CME Pit-Traded Soybean Future May 2010
| Trading Metrics calculated at close of trading on 05-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2010 |
05-May-2010 |
Change |
Change % |
Previous Week |
| Open |
970-0 |
971-0 |
1-0 |
0.1% |
1008-0 |
| High |
980-0 |
976-4 |
-3-4 |
-0.4% |
1008-0 |
| Low |
964-0 |
968-2 |
4-2 |
0.4% |
978-0 |
| Close |
977-0 |
968-2 |
-8-6 |
-0.9% |
989-4 |
| Range |
16-0 |
8-2 |
-7-6 |
-48.4% |
30-0 |
| ATR |
13-7 |
13-4 |
-0-3 |
-2.6% |
0-0 |
| Volume |
15,217 |
11,422 |
-3,795 |
-24.9% |
189,680 |
|
| Daily Pivots for day following 05-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
995-6 |
990-2 |
972-6 |
|
| R3 |
987-4 |
982-0 |
970-4 |
|
| R2 |
979-2 |
979-2 |
969-6 |
|
| R1 |
973-6 |
973-6 |
969-0 |
972-3 |
| PP |
971-0 |
971-0 |
971-0 |
970-2 |
| S1 |
965-4 |
965-4 |
967-4 |
964-1 |
| S2 |
962-6 |
962-6 |
966-6 |
|
| S3 |
954-4 |
957-2 |
966-0 |
|
| S4 |
946-2 |
949-0 |
963-6 |
|
|
| 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 |
3.2% |
10-0 |
1.0% |
14% |
False |
False |
23,738 |
| 10 |
1008-0 |
964-0 |
44-0 |
4.5% |
10-7 |
1.1% |
10% |
False |
False |
31,368 |
| 20 |
1008-0 |
945-2 |
62-6 |
6.5% |
11-6 |
1.2% |
37% |
False |
False |
55,772 |
| 40 |
1008-0 |
922-0 |
86-0 |
8.9% |
13-4 |
1.4% |
54% |
False |
False |
62,000 |
| 60 |
1008-0 |
922-0 |
86-0 |
8.9% |
13-6 |
1.4% |
54% |
False |
False |
62,538 |
| 80 |
1029-4 |
911-0 |
118-4 |
12.2% |
13-6 |
1.4% |
48% |
False |
False |
53,880 |
| 100 |
1079-4 |
911-0 |
168-4 |
17.4% |
13-7 |
1.4% |
34% |
False |
False |
45,333 |
| 120 |
1087-4 |
911-0 |
176-4 |
18.2% |
14-2 |
1.5% |
32% |
False |
False |
39,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1011-4 |
|
2.618 |
998-1 |
|
1.618 |
989-7 |
|
1.000 |
984-6 |
|
0.618 |
981-5 |
|
HIGH |
976-4 |
|
0.618 |
973-3 |
|
0.500 |
972-3 |
|
0.382 |
971-3 |
|
LOW |
968-2 |
|
0.618 |
963-1 |
|
1.000 |
960-0 |
|
1.618 |
954-7 |
|
2.618 |
946-5 |
|
4.250 |
933-2 |
|
|
| Fisher Pivots for day following 05-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
972-3 |
975-0 |
| PP |
971-0 |
972-6 |
| S1 |
969-5 |
970-4 |
|