CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 12-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2010 |
12-May-2010 |
Change |
Change % |
Previous Week |
| Open |
955-0 |
970-0 |
15-0 |
1.6% |
995-0 |
| High |
968-4 |
976-0 |
7-4 |
0.8% |
997-0 |
| Low |
954-0 |
960-0 |
6-0 |
0.6% |
949-0 |
| Close |
966-0 |
965-4 |
-0-4 |
-0.1% |
960-0 |
| Range |
14-4 |
16-0 |
1-4 |
10.3% |
48-0 |
| ATR |
14-3 |
14-4 |
0-1 |
0.8% |
0-0 |
| Volume |
53,751 |
64,476 |
10,725 |
20.0% |
410,538 |
|
| Daily Pivots for day following 12-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1015-1 |
1006-3 |
974-2 |
|
| R3 |
999-1 |
990-3 |
969-7 |
|
| R2 |
983-1 |
983-1 |
968-3 |
|
| R1 |
974-3 |
974-3 |
967-0 |
970-6 |
| PP |
967-1 |
967-1 |
967-1 |
965-3 |
| S1 |
958-3 |
958-3 |
964-0 |
954-6 |
| S2 |
951-1 |
951-1 |
962-5 |
|
| S3 |
935-1 |
942-3 |
961-1 |
|
| S4 |
919-1 |
926-3 |
956-6 |
|
|
| 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 |
981-4 |
949-0 |
32-4 |
3.4% |
17-0 |
1.8% |
51% |
False |
False |
76,831 |
| 10 |
1006-0 |
949-0 |
57-0 |
5.9% |
14-1 |
1.5% |
29% |
False |
False |
80,035 |
| 20 |
1019-0 |
949-0 |
70-0 |
7.3% |
13-5 |
1.4% |
24% |
False |
False |
79,421 |
| 40 |
1019-0 |
941-0 |
78-0 |
8.1% |
13-1 |
1.4% |
31% |
False |
False |
61,582 |
| 60 |
1019-0 |
930-0 |
89-0 |
9.2% |
12-5 |
1.3% |
40% |
False |
False |
49,562 |
| 80 |
1019-0 |
922-0 |
97-0 |
10.0% |
12-5 |
1.3% |
45% |
False |
False |
43,406 |
| 100 |
1078-0 |
922-0 |
156-0 |
16.2% |
12-6 |
1.3% |
28% |
False |
False |
37,312 |
| 120 |
1091-0 |
922-0 |
169-0 |
17.5% |
12-7 |
1.3% |
26% |
False |
False |
33,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1044-0 |
|
2.618 |
1017-7 |
|
1.618 |
1001-7 |
|
1.000 |
992-0 |
|
0.618 |
985-7 |
|
HIGH |
976-0 |
|
0.618 |
969-7 |
|
0.500 |
968-0 |
|
0.382 |
966-1 |
|
LOW |
960-0 |
|
0.618 |
950-1 |
|
1.000 |
944-0 |
|
1.618 |
934-1 |
|
2.618 |
918-1 |
|
4.250 |
892-0 |
|
|
| Fisher Pivots for day following 12-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
968-0 |
965-3 |
| PP |
967-1 |
965-1 |
| S1 |
966-3 |
965-0 |
|