CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 26-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2010 |
26-May-2010 |
Change |
Change % |
Previous Week |
| Open |
930-0 |
938-0 |
8-0 |
0.9% |
946-0 |
| High |
935-6 |
940-0 |
4-2 |
0.5% |
950-0 |
| Low |
927-4 |
933-0 |
5-4 |
0.6% |
931-0 |
| Close |
930-4 |
938-0 |
7-4 |
0.8% |
941-0 |
| Range |
8-2 |
7-0 |
-1-2 |
-15.2% |
19-0 |
| ATR |
13-5 |
13-3 |
-0-2 |
-2.2% |
0-0 |
| Volume |
60,987 |
59,077 |
-1,910 |
-3.1% |
339,827 |
|
| Daily Pivots for day following 26-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
958-0 |
955-0 |
941-7 |
|
| R3 |
951-0 |
948-0 |
939-7 |
|
| R2 |
944-0 |
944-0 |
939-2 |
|
| R1 |
941-0 |
941-0 |
938-5 |
941-4 |
| PP |
937-0 |
937-0 |
937-0 |
937-2 |
| S1 |
934-0 |
934-0 |
937-3 |
934-4 |
| S2 |
930-0 |
930-0 |
936-6 |
|
| S3 |
923-0 |
927-0 |
936-1 |
|
| S4 |
916-0 |
920-0 |
934-1 |
|
|
| 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% |
11-0 |
1.2% |
45% |
False |
False |
68,540 |
| 10 |
969-4 |
927-4 |
42-0 |
4.5% |
10-5 |
1.1% |
25% |
False |
False |
65,580 |
| 20 |
1006-0 |
927-4 |
78-4 |
8.4% |
12-3 |
1.3% |
13% |
False |
False |
72,807 |
| 40 |
1019-0 |
927-4 |
91-4 |
9.8% |
12-4 |
1.3% |
11% |
False |
False |
70,063 |
| 60 |
1019-0 |
927-4 |
91-4 |
9.8% |
12-5 |
1.3% |
11% |
False |
False |
56,507 |
| 80 |
1019-0 |
922-0 |
97-0 |
10.3% |
12-4 |
1.3% |
16% |
False |
False |
48,915 |
| 100 |
1078-0 |
922-0 |
156-0 |
16.6% |
12-4 |
1.3% |
10% |
False |
False |
42,843 |
| 120 |
1085-0 |
922-0 |
163-0 |
17.4% |
12-4 |
1.3% |
10% |
False |
False |
37,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
969-6 |
|
2.618 |
958-3 |
|
1.618 |
951-3 |
|
1.000 |
947-0 |
|
0.618 |
944-3 |
|
HIGH |
940-0 |
|
0.618 |
937-3 |
|
0.500 |
936-4 |
|
0.382 |
935-5 |
|
LOW |
933-0 |
|
0.618 |
928-5 |
|
1.000 |
926-0 |
|
1.618 |
921-5 |
|
2.618 |
914-5 |
|
4.250 |
903-2 |
|
|
| Fisher Pivots for day following 26-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
937-4 |
939-2 |
| PP |
937-0 |
938-7 |
| S1 |
936-4 |
938-3 |
|