CME Pit-Traded Soybean Future September 2010
Trading Metrics calculated at close of trading on 23-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2010 |
23-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
996-4 |
991-4 |
-5-0 |
-0.5% |
964-2 |
High |
996-4 |
991-4 |
-5-0 |
-0.5% |
996-4 |
Low |
996-4 |
991-4 |
-5-0 |
-0.5% |
964-2 |
Close |
996-4 |
990-2 |
-6-2 |
-0.6% |
990-2 |
Range |
|
|
|
|
|
ATR |
9-0 |
8-5 |
-0-2 |
-3.2% |
0-0 |
Volume |
1,550 |
2,703 |
1,153 |
74.4% |
7,735 |
|
Daily Pivots for day following 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
991-1 |
990-5 |
990-2 |
|
R3 |
991-1 |
990-5 |
990-2 |
|
R2 |
991-1 |
991-1 |
990-2 |
|
R1 |
990-5 |
990-5 |
990-2 |
990-7 |
PP |
991-1 |
991-1 |
991-1 |
991-2 |
S1 |
990-5 |
990-5 |
990-2 |
990-7 |
S2 |
991-1 |
991-1 |
990-2 |
|
S3 |
991-1 |
990-5 |
990-2 |
|
S4 |
991-1 |
990-5 |
990-2 |
|
|
Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1080-3 |
1067-5 |
1008-0 |
|
R3 |
1048-1 |
1035-3 |
999-1 |
|
R2 |
1015-7 |
1015-7 |
996-1 |
|
R1 |
1003-1 |
1003-1 |
993-2 |
1009-4 |
PP |
983-5 |
983-5 |
983-5 |
986-7 |
S1 |
970-7 |
970-7 |
987-2 |
977-2 |
S2 |
951-3 |
951-3 |
984-3 |
|
S3 |
919-1 |
938-5 |
981-3 |
|
S4 |
886-7 |
906-3 |
972-4 |
|
|
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 |
3.3% |
0-0 |
0.0% |
81% |
False |
False |
1,547 |
10 |
996-4 |
943-6 |
52-6 |
5.3% |
1-3 |
0.1% |
88% |
False |
False |
2,134 |
20 |
996-4 |
920-0 |
76-4 |
7.7% |
2-5 |
0.3% |
92% |
False |
False |
2,212 |
40 |
996-4 |
920-0 |
76-4 |
7.7% |
2-2 |
0.2% |
92% |
False |
False |
1,474 |
60 |
996-4 |
912-4 |
84-0 |
8.5% |
1-6 |
0.2% |
93% |
False |
False |
1,174 |
80 |
1041-0 |
912-4 |
128-4 |
13.0% |
1-4 |
0.2% |
61% |
False |
False |
961 |
100 |
1059-4 |
912-4 |
147-0 |
14.8% |
1-2 |
0.1% |
53% |
False |
False |
815 |
120 |
1059-4 |
912-4 |
147-0 |
14.8% |
1-3 |
0.1% |
53% |
False |
False |
709 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
991-4 |
2.618 |
991-4 |
1.618 |
991-4 |
1.000 |
991-4 |
0.618 |
991-4 |
HIGH |
991-4 |
0.618 |
991-4 |
0.500 |
991-4 |
0.382 |
991-4 |
LOW |
991-4 |
0.618 |
991-4 |
1.000 |
991-4 |
1.618 |
991-4 |
2.618 |
991-4 |
4.250 |
991-4 |
|
|
Fisher Pivots for day following 23-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
991-4 |
991-2 |
PP |
991-1 |
990-7 |
S1 |
990-5 |
990-5 |
|