CME Pit-Traded Soybean Future July 2010
Trading Metrics calculated at close of trading on 25-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2010 |
25-May-2010 |
Change |
Change % |
Previous Week |
Open |
945-0 |
930-0 |
-15-0 |
-1.6% |
946-0 |
High |
951-0 |
935-6 |
-15-2 |
-1.6% |
950-0 |
Low |
939-0 |
927-4 |
-11-4 |
-1.2% |
931-0 |
Close |
940-4 |
930-4 |
-10-0 |
-1.1% |
941-0 |
Range |
12-0 |
8-2 |
-3-6 |
-31.3% |
19-0 |
ATR |
13-5 |
13-5 |
0-0 |
-0.3% |
0-0 |
Volume |
64,209 |
60,987 |
-3,222 |
-5.0% |
339,827 |
|
Daily Pivots for day following 25-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
956-0 |
951-4 |
935-0 |
|
R3 |
947-6 |
943-2 |
932-6 |
|
R2 |
939-4 |
939-4 |
932-0 |
|
R1 |
935-0 |
935-0 |
931-2 |
937-2 |
PP |
931-2 |
931-2 |
931-2 |
932-3 |
S1 |
926-6 |
926-6 |
929-6 |
929-0 |
S2 |
923-0 |
923-0 |
929-0 |
|
S3 |
914-6 |
918-4 |
928-2 |
|
S4 |
906-4 |
910-2 |
926-0 |
|
|
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 |
951-0 |
927-4 |
23-4 |
2.5% |
12-0 |
1.3% |
13% |
False |
True |
68,699 |
10 |
976-0 |
927-4 |
48-4 |
5.2% |
11-4 |
1.2% |
6% |
False |
True |
66,120 |
20 |
1006-0 |
927-4 |
78-4 |
8.4% |
12-5 |
1.4% |
4% |
False |
True |
74,816 |
40 |
1019-0 |
927-4 |
91-4 |
9.8% |
12-5 |
1.4% |
3% |
False |
True |
69,869 |
60 |
1019-0 |
927-4 |
91-4 |
9.8% |
12-5 |
1.4% |
3% |
False |
True |
55,714 |
80 |
1019-0 |
922-0 |
97-0 |
10.4% |
12-4 |
1.3% |
9% |
False |
False |
48,448 |
100 |
1078-0 |
922-0 |
156-0 |
16.8% |
12-4 |
1.3% |
5% |
False |
False |
42,317 |
120 |
1085-0 |
922-0 |
163-0 |
17.5% |
12-5 |
1.4% |
5% |
False |
False |
37,253 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
970-6 |
2.618 |
957-3 |
1.618 |
949-1 |
1.000 |
944-0 |
0.618 |
940-7 |
HIGH |
935-6 |
0.618 |
932-5 |
0.500 |
931-5 |
0.382 |
930-5 |
LOW |
927-4 |
0.618 |
922-3 |
1.000 |
919-2 |
1.618 |
914-1 |
2.618 |
905-7 |
4.250 |
892-4 |
|
|
Fisher Pivots for day following 25-May-2010 |
Pivot |
1 day |
3 day |
R1 |
931-5 |
939-2 |
PP |
931-2 |
936-3 |
S1 |
930-7 |
933-3 |
|