CME Pit-Traded Soybean Future September 2010
Trading Metrics calculated at close of trading on 27-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2010 |
27-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
991-0 |
972-6 |
-18-2 |
-1.8% |
964-2 |
High |
991-0 |
972-6 |
-18-2 |
-1.8% |
996-4 |
Low |
987-0 |
972-6 |
-14-2 |
-1.4% |
964-2 |
Close |
989-4 |
972-6 |
-16-6 |
-1.7% |
990-2 |
Range |
4-0 |
0-0 |
-4-0 |
-100.0% |
32-2 |
ATR |
8-3 |
9-0 |
0-5 |
7.2% |
0-0 |
Volume |
822 |
1,740 |
918 |
111.7% |
7,735 |
|
Daily Pivots for day following 27-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
972-6 |
972-6 |
972-6 |
|
R3 |
972-6 |
972-6 |
972-6 |
|
R2 |
972-6 |
972-6 |
972-6 |
|
R1 |
972-6 |
972-6 |
972-6 |
972-6 |
PP |
972-6 |
972-6 |
972-6 |
972-6 |
S1 |
972-6 |
972-6 |
972-6 |
972-6 |
S2 |
972-6 |
972-6 |
972-6 |
|
S3 |
972-6 |
972-6 |
972-6 |
|
S4 |
972-6 |
972-6 |
972-6 |
|
|
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 |
972-6 |
23-6 |
2.4% |
0-6 |
0.1% |
0% |
False |
True |
1,684 |
10 |
996-4 |
954-0 |
42-4 |
4.4% |
1-6 |
0.2% |
44% |
False |
False |
1,797 |
20 |
996-4 |
920-0 |
76-4 |
7.9% |
2-3 |
0.2% |
69% |
False |
False |
2,148 |
40 |
996-4 |
920-0 |
76-4 |
7.9% |
2-3 |
0.2% |
69% |
False |
False |
1,520 |
60 |
996-4 |
912-4 |
84-0 |
8.6% |
1-7 |
0.2% |
72% |
False |
False |
1,202 |
80 |
1041-0 |
912-4 |
128-4 |
13.2% |
1-4 |
0.2% |
47% |
False |
False |
982 |
100 |
1056-0 |
912-4 |
143-4 |
14.8% |
1-3 |
0.1% |
42% |
False |
False |
833 |
120 |
1059-4 |
912-4 |
147-0 |
15.1% |
1-2 |
0.1% |
41% |
False |
False |
729 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
972-6 |
2.618 |
972-6 |
1.618 |
972-6 |
1.000 |
972-6 |
0.618 |
972-6 |
HIGH |
972-6 |
0.618 |
972-6 |
0.500 |
972-6 |
0.382 |
972-6 |
LOW |
972-6 |
0.618 |
972-6 |
1.000 |
972-6 |
1.618 |
972-6 |
2.618 |
972-6 |
4.250 |
972-6 |
|
|
Fisher Pivots for day following 27-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
972-6 |
982-1 |
PP |
972-6 |
979-0 |
S1 |
972-6 |
975-7 |
|