CME Pit-Traded Soybean Future September 2010
Trading Metrics calculated at close of trading on 22-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2010 |
22-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
986-0 |
996-4 |
10-4 |
1.1% |
943-6 |
High |
986-0 |
996-4 |
10-4 |
1.1% |
974-0 |
Low |
986-0 |
996-4 |
10-4 |
1.1% |
943-6 |
Close |
986-0 |
996-4 |
10-4 |
1.1% |
973-2 |
Range |
|
|
|
|
|
ATR |
8-7 |
9-0 |
0-1 |
1.3% |
0-0 |
Volume |
1,609 |
1,550 |
-59 |
-3.7% |
13,607 |
|
Daily Pivots for day following 22-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
996-4 |
996-4 |
996-4 |
|
R3 |
996-4 |
996-4 |
996-4 |
|
R2 |
996-4 |
996-4 |
996-4 |
|
R1 |
996-4 |
996-4 |
996-4 |
996-4 |
PP |
996-4 |
996-4 |
996-4 |
996-4 |
S1 |
996-4 |
996-4 |
996-4 |
996-4 |
S2 |
996-4 |
996-4 |
996-4 |
|
S3 |
996-4 |
996-4 |
996-4 |
|
S4 |
996-4 |
996-4 |
996-4 |
|
|
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 |
996-4 |
964-2 |
32-2 |
3.2% |
1-2 |
0.1% |
100% |
True |
False |
1,561 |
10 |
996-4 |
938-0 |
58-4 |
5.9% |
2-6 |
0.3% |
100% |
True |
False |
2,098 |
20 |
996-4 |
920-0 |
76-4 |
7.7% |
2-5 |
0.3% |
100% |
True |
False |
2,160 |
40 |
996-4 |
920-0 |
76-4 |
7.7% |
2-2 |
0.2% |
100% |
True |
False |
1,417 |
60 |
996-4 |
912-4 |
84-0 |
8.4% |
1-6 |
0.2% |
100% |
True |
False |
1,133 |
80 |
1041-0 |
912-4 |
128-4 |
12.9% |
1-4 |
0.1% |
65% |
False |
False |
928 |
100 |
1059-4 |
912-4 |
147-0 |
14.8% |
1-3 |
0.1% |
57% |
False |
False |
792 |
120 |
1059-4 |
912-4 |
147-0 |
14.8% |
1-3 |
0.1% |
57% |
False |
False |
688 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
996-4 |
2.618 |
996-4 |
1.618 |
996-4 |
1.000 |
996-4 |
0.618 |
996-4 |
HIGH |
996-4 |
0.618 |
996-4 |
0.500 |
996-4 |
0.382 |
996-4 |
LOW |
996-4 |
0.618 |
996-4 |
1.000 |
996-4 |
1.618 |
996-4 |
2.618 |
996-4 |
4.250 |
996-4 |
|
|
Fisher Pivots for day following 22-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
996-4 |
992-4 |
PP |
996-4 |
988-3 |
S1 |
996-4 |
984-3 |
|