CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 10-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2010 |
10-May-2010 |
Change |
Change % |
Previous Week |
| Open |
950-2 |
964-0 |
13-6 |
1.4% |
995-0 |
| High |
964-0 |
968-6 |
4-6 |
0.5% |
997-0 |
| Low |
949-0 |
960-0 |
11-0 |
1.2% |
949-0 |
| Close |
960-0 |
961-0 |
1-0 |
0.1% |
960-0 |
| Range |
15-0 |
8-6 |
-6-2 |
-41.7% |
48-0 |
| ATR |
14-7 |
14-3 |
-0-3 |
-2.9% |
0-0 |
| Volume |
113,409 |
78,489 |
-34,920 |
-30.8% |
410,538 |
|
| Daily Pivots for day following 10-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
989-4 |
984-0 |
965-6 |
|
| R3 |
980-6 |
975-2 |
963-3 |
|
| R2 |
972-0 |
972-0 |
962-5 |
|
| R1 |
966-4 |
966-4 |
961-6 |
964-7 |
| PP |
963-2 |
963-2 |
963-2 |
962-4 |
| S1 |
957-6 |
957-6 |
960-2 |
956-1 |
| S2 |
954-4 |
954-4 |
959-3 |
|
| S3 |
945-6 |
949-0 |
958-5 |
|
| S4 |
937-0 |
940-2 |
956-2 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1112-5 |
1084-3 |
986-3 |
|
| R3 |
1064-5 |
1036-3 |
973-2 |
|
| R2 |
1016-5 |
1016-5 |
968-6 |
|
| R1 |
988-3 |
988-3 |
964-3 |
978-4 |
| PP |
968-5 |
968-5 |
968-5 |
963-6 |
| S1 |
940-3 |
940-3 |
955-5 |
930-4 |
| S2 |
920-5 |
920-5 |
951-2 |
|
| S3 |
872-5 |
892-3 |
946-6 |
|
| S4 |
824-5 |
844-3 |
933-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
990-0 |
949-0 |
41-0 |
4.3% |
15-6 |
1.6% |
29% |
False |
False |
85,276 |
| 10 |
1006-0 |
949-0 |
57-0 |
5.9% |
13-7 |
1.4% |
21% |
False |
False |
86,489 |
| 20 |
1019-0 |
949-0 |
70-0 |
7.3% |
13-2 |
1.4% |
17% |
False |
False |
83,849 |
| 40 |
1019-0 |
930-0 |
89-0 |
9.3% |
12-7 |
1.3% |
35% |
False |
False |
59,833 |
| 60 |
1019-0 |
930-0 |
89-0 |
9.3% |
12-5 |
1.3% |
35% |
False |
False |
48,542 |
| 80 |
1019-0 |
922-0 |
97-0 |
10.1% |
12-5 |
1.3% |
40% |
False |
False |
42,474 |
| 100 |
1085-0 |
922-0 |
163-0 |
17.0% |
12-6 |
1.3% |
24% |
False |
False |
36,430 |
| 120 |
1091-0 |
922-0 |
169-0 |
17.6% |
13-0 |
1.4% |
23% |
False |
False |
32,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1006-0 |
|
2.618 |
991-5 |
|
1.618 |
982-7 |
|
1.000 |
977-4 |
|
0.618 |
974-1 |
|
HIGH |
968-6 |
|
0.618 |
965-3 |
|
0.500 |
964-3 |
|
0.382 |
963-3 |
|
LOW |
960-0 |
|
0.618 |
954-5 |
|
1.000 |
951-2 |
|
1.618 |
945-7 |
|
2.618 |
937-1 |
|
4.250 |
922-6 |
|
|
| Fisher Pivots for day following 10-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
964-3 |
965-2 |
| PP |
963-2 |
963-7 |
| S1 |
962-1 |
962-3 |
|