CME Pit-Traded Soybean Future May 2010
| Trading Metrics calculated at close of trading on 11-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2010 |
11-May-2010 |
Change |
Change % |
Previous Week |
| Open |
958-0 |
947-0 |
-11-0 |
-1.1% |
986-0 |
| High |
958-0 |
960-0 |
2-0 |
0.2% |
986-0 |
| Low |
952-0 |
947-0 |
-5-0 |
-0.5% |
941-4 |
| Close |
952-6 |
958-2 |
5-4 |
0.6% |
951-2 |
| Range |
6-0 |
13-0 |
7-0 |
116.7% |
44-4 |
| ATR |
14-0 |
14-0 |
-0-1 |
-0.5% |
0-0 |
| Volume |
3,834 |
2,194 |
-1,640 |
-42.8% |
57,614 |
|
| Daily Pivots for day following 11-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
994-1 |
989-1 |
965-3 |
|
| R3 |
981-1 |
976-1 |
961-7 |
|
| R2 |
968-1 |
968-1 |
960-5 |
|
| R1 |
963-1 |
963-1 |
959-4 |
965-5 |
| PP |
955-1 |
955-1 |
955-1 |
956-2 |
| S1 |
950-1 |
950-1 |
957-0 |
952-5 |
| S2 |
942-1 |
942-1 |
955-7 |
|
| S3 |
929-1 |
937-1 |
954-5 |
|
| S4 |
916-1 |
924-1 |
951-1 |
|
|
| 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 |
976-4 |
941-4 |
35-0 |
3.7% |
14-1 |
1.5% |
48% |
False |
False |
6,892 |
| 10 |
994-4 |
941-4 |
53-0 |
5.5% |
12-5 |
1.3% |
32% |
False |
False |
17,897 |
| 20 |
1008-0 |
941-4 |
66-4 |
6.9% |
12-3 |
1.3% |
25% |
False |
False |
40,150 |
| 40 |
1008-0 |
931-0 |
77-0 |
8.0% |
13-2 |
1.4% |
35% |
False |
False |
54,581 |
| 60 |
1008-0 |
922-0 |
86-0 |
9.0% |
13-5 |
1.4% |
42% |
False |
False |
59,084 |
| 80 |
1008-0 |
911-0 |
97-0 |
10.1% |
13-6 |
1.4% |
49% |
False |
False |
53,129 |
| 100 |
1079-4 |
911-0 |
168-4 |
17.6% |
14-0 |
1.5% |
28% |
False |
False |
45,023 |
| 120 |
1087-4 |
911-0 |
176-4 |
18.4% |
14-3 |
1.5% |
27% |
False |
False |
39,276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1015-2 |
|
2.618 |
994-0 |
|
1.618 |
981-0 |
|
1.000 |
973-0 |
|
0.618 |
968-0 |
|
HIGH |
960-0 |
|
0.618 |
955-0 |
|
0.500 |
953-4 |
|
0.382 |
952-0 |
|
LOW |
947-0 |
|
0.618 |
939-0 |
|
1.000 |
934-0 |
|
1.618 |
926-0 |
|
2.618 |
913-0 |
|
4.250 |
891-6 |
|
|
| Fisher Pivots for day following 11-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
956-5 |
956-0 |
| PP |
955-1 |
953-6 |
| S1 |
953-4 |
951-4 |
|