CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 17-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2010 |
17-May-2010 |
Change |
Change % |
Previous Week |
| Open |
953-4 |
946-0 |
-7-4 |
-0.8% |
964-0 |
| High |
960-0 |
948-0 |
-12-0 |
-1.3% |
976-0 |
| Low |
951-4 |
938-0 |
-13-4 |
-1.4% |
951-4 |
| Close |
953-4 |
941-0 |
-12-4 |
-1.3% |
953-4 |
| Range |
8-4 |
10-0 |
1-4 |
17.6% |
24-4 |
| ATR |
14-1 |
14-2 |
0-1 |
0.7% |
0-0 |
| Volume |
48,237 |
59,375 |
11,138 |
23.1% |
328,420 |
|
| Daily Pivots for day following 17-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
972-3 |
966-5 |
946-4 |
|
| R3 |
962-3 |
956-5 |
943-6 |
|
| R2 |
952-3 |
952-3 |
942-7 |
|
| R1 |
946-5 |
946-5 |
941-7 |
944-4 |
| PP |
942-3 |
942-3 |
942-3 |
941-2 |
| S1 |
936-5 |
936-5 |
940-1 |
934-4 |
| S2 |
932-3 |
932-3 |
939-1 |
|
| S3 |
922-3 |
926-5 |
938-2 |
|
| S4 |
912-3 |
916-5 |
935-4 |
|
|
| 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 |
938-0 |
38-0 |
4.0% |
11-6 |
1.3% |
8% |
False |
True |
61,861 |
| 10 |
990-0 |
938-0 |
52-0 |
5.5% |
13-6 |
1.5% |
6% |
False |
True |
73,568 |
| 20 |
1019-0 |
938-0 |
81-0 |
8.6% |
13-1 |
1.4% |
4% |
False |
True |
77,629 |
| 40 |
1019-0 |
938-0 |
81-0 |
8.6% |
12-7 |
1.4% |
4% |
False |
True |
64,538 |
| 60 |
1019-0 |
930-0 |
89-0 |
9.5% |
12-5 |
1.3% |
12% |
False |
False |
51,564 |
| 80 |
1019-0 |
922-0 |
97-0 |
10.3% |
12-4 |
1.3% |
20% |
False |
False |
44,908 |
| 100 |
1078-0 |
922-0 |
156-0 |
16.6% |
12-4 |
1.3% |
12% |
False |
False |
38,800 |
| 120 |
1091-0 |
922-0 |
169-0 |
18.0% |
12-6 |
1.4% |
11% |
False |
False |
34,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
990-4 |
|
2.618 |
974-1 |
|
1.618 |
964-1 |
|
1.000 |
958-0 |
|
0.618 |
954-1 |
|
HIGH |
948-0 |
|
0.618 |
944-1 |
|
0.500 |
943-0 |
|
0.382 |
941-7 |
|
LOW |
938-0 |
|
0.618 |
931-7 |
|
1.000 |
928-0 |
|
1.618 |
921-7 |
|
2.618 |
911-7 |
|
4.250 |
895-4 |
|
|
| Fisher Pivots for day following 17-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
943-0 |
953-6 |
| PP |
942-3 |
949-4 |
| S1 |
941-5 |
945-2 |
|