CME Pit-Traded Soybean Future September 2010
Trading Metrics calculated at close of trading on 29-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2010 |
29-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
976-0 |
979-4 |
3-4 |
0.4% |
964-2 |
High |
984-2 |
979-4 |
-4-6 |
-0.5% |
996-4 |
Low |
968-6 |
979-4 |
10-6 |
1.1% |
964-2 |
Close |
976-0 |
979-4 |
3-4 |
0.4% |
990-2 |
Range |
15-4 |
0-0 |
-15-4 |
-100.0% |
32-2 |
ATR |
9-3 |
9-0 |
-0-3 |
-4.5% |
0-0 |
Volume |
1,071 |
1,563 |
492 |
45.9% |
7,735 |
|
Daily Pivots for day following 29-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
979-4 |
979-4 |
979-4 |
|
R3 |
979-4 |
979-4 |
979-4 |
|
R2 |
979-4 |
979-4 |
979-4 |
|
R1 |
979-4 |
979-4 |
979-4 |
979-4 |
PP |
979-4 |
979-4 |
979-4 |
979-4 |
S1 |
979-4 |
979-4 |
979-4 |
979-4 |
S2 |
979-4 |
979-4 |
979-4 |
|
S3 |
979-4 |
979-4 |
979-4 |
|
S4 |
979-4 |
979-4 |
979-4 |
|
|
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 |
991-4 |
968-6 |
22-6 |
2.3% |
3-7 |
0.4% |
47% |
False |
False |
1,579 |
10 |
996-4 |
964-2 |
32-2 |
3.3% |
2-4 |
0.3% |
47% |
False |
False |
1,570 |
20 |
996-4 |
922-0 |
74-4 |
7.6% |
3-0 |
0.3% |
77% |
False |
False |
2,076 |
40 |
996-4 |
920-0 |
76-4 |
7.8% |
2-6 |
0.3% |
78% |
False |
False |
1,568 |
60 |
996-4 |
912-4 |
84-0 |
8.6% |
2-1 |
0.2% |
80% |
False |
False |
1,236 |
80 |
1041-0 |
912-4 |
128-4 |
13.1% |
1-6 |
0.2% |
52% |
False |
False |
1,011 |
100 |
1056-0 |
912-4 |
143-4 |
14.7% |
1-4 |
0.2% |
47% |
False |
False |
851 |
120 |
1059-4 |
912-4 |
147-0 |
15.0% |
1-3 |
0.1% |
46% |
False |
False |
747 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
979-4 |
2.618 |
979-4 |
1.618 |
979-4 |
1.000 |
979-4 |
0.618 |
979-4 |
HIGH |
979-4 |
0.618 |
979-4 |
0.500 |
979-4 |
0.382 |
979-4 |
LOW |
979-4 |
0.618 |
979-4 |
1.000 |
979-4 |
1.618 |
979-4 |
2.618 |
979-4 |
4.250 |
979-4 |
|
|
Fisher Pivots for day following 29-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
979-4 |
978-4 |
PP |
979-4 |
977-4 |
S1 |
979-4 |
976-4 |
|