CME Pit-Traded Soybean Future September 2010
Trading Metrics calculated at close of trading on 26-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2010 |
26-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
991-4 |
991-0 |
-0-4 |
-0.1% |
964-2 |
High |
991-4 |
991-0 |
-0-4 |
-0.1% |
996-4 |
Low |
991-4 |
987-0 |
-4-4 |
-0.5% |
964-2 |
Close |
990-2 |
989-4 |
-0-6 |
-0.1% |
990-2 |
Range |
0-0 |
4-0 |
4-0 |
|
32-2 |
ATR |
8-5 |
8-3 |
-0-3 |
-3.9% |
0-0 |
Volume |
2,703 |
822 |
-1,881 |
-69.6% |
7,735 |
|
Daily Pivots for day following 26-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1001-1 |
999-3 |
991-6 |
|
R3 |
997-1 |
995-3 |
990-5 |
|
R2 |
993-1 |
993-1 |
990-2 |
|
R1 |
991-3 |
991-3 |
989-7 |
990-2 |
PP |
989-1 |
989-1 |
989-1 |
988-5 |
S1 |
987-3 |
987-3 |
989-1 |
986-2 |
S2 |
985-1 |
985-1 |
988-6 |
|
S3 |
981-1 |
983-3 |
988-3 |
|
S4 |
977-1 |
979-3 |
987-2 |
|
|
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 |
972-2 |
24-2 |
2.5% |
0-6 |
0.1% |
71% |
False |
False |
1,543 |
10 |
996-4 |
950-0 |
46-4 |
4.7% |
1-6 |
0.2% |
85% |
False |
False |
1,961 |
20 |
996-4 |
920-0 |
76-4 |
7.7% |
2-7 |
0.3% |
91% |
False |
False |
2,142 |
40 |
996-4 |
920-0 |
76-4 |
7.7% |
2-3 |
0.2% |
91% |
False |
False |
1,486 |
60 |
996-4 |
912-4 |
84-0 |
8.5% |
1-7 |
0.2% |
92% |
False |
False |
1,184 |
80 |
1041-0 |
912-4 |
128-4 |
13.0% |
1-4 |
0.2% |
60% |
False |
False |
965 |
100 |
1058-4 |
912-4 |
146-0 |
14.8% |
1-3 |
0.1% |
53% |
False |
False |
817 |
120 |
1059-4 |
912-4 |
147-0 |
14.9% |
1-4 |
0.1% |
52% |
False |
False |
716 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1008-0 |
2.618 |
1001-4 |
1.618 |
997-4 |
1.000 |
995-0 |
0.618 |
993-4 |
HIGH |
991-0 |
0.618 |
989-4 |
0.500 |
989-0 |
0.382 |
988-4 |
LOW |
987-0 |
0.618 |
984-4 |
1.000 |
983-0 |
1.618 |
980-4 |
2.618 |
976-4 |
4.250 |
970-0 |
|
|
Fisher Pivots for day following 26-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
989-3 |
991-6 |
PP |
989-1 |
991-0 |
S1 |
989-0 |
990-2 |
|