CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 03-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2010 |
03-May-2010 |
Change |
Change % |
Previous Week |
| Open |
997-0 |
995-0 |
-2-0 |
-0.2% |
1017-0 |
| High |
1002-0 |
997-0 |
-5-0 |
-0.5% |
1019-0 |
| Low |
994-0 |
984-0 |
-10-0 |
-1.0% |
988-0 |
| Close |
999-0 |
986-4 |
-12-4 |
-1.3% |
999-0 |
| Range |
8-0 |
13-0 |
5-0 |
62.5% |
31-0 |
| ATR |
13-5 |
13-6 |
0-1 |
0.7% |
0-0 |
| Volume |
87,737 |
62,646 |
-25,091 |
-28.6% |
437,661 |
|
| Daily Pivots for day following 03-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1028-1 |
1020-3 |
993-5 |
|
| R3 |
1015-1 |
1007-3 |
990-1 |
|
| R2 |
1002-1 |
1002-1 |
988-7 |
|
| R1 |
994-3 |
994-3 |
987-6 |
991-6 |
| PP |
989-1 |
989-1 |
989-1 |
987-7 |
| S1 |
981-3 |
981-3 |
985-2 |
978-6 |
| S2 |
976-1 |
976-1 |
984-1 |
|
| S3 |
963-1 |
968-3 |
982-7 |
|
| S4 |
950-1 |
955-3 |
979-3 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1095-0 |
1078-0 |
1016-0 |
|
| R3 |
1064-0 |
1047-0 |
1007-4 |
|
| R2 |
1033-0 |
1033-0 |
1004-5 |
|
| R1 |
1016-0 |
1016-0 |
1001-7 |
1009-0 |
| PP |
1002-0 |
1002-0 |
1002-0 |
998-4 |
| S1 |
985-0 |
985-0 |
996-1 |
978-0 |
| S2 |
971-0 |
971-0 |
993-3 |
|
| S3 |
940-0 |
954-0 |
990-4 |
|
| S4 |
909-0 |
923-0 |
982-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1006-0 |
984-0 |
22-0 |
2.2% |
12-0 |
1.2% |
11% |
False |
True |
87,702 |
| 10 |
1019-0 |
984-0 |
35-0 |
3.5% |
12-4 |
1.3% |
7% |
False |
True |
81,691 |
| 20 |
1019-0 |
943-0 |
76-0 |
7.7% |
12-2 |
1.2% |
57% |
False |
False |
73,805 |
| 40 |
1019-0 |
930-0 |
89-0 |
9.0% |
12-5 |
1.3% |
63% |
False |
False |
52,715 |
| 60 |
1019-0 |
930-0 |
89-0 |
9.0% |
12-3 |
1.3% |
63% |
False |
False |
43,992 |
| 80 |
1053-0 |
922-0 |
131-0 |
13.3% |
12-4 |
1.3% |
49% |
False |
False |
38,171 |
| 100 |
1085-0 |
922-0 |
163-0 |
16.5% |
12-4 |
1.3% |
40% |
False |
False |
32,813 |
| 120 |
1091-0 |
922-0 |
169-0 |
17.1% |
13-0 |
1.3% |
38% |
False |
False |
29,242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1052-2 |
|
2.618 |
1031-0 |
|
1.618 |
1018-0 |
|
1.000 |
1010-0 |
|
0.618 |
1005-0 |
|
HIGH |
997-0 |
|
0.618 |
992-0 |
|
0.500 |
990-4 |
|
0.382 |
989-0 |
|
LOW |
984-0 |
|
0.618 |
976-0 |
|
1.000 |
971-0 |
|
1.618 |
963-0 |
|
2.618 |
950-0 |
|
4.250 |
928-6 |
|
|
| Fisher Pivots for day following 03-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
990-4 |
995-0 |
| PP |
989-1 |
992-1 |
| S1 |
987-7 |
989-3 |
|