CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 21-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2010 |
21-May-2010 |
Change |
Change % |
Previous Week |
| Open |
936-4 |
944-0 |
7-4 |
0.8% |
946-0 |
| High |
946-4 |
950-0 |
3-4 |
0.4% |
950-0 |
| Low |
931-0 |
938-0 |
7-0 |
0.8% |
931-0 |
| Close |
944-0 |
941-0 |
-3-0 |
-0.3% |
941-0 |
| Range |
15-4 |
12-0 |
-3-4 |
-22.6% |
19-0 |
| ATR |
13-7 |
13-6 |
-0-1 |
-1.0% |
0-0 |
| Volume |
77,434 |
80,994 |
3,560 |
4.6% |
339,827 |
|
| Daily Pivots for day following 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
979-0 |
972-0 |
947-5 |
|
| R3 |
967-0 |
960-0 |
944-2 |
|
| R2 |
955-0 |
955-0 |
943-2 |
|
| R1 |
948-0 |
948-0 |
942-1 |
945-4 |
| PP |
943-0 |
943-0 |
943-0 |
941-6 |
| S1 |
936-0 |
936-0 |
939-7 |
933-4 |
| S2 |
931-0 |
931-0 |
938-6 |
|
| S3 |
919-0 |
924-0 |
937-6 |
|
| S4 |
907-0 |
912-0 |
934-3 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
997-5 |
988-3 |
951-4 |
|
| R3 |
978-5 |
969-3 |
946-2 |
|
| R2 |
959-5 |
959-5 |
944-4 |
|
| R1 |
950-3 |
950-3 |
942-6 |
945-4 |
| PP |
940-5 |
940-5 |
940-5 |
938-2 |
| S1 |
931-3 |
931-3 |
939-2 |
926-4 |
| S2 |
921-5 |
921-5 |
937-4 |
|
| S3 |
902-5 |
912-3 |
935-6 |
|
| S4 |
883-5 |
893-3 |
930-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
950-0 |
931-0 |
19-0 |
2.0% |
12-0 |
1.3% |
53% |
True |
False |
67,965 |
| 10 |
976-0 |
931-0 |
45-0 |
4.8% |
11-6 |
1.3% |
22% |
False |
False |
66,824 |
| 20 |
1019-0 |
931-0 |
88-0 |
9.4% |
13-0 |
1.4% |
11% |
False |
False |
75,822 |
| 40 |
1019-0 |
931-0 |
88-0 |
9.4% |
12-6 |
1.4% |
11% |
False |
False |
68,307 |
| 60 |
1019-0 |
930-0 |
89-0 |
9.5% |
12-5 |
1.3% |
12% |
False |
False |
54,383 |
| 80 |
1019-0 |
922-0 |
97-0 |
10.3% |
12-5 |
1.3% |
20% |
False |
False |
47,553 |
| 100 |
1078-0 |
922-0 |
156-0 |
16.6% |
12-5 |
1.3% |
12% |
False |
False |
41,213 |
| 120 |
1091-0 |
922-0 |
169-0 |
18.0% |
12-6 |
1.3% |
11% |
False |
False |
36,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1001-0 |
|
2.618 |
981-3 |
|
1.618 |
969-3 |
|
1.000 |
962-0 |
|
0.618 |
957-3 |
|
HIGH |
950-0 |
|
0.618 |
945-3 |
|
0.500 |
944-0 |
|
0.382 |
942-5 |
|
LOW |
938-0 |
|
0.618 |
930-5 |
|
1.000 |
926-0 |
|
1.618 |
918-5 |
|
2.618 |
906-5 |
|
4.250 |
887-0 |
|
|
| Fisher Pivots for day following 21-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
944-0 |
940-7 |
| PP |
943-0 |
940-5 |
| S1 |
942-0 |
940-4 |
|