CME Pit-Traded Soybean Future September 2010
Trading Metrics calculated at close of trading on 21-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2010 |
21-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
972-2 |
986-0 |
13-6 |
1.4% |
943-6 |
High |
972-2 |
986-0 |
13-6 |
1.4% |
974-0 |
Low |
972-2 |
986-0 |
13-6 |
1.4% |
943-6 |
Close |
972-2 |
986-0 |
13-6 |
1.4% |
973-2 |
Range |
|
|
|
|
|
ATR |
8-4 |
8-7 |
0-3 |
4.5% |
0-0 |
Volume |
1,035 |
1,609 |
574 |
55.5% |
13,607 |
|
Daily Pivots for day following 21-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
986-0 |
986-0 |
986-0 |
|
R3 |
986-0 |
986-0 |
986-0 |
|
R2 |
986-0 |
986-0 |
986-0 |
|
R1 |
986-0 |
986-0 |
986-0 |
986-0 |
PP |
986-0 |
986-0 |
986-0 |
986-0 |
S1 |
986-0 |
986-0 |
986-0 |
986-0 |
S2 |
986-0 |
986-0 |
986-0 |
|
S3 |
986-0 |
986-0 |
986-0 |
|
S4 |
986-0 |
986-0 |
986-0 |
|
|
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 |
986-0 |
963-0 |
23-0 |
2.3% |
2-6 |
0.3% |
100% |
True |
False |
1,679 |
10 |
986-0 |
938-0 |
48-0 |
4.9% |
2-6 |
0.3% |
100% |
True |
False |
2,092 |
20 |
986-0 |
920-0 |
66-0 |
6.7% |
2-6 |
0.3% |
100% |
True |
False |
2,135 |
40 |
986-0 |
920-0 |
66-0 |
6.7% |
2-4 |
0.2% |
100% |
True |
False |
1,416 |
60 |
986-0 |
912-4 |
73-4 |
7.5% |
1-6 |
0.2% |
100% |
True |
False |
1,117 |
80 |
1041-0 |
912-4 |
128-4 |
13.0% |
1-4 |
0.2% |
57% |
False |
False |
912 |
100 |
1059-4 |
912-4 |
147-0 |
14.9% |
1-3 |
0.1% |
50% |
False |
False |
778 |
120 |
1059-4 |
912-4 |
147-0 |
14.9% |
1-3 |
0.1% |
50% |
False |
False |
676 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
986-0 |
2.618 |
986-0 |
1.618 |
986-0 |
1.000 |
986-0 |
0.618 |
986-0 |
HIGH |
986-0 |
0.618 |
986-0 |
0.500 |
986-0 |
0.382 |
986-0 |
LOW |
986-0 |
0.618 |
986-0 |
1.000 |
986-0 |
1.618 |
986-0 |
2.618 |
986-0 |
4.250 |
986-0 |
|
|
Fisher Pivots for day following 21-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
986-0 |
982-3 |
PP |
986-0 |
978-6 |
S1 |
986-0 |
975-1 |
|