CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 18-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2010 |
18-May-2010 |
Change |
Change % |
Previous Week |
| Open |
946-0 |
946-0 |
0-0 |
0.0% |
964-0 |
| High |
948-0 |
946-4 |
-1-4 |
-0.2% |
976-0 |
| Low |
938-0 |
936-0 |
-2-0 |
-0.2% |
951-4 |
| Close |
941-0 |
939-4 |
-1-4 |
-0.2% |
953-4 |
| Range |
10-0 |
10-4 |
0-4 |
5.0% |
24-4 |
| ATR |
14-2 |
14-0 |
-0-2 |
-1.9% |
0-0 |
| Volume |
59,375 |
62,149 |
2,774 |
4.7% |
328,420 |
|
| Daily Pivots for day following 18-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
972-1 |
966-3 |
945-2 |
|
| R3 |
961-5 |
955-7 |
942-3 |
|
| R2 |
951-1 |
951-1 |
941-3 |
|
| R1 |
945-3 |
945-3 |
940-4 |
943-0 |
| PP |
940-5 |
940-5 |
940-5 |
939-4 |
| S1 |
934-7 |
934-7 |
938-4 |
932-4 |
| S2 |
930-1 |
930-1 |
937-5 |
|
| S3 |
919-5 |
924-3 |
936-5 |
|
| S4 |
909-1 |
913-7 |
933-6 |
|
|
| 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 |
936-0 |
40-0 |
4.3% |
11-0 |
1.2% |
9% |
False |
True |
63,540 |
| 10 |
986-0 |
936-0 |
50-0 |
5.3% |
13-3 |
1.4% |
7% |
False |
True |
72,506 |
| 20 |
1019-0 |
936-0 |
83-0 |
8.8% |
13-2 |
1.4% |
4% |
False |
True |
77,101 |
| 40 |
1019-0 |
936-0 |
83-0 |
8.8% |
12-6 |
1.4% |
4% |
False |
True |
65,743 |
| 60 |
1019-0 |
930-0 |
89-0 |
9.5% |
12-5 |
1.3% |
11% |
False |
False |
52,369 |
| 80 |
1019-0 |
922-0 |
97-0 |
10.3% |
12-5 |
1.3% |
18% |
False |
False |
45,468 |
| 100 |
1078-0 |
922-0 |
156-0 |
16.6% |
12-4 |
1.3% |
11% |
False |
False |
39,362 |
| 120 |
1091-0 |
922-0 |
169-0 |
18.0% |
12-5 |
1.3% |
10% |
False |
False |
34,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
991-1 |
|
2.618 |
974-0 |
|
1.618 |
963-4 |
|
1.000 |
957-0 |
|
0.618 |
953-0 |
|
HIGH |
946-4 |
|
0.618 |
942-4 |
|
0.500 |
941-2 |
|
0.382 |
940-0 |
|
LOW |
936-0 |
|
0.618 |
929-4 |
|
1.000 |
925-4 |
|
1.618 |
919-0 |
|
2.618 |
908-4 |
|
4.250 |
891-3 |
|
|
| Fisher Pivots for day following 18-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
941-2 |
948-0 |
| PP |
940-5 |
945-1 |
| S1 |
940-1 |
942-3 |
|