CME Pit-Traded Soybean Future September 2010
Trading Metrics calculated at close of trading on 03-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2010 |
03-May-2010 |
Change |
Change % |
Previous Week |
Open |
983-6 |
973-0 |
-10-6 |
-1.1% |
991-0 |
High |
983-6 |
973-0 |
-10-6 |
-1.1% |
991-0 |
Low |
983-6 |
971-4 |
-12-2 |
-1.2% |
968-6 |
Close |
983-6 |
972-4 |
-11-2 |
-1.1% |
983-6 |
Range |
0-0 |
1-4 |
1-4 |
|
22-2 |
ATR |
8-5 |
8-7 |
0-2 |
3.0% |
0-0 |
Volume |
1,026 |
832 |
-194 |
-18.9% |
6,222 |
|
Daily Pivots for day following 03-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
976-7 |
976-1 |
973-3 |
|
R3 |
975-3 |
974-5 |
972-7 |
|
R2 |
973-7 |
973-7 |
972-6 |
|
R1 |
973-1 |
973-1 |
972-5 |
972-6 |
PP |
972-3 |
972-3 |
972-3 |
972-1 |
S1 |
971-5 |
971-5 |
972-3 |
971-2 |
S2 |
970-7 |
970-7 |
972-2 |
|
S3 |
969-3 |
970-1 |
972-1 |
|
S4 |
967-7 |
968-5 |
971-5 |
|
|
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 |
984-2 |
968-6 |
15-4 |
1.6% |
3-3 |
0.3% |
24% |
False |
False |
1,246 |
10 |
996-4 |
968-6 |
27-6 |
2.9% |
2-1 |
0.2% |
14% |
False |
False |
1,395 |
20 |
996-4 |
937-0 |
59-4 |
6.1% |
2-3 |
0.2% |
60% |
False |
False |
1,784 |
40 |
996-4 |
920-0 |
76-4 |
7.9% |
2-6 |
0.3% |
69% |
False |
False |
1,566 |
60 |
996-4 |
914-2 |
82-2 |
8.5% |
2-1 |
0.2% |
71% |
False |
False |
1,258 |
80 |
1015-0 |
912-4 |
102-4 |
10.5% |
1-6 |
0.2% |
59% |
False |
False |
1,032 |
100 |
1049-4 |
912-4 |
137-0 |
14.1% |
1-4 |
0.2% |
44% |
False |
False |
866 |
120 |
1059-4 |
912-4 |
147-0 |
15.1% |
1-3 |
0.1% |
41% |
False |
False |
761 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
979-3 |
2.618 |
976-7 |
1.618 |
975-3 |
1.000 |
974-4 |
0.618 |
973-7 |
HIGH |
973-0 |
0.618 |
972-3 |
0.500 |
972-2 |
0.382 |
972-1 |
LOW |
971-4 |
0.618 |
970-5 |
1.000 |
970-0 |
1.618 |
969-1 |
2.618 |
967-5 |
4.250 |
965-1 |
|
|
Fisher Pivots for day following 03-May-2010 |
Pivot |
1 day |
3 day |
R1 |
972-3 |
977-5 |
PP |
972-3 |
975-7 |
S1 |
972-2 |
974-2 |
|