CME Pit-Traded Soybean Future July 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 |
978-4 |
978-0 |
-0-4 |
-0.1% |
1017-0 |
| High |
990-0 |
986-0 |
-4-0 |
-0.4% |
1019-0 |
| Low |
975-0 |
977-0 |
2-0 |
0.2% |
988-0 |
| Close |
987-0 |
978-0 |
-9-0 |
-0.9% |
999-0 |
| Range |
15-0 |
9-0 |
-6-0 |
-40.0% |
31-0 |
| ATR |
13-7 |
13-5 |
-0-2 |
-2.0% |
0-0 |
| Volume |
72,771 |
87,682 |
14,911 |
20.5% |
437,661 |
|
| Daily Pivots for day following 05-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1007-3 |
1001-5 |
983-0 |
|
| R3 |
998-3 |
992-5 |
980-4 |
|
| R2 |
989-3 |
989-3 |
979-5 |
|
| R1 |
983-5 |
983-5 |
978-7 |
982-4 |
| PP |
980-3 |
980-3 |
980-3 |
979-6 |
| S1 |
974-5 |
974-5 |
977-1 |
973-4 |
| S2 |
971-3 |
971-3 |
976-3 |
|
| S3 |
962-3 |
965-5 |
975-4 |
|
| S4 |
953-3 |
956-5 |
973-0 |
|
|
| 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 |
975-0 |
31-0 |
3.2% |
11-1 |
1.1% |
10% |
False |
False |
83,239 |
| 10 |
1019-0 |
975-0 |
44-0 |
4.5% |
12-0 |
1.2% |
7% |
False |
False |
84,089 |
| 20 |
1019-0 |
954-4 |
64-4 |
6.6% |
12-1 |
1.2% |
36% |
False |
False |
78,645 |
| 40 |
1019-0 |
930-0 |
89-0 |
9.1% |
12-6 |
1.3% |
54% |
False |
False |
55,615 |
| 60 |
1019-0 |
930-0 |
89-0 |
9.1% |
12-3 |
1.3% |
54% |
False |
False |
45,586 |
| 80 |
1034-4 |
922-0 |
112-4 |
11.5% |
12-4 |
1.3% |
50% |
False |
False |
39,825 |
| 100 |
1085-0 |
922-0 |
163-0 |
16.7% |
12-5 |
1.3% |
34% |
False |
False |
34,163 |
| 120 |
1091-0 |
922-0 |
169-0 |
17.3% |
13-0 |
1.3% |
33% |
False |
False |
30,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1024-2 |
|
2.618 |
1009-4 |
|
1.618 |
1000-4 |
|
1.000 |
995-0 |
|
0.618 |
991-4 |
|
HIGH |
986-0 |
|
0.618 |
982-4 |
|
0.500 |
981-4 |
|
0.382 |
980-4 |
|
LOW |
977-0 |
|
0.618 |
971-4 |
|
1.000 |
968-0 |
|
1.618 |
962-4 |
|
2.618 |
953-4 |
|
4.250 |
938-6 |
|
|
| Fisher Pivots for day following 05-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
981-4 |
986-0 |
| PP |
980-3 |
983-3 |
| S1 |
979-1 |
980-5 |
|