CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 11-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2010 |
11-May-2010 |
Change |
Change % |
Previous Week |
| Open |
964-0 |
955-0 |
-9-0 |
-0.9% |
995-0 |
| High |
968-6 |
968-4 |
-0-2 |
0.0% |
997-0 |
| Low |
960-0 |
954-0 |
-6-0 |
-0.6% |
949-0 |
| Close |
961-0 |
966-0 |
5-0 |
0.5% |
960-0 |
| Range |
8-6 |
14-4 |
5-6 |
65.7% |
48-0 |
| ATR |
14-3 |
14-3 |
0-0 |
0.0% |
0-0 |
| Volume |
78,489 |
53,751 |
-24,738 |
-31.5% |
410,538 |
|
| Daily Pivots for day following 11-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1006-3 |
1000-5 |
974-0 |
|
| R3 |
991-7 |
986-1 |
970-0 |
|
| R2 |
977-3 |
977-3 |
968-5 |
|
| R1 |
971-5 |
971-5 |
967-3 |
974-4 |
| PP |
962-7 |
962-7 |
962-7 |
964-2 |
| S1 |
957-1 |
957-1 |
964-5 |
960-0 |
| S2 |
948-3 |
948-3 |
963-3 |
|
| S3 |
933-7 |
942-5 |
962-0 |
|
| S4 |
919-3 |
928-1 |
958-0 |
|
|
| 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 |
986-0 |
949-0 |
37-0 |
3.8% |
15-5 |
1.6% |
46% |
False |
False |
81,472 |
| 10 |
1006-0 |
949-0 |
57-0 |
5.9% |
13-7 |
1.4% |
30% |
False |
False |
83,513 |
| 20 |
1019-0 |
949-0 |
70-0 |
7.2% |
13-2 |
1.4% |
24% |
False |
False |
81,591 |
| 40 |
1019-0 |
941-0 |
78-0 |
8.1% |
13-0 |
1.3% |
32% |
False |
False |
60,495 |
| 60 |
1019-0 |
930-0 |
89-0 |
9.2% |
12-4 |
1.3% |
40% |
False |
False |
48,905 |
| 80 |
1019-0 |
922-0 |
97-0 |
10.0% |
12-4 |
1.3% |
45% |
False |
False |
42,885 |
| 100 |
1085-0 |
922-0 |
163-0 |
16.9% |
12-6 |
1.3% |
27% |
False |
False |
36,835 |
| 120 |
1091-0 |
922-0 |
169-0 |
17.5% |
13-0 |
1.3% |
26% |
False |
False |
32,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1030-1 |
|
2.618 |
1006-4 |
|
1.618 |
992-0 |
|
1.000 |
983-0 |
|
0.618 |
977-4 |
|
HIGH |
968-4 |
|
0.618 |
963-0 |
|
0.500 |
961-2 |
|
0.382 |
959-4 |
|
LOW |
954-0 |
|
0.618 |
945-0 |
|
1.000 |
939-4 |
|
1.618 |
930-4 |
|
2.618 |
916-0 |
|
4.250 |
892-3 |
|
|
| Fisher Pivots for day following 11-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
964-3 |
963-5 |
| PP |
962-7 |
961-2 |
| S1 |
961-2 |
958-7 |
|