CME Pit-Traded Soybean Future September 2010
Trading Metrics calculated at close of trading on 28-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2010 |
28-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
972-6 |
976-0 |
3-2 |
0.3% |
964-2 |
High |
972-6 |
984-2 |
11-4 |
1.2% |
996-4 |
Low |
972-6 |
968-6 |
-4-0 |
-0.4% |
964-2 |
Close |
972-6 |
976-0 |
3-2 |
0.3% |
990-2 |
Range |
0-0 |
15-4 |
15-4 |
|
32-2 |
ATR |
9-0 |
9-3 |
0-4 |
5.2% |
0-0 |
Volume |
1,740 |
1,071 |
-669 |
-38.4% |
7,735 |
|
Daily Pivots for day following 28-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1022-7 |
1014-7 |
984-4 |
|
R3 |
1007-3 |
999-3 |
980-2 |
|
R2 |
991-7 |
991-7 |
978-7 |
|
R1 |
983-7 |
983-7 |
977-3 |
983-6 |
PP |
976-3 |
976-3 |
976-3 |
976-2 |
S1 |
968-3 |
968-3 |
974-5 |
968-2 |
S2 |
960-7 |
960-7 |
973-1 |
|
S3 |
945-3 |
952-7 |
971-6 |
|
S4 |
929-7 |
937-3 |
967-4 |
|
|
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 |
968-6 |
27-6 |
2.8% |
3-7 |
0.4% |
26% |
False |
True |
1,577 |
10 |
996-4 |
963-0 |
33-4 |
3.4% |
3-3 |
0.3% |
39% |
False |
False |
1,628 |
20 |
996-4 |
920-0 |
76-4 |
7.8% |
3-1 |
0.3% |
73% |
False |
False |
2,121 |
40 |
996-4 |
920-0 |
76-4 |
7.8% |
2-6 |
0.3% |
73% |
False |
False |
1,534 |
60 |
996-4 |
912-4 |
84-0 |
8.6% |
2-1 |
0.2% |
76% |
False |
False |
1,212 |
80 |
1041-0 |
912-4 |
128-4 |
13.2% |
1-6 |
0.2% |
49% |
False |
False |
994 |
100 |
1056-0 |
912-4 |
143-4 |
14.7% |
1-4 |
0.2% |
44% |
False |
False |
839 |
120 |
1059-4 |
912-4 |
147-0 |
15.1% |
1-3 |
0.1% |
43% |
False |
False |
737 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1050-1 |
2.618 |
1024-7 |
1.618 |
1009-3 |
1.000 |
999-6 |
0.618 |
993-7 |
HIGH |
984-2 |
0.618 |
978-3 |
0.500 |
976-4 |
0.382 |
974-5 |
LOW |
968-6 |
0.618 |
959-1 |
1.000 |
953-2 |
1.618 |
943-5 |
2.618 |
928-1 |
4.250 |
902-7 |
|
|
Fisher Pivots for day following 28-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
976-4 |
979-7 |
PP |
976-3 |
978-5 |
S1 |
976-1 |
977-2 |
|