CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 20-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2010 |
20-May-2010 |
Change |
Change % |
Previous Week |
| Open |
938-0 |
936-4 |
-1-4 |
-0.2% |
964-0 |
| High |
948-0 |
946-4 |
-1-4 |
-0.2% |
976-0 |
| Low |
936-0 |
931-0 |
-5-0 |
-0.5% |
951-4 |
| Close |
938-4 |
944-0 |
5-4 |
0.6% |
953-4 |
| Range |
12-0 |
15-4 |
3-4 |
29.2% |
24-4 |
| ATR |
13-6 |
13-7 |
0-1 |
0.9% |
0-0 |
| Volume |
59,875 |
77,434 |
17,559 |
29.3% |
328,420 |
|
| Daily Pivots for day following 20-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
987-0 |
981-0 |
952-4 |
|
| R3 |
971-4 |
965-4 |
948-2 |
|
| R2 |
956-0 |
956-0 |
946-7 |
|
| R1 |
950-0 |
950-0 |
945-3 |
953-0 |
| PP |
940-4 |
940-4 |
940-4 |
942-0 |
| S1 |
934-4 |
934-4 |
942-5 |
937-4 |
| S2 |
925-0 |
925-0 |
941-1 |
|
| S3 |
909-4 |
919-0 |
939-6 |
|
| S4 |
894-0 |
903-4 |
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 |
960-0 |
931-0 |
29-0 |
3.1% |
11-2 |
1.2% |
45% |
False |
True |
61,414 |
| 10 |
976-0 |
931-0 |
45-0 |
4.8% |
12-1 |
1.3% |
29% |
False |
True |
70,066 |
| 20 |
1019-0 |
931-0 |
88-0 |
9.3% |
12-7 |
1.4% |
15% |
False |
True |
75,717 |
| 40 |
1019-0 |
931-0 |
88-0 |
9.3% |
13-0 |
1.4% |
15% |
False |
True |
67,335 |
| 60 |
1019-0 |
930-0 |
89-0 |
9.4% |
12-4 |
1.3% |
16% |
False |
False |
53,478 |
| 80 |
1019-0 |
922-0 |
97-0 |
10.3% |
12-5 |
1.3% |
23% |
False |
False |
46,811 |
| 100 |
1078-0 |
922-0 |
156-0 |
16.5% |
12-5 |
1.3% |
14% |
False |
False |
40,438 |
| 120 |
1091-0 |
922-0 |
169-0 |
17.9% |
12-5 |
1.3% |
13% |
False |
False |
35,771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1012-3 |
|
2.618 |
987-1 |
|
1.618 |
971-5 |
|
1.000 |
962-0 |
|
0.618 |
956-1 |
|
HIGH |
946-4 |
|
0.618 |
940-5 |
|
0.500 |
938-6 |
|
0.382 |
936-7 |
|
LOW |
931-0 |
|
0.618 |
921-3 |
|
1.000 |
915-4 |
|
1.618 |
905-7 |
|
2.618 |
890-3 |
|
4.250 |
865-1 |
|
|
| Fisher Pivots for day following 20-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
942-2 |
942-4 |
| PP |
940-4 |
941-0 |
| S1 |
938-6 |
939-4 |
|