CME Pit-Traded Soybean Future September 2010
Trading Metrics calculated at close of trading on 30-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2010 |
30-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
979-4 |
983-6 |
4-2 |
0.4% |
991-0 |
High |
979-4 |
983-6 |
4-2 |
0.4% |
991-0 |
Low |
979-4 |
983-6 |
4-2 |
0.4% |
968-6 |
Close |
979-4 |
983-6 |
4-2 |
0.4% |
983-6 |
Range |
|
|
|
|
|
ATR |
9-0 |
8-5 |
-0-3 |
-3.8% |
0-0 |
Volume |
1,563 |
1,026 |
-537 |
-34.4% |
6,222 |
|
Daily Pivots for day following 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
983-6 |
983-6 |
983-6 |
|
R3 |
983-6 |
983-6 |
983-6 |
|
R2 |
983-6 |
983-6 |
983-6 |
|
R1 |
983-6 |
983-6 |
983-6 |
983-6 |
PP |
983-6 |
983-6 |
983-6 |
983-6 |
S1 |
983-6 |
983-6 |
983-6 |
983-6 |
S2 |
983-6 |
983-6 |
983-6 |
|
S3 |
983-6 |
983-6 |
983-6 |
|
S4 |
983-6 |
983-6 |
983-6 |
|
|
Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1047-7 |
1038-1 |
996-0 |
|
R3 |
1025-5 |
1015-7 |
989-7 |
|
R2 |
1003-3 |
1003-3 |
987-7 |
|
R1 |
993-5 |
993-5 |
985-6 |
987-3 |
PP |
981-1 |
981-1 |
981-1 |
978-0 |
S1 |
971-3 |
971-3 |
981-6 |
965-1 |
S2 |
958-7 |
958-7 |
979-5 |
|
S3 |
936-5 |
949-1 |
977-5 |
|
S4 |
914-3 |
926-7 |
971-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
991-0 |
968-6 |
22-2 |
2.3% |
3-7 |
0.4% |
67% |
False |
False |
1,244 |
10 |
996-4 |
964-2 |
32-2 |
3.3% |
2-0 |
0.2% |
60% |
False |
False |
1,395 |
20 |
996-4 |
925-0 |
71-4 |
7.3% |
2-6 |
0.3% |
82% |
False |
False |
1,838 |
40 |
996-4 |
920-0 |
76-4 |
7.8% |
2-6 |
0.3% |
83% |
False |
False |
1,587 |
60 |
996-4 |
914-2 |
82-2 |
8.4% |
2-1 |
0.2% |
84% |
False |
False |
1,246 |
80 |
1041-0 |
912-4 |
128-4 |
13.1% |
1-6 |
0.2% |
55% |
False |
False |
1,022 |
100 |
1056-0 |
912-4 |
143-4 |
14.6% |
1-4 |
0.2% |
50% |
False |
False |
860 |
120 |
1059-4 |
912-4 |
147-0 |
14.9% |
1-3 |
0.1% |
48% |
False |
False |
755 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
983-6 |
2.618 |
983-6 |
1.618 |
983-6 |
1.000 |
983-6 |
0.618 |
983-6 |
HIGH |
983-6 |
0.618 |
983-6 |
0.500 |
983-6 |
0.382 |
983-6 |
LOW |
983-6 |
0.618 |
983-6 |
1.000 |
983-6 |
1.618 |
983-6 |
2.618 |
983-6 |
4.250 |
983-6 |
|
|
Fisher Pivots for day following 30-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
983-6 |
981-3 |
PP |
983-6 |
978-7 |
S1 |
983-6 |
976-4 |
|