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 |
|
|
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 |
|