CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 14-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2010 |
14-May-2010 |
Change |
Change % |
Previous Week |
| Open |
963-4 |
953-4 |
-10-0 |
-1.0% |
964-0 |
| High |
969-4 |
960-0 |
-9-4 |
-1.0% |
976-0 |
| Low |
959-4 |
951-4 |
-8-0 |
-0.8% |
951-4 |
| Close |
964-4 |
953-4 |
-11-0 |
-1.1% |
953-4 |
| Range |
10-0 |
8-4 |
-1-4 |
-15.0% |
24-4 |
| ATR |
14-2 |
14-1 |
-0-1 |
-0.6% |
0-0 |
| Volume |
83,467 |
48,237 |
-35,230 |
-42.2% |
328,420 |
|
| Daily Pivots for day following 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
980-4 |
975-4 |
958-1 |
|
| R3 |
972-0 |
967-0 |
955-7 |
|
| R2 |
963-4 |
963-4 |
955-0 |
|
| R1 |
958-4 |
958-4 |
954-2 |
957-6 |
| PP |
955-0 |
955-0 |
955-0 |
954-5 |
| S1 |
950-0 |
950-0 |
952-6 |
949-2 |
| S2 |
946-4 |
946-4 |
952-0 |
|
| S3 |
938-0 |
941-4 |
951-1 |
|
| S4 |
929-4 |
933-0 |
948-7 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1033-7 |
1018-1 |
967-0 |
|
| R3 |
1009-3 |
993-5 |
960-2 |
|
| R2 |
984-7 |
984-7 |
958-0 |
|
| R1 |
969-1 |
969-1 |
955-6 |
964-6 |
| PP |
960-3 |
960-3 |
960-3 |
958-1 |
| S1 |
944-5 |
944-5 |
951-2 |
940-2 |
| S2 |
935-7 |
935-7 |
949-0 |
|
| S3 |
911-3 |
920-1 |
946-6 |
|
| S4 |
886-7 |
895-5 |
940-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
976-0 |
951-4 |
24-4 |
2.6% |
11-4 |
1.2% |
8% |
False |
True |
65,684 |
| 10 |
997-0 |
949-0 |
48-0 |
5.0% |
14-1 |
1.5% |
9% |
False |
False |
73,895 |
| 20 |
1019-0 |
949-0 |
70-0 |
7.3% |
13-0 |
1.4% |
6% |
False |
False |
78,517 |
| 40 |
1019-0 |
941-0 |
78-0 |
8.2% |
12-7 |
1.3% |
16% |
False |
False |
63,536 |
| 60 |
1019-0 |
930-0 |
89-0 |
9.3% |
12-5 |
1.3% |
26% |
False |
False |
50,928 |
| 80 |
1019-0 |
922-0 |
97-0 |
10.2% |
12-5 |
1.3% |
32% |
False |
False |
44,471 |
| 100 |
1078-0 |
922-0 |
156-0 |
16.4% |
12-4 |
1.3% |
20% |
False |
False |
38,351 |
| 120 |
1091-0 |
922-0 |
169-0 |
17.7% |
12-6 |
1.3% |
19% |
False |
False |
34,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
996-1 |
|
2.618 |
982-2 |
|
1.618 |
973-6 |
|
1.000 |
968-4 |
|
0.618 |
965-2 |
|
HIGH |
960-0 |
|
0.618 |
956-6 |
|
0.500 |
955-6 |
|
0.382 |
954-6 |
|
LOW |
951-4 |
|
0.618 |
946-2 |
|
1.000 |
943-0 |
|
1.618 |
937-6 |
|
2.618 |
929-2 |
|
4.250 |
915-3 |
|
|
| Fisher Pivots for day following 14-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
955-6 |
963-6 |
| PP |
955-0 |
960-3 |
| S1 |
954-2 |
956-7 |
|