CME Pit-Traded Soybean Future September 2010
| Trading Metrics calculated at close of trading on 05-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2010 |
05-May-2010 |
Change |
Change % |
Previous Week |
| Open |
970-0 |
965-0 |
-5-0 |
-0.5% |
991-0 |
| High |
970-0 |
965-0 |
-5-0 |
-0.5% |
991-0 |
| Low |
970-0 |
963-0 |
-7-0 |
-0.7% |
968-6 |
| Close |
970-0 |
961-4 |
-8-4 |
-0.9% |
983-6 |
| Range |
0-0 |
2-0 |
2-0 |
|
22-2 |
| ATR |
8-4 |
8-3 |
-0-1 |
-1.2% |
0-0 |
| Volume |
1,223 |
2,293 |
1,070 |
87.5% |
6,222 |
|
| Daily Pivots for day following 05-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
969-1 |
967-3 |
962-5 |
|
| R3 |
967-1 |
965-3 |
962-0 |
|
| R2 |
965-1 |
965-1 |
961-7 |
|
| R1 |
963-3 |
963-3 |
961-5 |
963-2 |
| PP |
963-1 |
963-1 |
963-1 |
963-1 |
| S1 |
961-3 |
961-3 |
961-3 |
961-2 |
| S2 |
961-1 |
961-1 |
961-1 |
|
| S3 |
959-1 |
959-3 |
961-0 |
|
| S4 |
957-1 |
957-3 |
960-3 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1047-7 |
1038-1 |
996-0 |
|
| R3 |
1025-5 |
1015-7 |
989-7 |
|
| R2 |
1003-3 |
1003-3 |
987-7 |
|
| R1 |
993-5 |
993-5 |
985-6 |
987-3 |
| PP |
981-1 |
981-1 |
981-1 |
978-0 |
| S1 |
971-3 |
971-3 |
981-6 |
965-1 |
| S2 |
958-7 |
958-7 |
979-5 |
|
| S3 |
936-5 |
949-1 |
977-5 |
|
| S4 |
914-3 |
926-7 |
971-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
983-6 |
963-0 |
20-6 |
2.2% |
0-6 |
0.1% |
-7% |
False |
True |
1,387 |
| 10 |
996-4 |
963-0 |
33-4 |
3.5% |
2-2 |
0.2% |
-4% |
False |
True |
1,482 |
| 20 |
996-4 |
938-0 |
58-4 |
6.1% |
2-4 |
0.3% |
40% |
False |
False |
1,787 |
| 40 |
996-4 |
920-0 |
76-4 |
8.0% |
2-7 |
0.3% |
54% |
False |
False |
1,638 |
| 60 |
996-4 |
920-0 |
76-4 |
8.0% |
2-1 |
0.2% |
54% |
False |
False |
1,303 |
| 80 |
1003-4 |
912-4 |
91-0 |
9.5% |
1-6 |
0.2% |
54% |
False |
False |
1,070 |
| 100 |
1049-4 |
912-4 |
137-0 |
14.2% |
1-4 |
0.2% |
36% |
False |
False |
898 |
| 120 |
1059-4 |
912-4 |
147-0 |
15.3% |
1-4 |
0.1% |
33% |
False |
False |
787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
973-4 |
|
2.618 |
970-2 |
|
1.618 |
968-2 |
|
1.000 |
967-0 |
|
0.618 |
966-2 |
|
HIGH |
965-0 |
|
0.618 |
964-2 |
|
0.500 |
964-0 |
|
0.382 |
963-6 |
|
LOW |
963-0 |
|
0.618 |
961-6 |
|
1.000 |
961-0 |
|
1.618 |
959-6 |
|
2.618 |
957-6 |
|
4.250 |
954-4 |
|
|
| Fisher Pivots for day following 05-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
964-0 |
968-0 |
| PP |
963-1 |
965-7 |
| S1 |
962-3 |
963-5 |
|