CME Pit-Traded Soybean Future May 2010
Trading Metrics calculated at close of trading on 10-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2010 |
10-May-2010 |
Change |
Change % |
Previous Week |
Open |
943-0 |
958-0 |
15-0 |
1.6% |
986-0 |
High |
955-0 |
958-0 |
3-0 |
0.3% |
986-0 |
Low |
943-0 |
952-0 |
9-0 |
1.0% |
941-4 |
Close |
951-2 |
952-6 |
1-4 |
0.2% |
951-2 |
Range |
12-0 |
6-0 |
-6-0 |
-50.0% |
44-4 |
ATR |
14-5 |
14-0 |
-0-4 |
-3.8% |
0-0 |
Volume |
7,481 |
3,834 |
-3,647 |
-48.8% |
57,614 |
|
Daily Pivots for day following 10-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
972-2 |
968-4 |
956-0 |
|
R3 |
966-2 |
962-4 |
954-3 |
|
R2 |
960-2 |
960-2 |
953-7 |
|
R1 |
956-4 |
956-4 |
953-2 |
955-3 |
PP |
954-2 |
954-2 |
954-2 |
953-6 |
S1 |
950-4 |
950-4 |
952-2 |
949-3 |
S2 |
948-2 |
948-2 |
951-5 |
|
S3 |
942-2 |
944-4 |
951-1 |
|
S4 |
936-2 |
938-4 |
949-4 |
|
|
Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1093-1 |
1066-5 |
975-6 |
|
R3 |
1048-5 |
1022-1 |
963-4 |
|
R2 |
1004-1 |
1004-1 |
959-3 |
|
R1 |
977-5 |
977-5 |
955-3 |
968-5 |
PP |
959-5 |
959-5 |
959-5 |
955-0 |
S1 |
933-1 |
933-1 |
947-1 |
924-1 |
S2 |
915-1 |
915-1 |
943-1 |
|
S3 |
870-5 |
888-5 |
939-0 |
|
S4 |
826-1 |
844-1 |
926-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
980-0 |
941-4 |
38-4 |
4.0% |
14-6 |
1.5% |
29% |
False |
False |
9,496 |
10 |
996-0 |
941-4 |
54-4 |
5.7% |
12-5 |
1.3% |
21% |
False |
False |
21,890 |
20 |
1008-0 |
941-4 |
66-4 |
7.0% |
12-4 |
1.3% |
17% |
False |
False |
45,411 |
40 |
1008-0 |
922-0 |
86-0 |
9.0% |
13-1 |
1.4% |
36% |
False |
False |
56,188 |
60 |
1008-0 |
922-0 |
86-0 |
9.0% |
13-6 |
1.4% |
36% |
False |
False |
60,095 |
80 |
1008-0 |
911-0 |
97-0 |
10.2% |
13-6 |
1.4% |
43% |
False |
False |
53,385 |
100 |
1079-4 |
911-0 |
168-4 |
17.7% |
13-7 |
1.5% |
25% |
False |
False |
45,169 |
120 |
1087-4 |
911-0 |
176-4 |
18.5% |
14-2 |
1.5% |
24% |
False |
False |
39,313 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
983-4 |
2.618 |
973-6 |
1.618 |
967-6 |
1.000 |
964-0 |
0.618 |
961-6 |
HIGH |
958-0 |
0.618 |
955-6 |
0.500 |
955-0 |
0.382 |
954-2 |
LOW |
952-0 |
0.618 |
948-2 |
1.000 |
946-0 |
1.618 |
942-2 |
2.618 |
936-2 |
4.250 |
926-4 |
|
|
Fisher Pivots for day following 10-May-2010 |
Pivot |
1 day |
3 day |
R1 |
955-0 |
957-2 |
PP |
954-2 |
955-6 |
S1 |
953-4 |
954-2 |
|