CME Pit-Traded Soybean Future May 2010


Trading Metrics calculated at close of trading on 04-May-2010
Day Change Summary
Previous Current
03-May-2010 04-May-2010 Change Change % Previous Week
Open 986-0 970-0 -16-0 -1.6% 1008-0
High 986-0 980-0 -6-0 -0.6% 1008-0
Low 974-4 964-0 -10-4 -1.1% 978-0
Close 975-6 977-0 1-2 0.1% 989-4
Range 11-4 16-0 4-4 39.1% 30-0
ATR 13-6 13-7 0-1 1.2% 0-0
Volume 13,964 15,217 1,253 9.0% 189,680
Daily Pivots for day following 04-May-2010
Classic Woodie Camarilla DeMark
R4 1021-5 1015-3 985-6
R3 1005-5 999-3 981-3
R2 989-5 989-5 979-7
R1 983-3 983-3 978-4 986-4
PP 973-5 973-5 973-5 975-2
S1 967-3 967-3 975-4 970-4
S2 957-5 957-5 974-1
S3 941-5 951-3 972-5
S4 925-5 935-3 968-2
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
5 994-4 964-0 30-4 3.1% 11-0 1.1% 43% False True 28,903
10 1008-0 964-0 44-0 4.5% 12-1 1.2% 30% False True 34,209
20 1008-0 940-0 68-0 7.0% 12-1 1.2% 54% False False 57,852
40 1008-0 922-0 86-0 8.8% 13-4 1.4% 64% False False 63,166
60 1008-0 922-0 86-0 8.8% 13-6 1.4% 64% False False 63,138
80 1029-4 911-0 118-4 12.1% 13-6 1.4% 56% False False 53,928
100 1079-4 911-0 168-4 17.2% 14-0 1.4% 39% False False 45,406
120 1087-4 911-0 176-4 18.1% 14-2 1.5% 37% False False 39,325
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-7
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1048-0
2.618 1021-7
1.618 1005-7
1.000 996-0
0.618 989-7
HIGH 980-0
0.618 973-7
0.500 972-0
0.382 970-1
LOW 964-0
0.618 954-1
1.000 948-0
1.618 938-1
2.618 922-1
4.250 896-0
Fisher Pivots for day following 04-May-2010
Pivot 1 day 3 day
R1 975-3 977-4
PP 973-5 977-3
S1 972-0 977-1

These figures are updated between 7pm and 10pm EST after a trading day.

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