CME Pit-Traded Soybean Future July 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 978-0 977-4 -0-4 -0.1% 1017-0
High 986-0 981-4 -4-4 -0.5% 1019-0
Low 977-0 950-4 -26-4 -2.7% 988-0
Close 978-0 954-0 -24-0 -2.5% 999-0
Range 9-0 31-0 22-0 244.4% 31-0
ATR 13-5 14-7 1-2 9.2% 0-0
Volume 87,682 74,030 -13,652 -15.6% 437,661
Daily Pivots for day following 06-May-2010
Classic Woodie Camarilla DeMark
R4 1055-0 1035-4 971-0
R3 1024-0 1004-4 962-4
R2 993-0 993-0 959-5
R1 973-4 973-4 956-7 967-6
PP 962-0 962-0 962-0 959-1
S1 942-4 942-4 951-1 936-6
S2 931-0 931-0 948-3
S3 900-0 911-4 945-4
S4 869-0 880-4 937-0
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 1002-0 950-4 51-4 5.4% 15-2 1.6% 7% False True 76,973
10 1019-0 950-4 68-4 7.2% 13-6 1.4% 5% False True 81,369
20 1019-0 950-4 68-4 7.2% 13-2 1.4% 5% False True 80,182
40 1019-0 930-0 89-0 9.3% 13-0 1.4% 27% False False 56,858
60 1019-0 930-0 89-0 9.3% 12-5 1.3% 27% False False 46,364
80 1019-0 922-0 97-0 10.2% 12-6 1.3% 33% False False 40,578
100 1085-0 922-0 163-0 17.1% 12-7 1.3% 20% False False 34,761
120 1091-0 922-0 169-0 17.7% 13-1 1.4% 19% False False 30,907
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-7
Widest range in 126 trading days
Fibonacci Retracements and Extensions
4.250 1113-2
2.618 1062-5
1.618 1031-5
1.000 1012-4
0.618 1000-5
HIGH 981-4
0.618 969-5
0.500 966-0
0.382 962-3
LOW 950-4
0.618 931-3
1.000 919-4
1.618 900-3
2.618 869-3
4.250 818-6
Fisher Pivots for day following 06-May-2010
Pivot 1 day 3 day
R1 966-0 970-2
PP 962-0 964-7
S1 958-0 959-3

These figures are updated between 7pm and 10pm EST after a trading day.

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