CME Pit-Traded Soybean Future May 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 |
988-0 |
986-0 |
-2-0 |
-0.2% |
1008-0 |
High |
991-0 |
986-0 |
-5-0 |
-0.5% |
1008-0 |
Low |
985-4 |
974-4 |
-11-0 |
-1.1% |
978-0 |
Close |
989-4 |
975-6 |
-13-6 |
-1.4% |
989-4 |
Range |
5-4 |
11-4 |
6-0 |
109.1% |
30-0 |
ATR |
13-5 |
13-6 |
0-1 |
0.7% |
0-0 |
Volume |
35,022 |
13,964 |
-21,058 |
-60.1% |
189,680 |
|
Daily Pivots for day following 03-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1013-2 |
1006-0 |
982-1 |
|
R3 |
1001-6 |
994-4 |
978-7 |
|
R2 |
990-2 |
990-2 |
977-7 |
|
R1 |
983-0 |
983-0 |
976-6 |
980-7 |
PP |
978-6 |
978-6 |
978-6 |
977-6 |
S1 |
971-4 |
971-4 |
974-6 |
969-3 |
S2 |
967-2 |
967-2 |
973-5 |
|
S3 |
955-6 |
960-0 |
972-5 |
|
S4 |
944-2 |
948-4 |
969-3 |
|
|
Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1081-7 |
1065-5 |
1006-0 |
|
R3 |
1051-7 |
1035-5 |
997-6 |
|
R2 |
1021-7 |
1021-7 |
995-0 |
|
R1 |
1005-5 |
1005-5 |
992-2 |
998-6 |
PP |
991-7 |
991-7 |
991-7 |
988-3 |
S1 |
975-5 |
975-5 |
986-6 |
968-6 |
S2 |
961-7 |
961-7 |
984-0 |
|
S3 |
931-7 |
945-5 |
981-2 |
|
S4 |
901-7 |
915-5 |
973-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
996-0 |
974-4 |
21-4 |
2.2% |
10-5 |
1.1% |
6% |
False |
True |
34,285 |
10 |
1008-0 |
974-4 |
33-4 |
3.4% |
11-2 |
1.1% |
4% |
False |
True |
37,890 |
20 |
1008-0 |
934-0 |
74-0 |
7.6% |
11-7 |
1.2% |
56% |
False |
False |
59,487 |
40 |
1008-0 |
922-0 |
86-0 |
8.8% |
13-3 |
1.4% |
63% |
False |
False |
64,436 |
60 |
1008-0 |
920-0 |
88-0 |
9.0% |
13-6 |
1.4% |
63% |
False |
False |
63,543 |
80 |
1050-0 |
911-0 |
139-0 |
14.2% |
13-6 |
1.4% |
47% |
False |
False |
53,884 |
100 |
1079-4 |
911-0 |
168-4 |
17.3% |
14-0 |
1.4% |
38% |
False |
False |
45,397 |
120 |
1087-4 |
911-0 |
176-4 |
18.1% |
14-2 |
1.5% |
37% |
False |
False |
39,259 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1034-7 |
2.618 |
1016-1 |
1.618 |
1004-5 |
1.000 |
997-4 |
0.618 |
993-1 |
HIGH |
986-0 |
0.618 |
981-5 |
0.500 |
980-2 |
0.382 |
978-7 |
LOW |
974-4 |
0.618 |
967-3 |
1.000 |
963-0 |
1.618 |
955-7 |
2.618 |
944-3 |
4.250 |
925-5 |
|
|
Fisher Pivots for day following 03-May-2010 |
Pivot |
1 day |
3 day |
R1 |
980-2 |
984-4 |
PP |
978-6 |
981-5 |
S1 |
977-2 |
978-5 |
|