CME Pit-Traded Soybean Future May 2010
Trading Metrics calculated at close of trading on 06-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2010 |
06-May-2010 |
Change |
Change % |
Previous Week |
Open |
971-0 |
970-0 |
-1-0 |
-0.1% |
1008-0 |
High |
976-4 |
973-0 |
-3-4 |
-0.4% |
1008-0 |
Low |
968-2 |
941-4 |
-26-6 |
-2.8% |
978-0 |
Close |
968-2 |
945-4 |
-22-6 |
-2.3% |
989-4 |
Range |
8-2 |
31-4 |
23-2 |
281.8% |
30-0 |
ATR |
13-4 |
14-6 |
1-2 |
9.5% |
0-0 |
Volume |
11,422 |
9,530 |
-1,892 |
-16.6% |
189,680 |
|
Daily Pivots for day following 06-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1047-7 |
1028-1 |
962-7 |
|
R3 |
1016-3 |
996-5 |
954-1 |
|
R2 |
984-7 |
984-7 |
951-2 |
|
R1 |
965-1 |
965-1 |
948-3 |
959-2 |
PP |
953-3 |
953-3 |
953-3 |
950-3 |
S1 |
933-5 |
933-5 |
942-5 |
927-6 |
S2 |
921-7 |
921-7 |
939-6 |
|
S3 |
890-3 |
902-1 |
936-7 |
|
S4 |
858-7 |
870-5 |
928-1 |
|
|
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 |
991-0 |
941-4 |
49-4 |
5.2% |
14-4 |
1.5% |
8% |
False |
True |
17,031 |
10 |
1008-0 |
941-4 |
66-4 |
7.0% |
12-7 |
1.4% |
6% |
False |
True |
27,464 |
20 |
1008-0 |
941-4 |
66-4 |
7.0% |
13-0 |
1.4% |
6% |
False |
True |
52,530 |
40 |
1008-0 |
922-0 |
86-0 |
9.1% |
13-5 |
1.4% |
27% |
False |
False |
60,688 |
60 |
1008-0 |
922-0 |
86-0 |
9.1% |
13-7 |
1.5% |
27% |
False |
False |
61,874 |
80 |
1008-0 |
911-0 |
97-0 |
10.3% |
14-0 |
1.5% |
36% |
False |
False |
53,785 |
100 |
1079-4 |
911-0 |
168-4 |
17.8% |
14-1 |
1.5% |
20% |
False |
False |
45,312 |
120 |
1087-4 |
911-0 |
176-4 |
18.7% |
14-3 |
1.5% |
20% |
False |
False |
39,352 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1106-7 |
2.618 |
1055-4 |
1.618 |
1024-0 |
1.000 |
1004-4 |
0.618 |
992-4 |
HIGH |
973-0 |
0.618 |
961-0 |
0.500 |
957-2 |
0.382 |
953-4 |
LOW |
941-4 |
0.618 |
922-0 |
1.000 |
910-0 |
1.618 |
890-4 |
2.618 |
859-0 |
4.250 |
807-5 |
|
|
Fisher Pivots for day following 06-May-2010 |
Pivot |
1 day |
3 day |
R1 |
957-2 |
960-6 |
PP |
953-3 |
955-5 |
S1 |
949-3 |
950-5 |
|