-2 |
HIGH |
964-2 |
0.618 |
964-2 |
0.500 |
964-2 |
0.382 |
964-2 |
LOW |
964-2 |
0.618 |
964-2 |
1.000 |
964-2 |
1.618 |
964-2 |
2.618 |
964-2 |
4.250 |
964-2 |
|
|
Fisher Pivots for day following 19-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
964-2 |
968-4 |
PP |
964-2 |
967-1 |
S1 |
964-2 |
965-5 |
|