CME Pit-Traded Soybean Future September 2010
Trading Metrics calculated at close of trading on 06-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2010 |
06-May-2010 |
Change |
Change % |
Previous Week |
Open |
965-0 |
935-0 |
-30-0 |
-3.1% |
991-0 |
High |
965-0 |
935-0 |
-30-0 |
-3.1% |
991-0 |
Low |
963-0 |
935-0 |
-28-0 |
-2.9% |
968-6 |
Close |
961-4 |
935-0 |
-26-4 |
-2.8% |
983-6 |
Range |
2-0 |
0-0 |
-2-0 |
-100.0% |
22-2 |
ATR |
8-3 |
9-5 |
1-2 |
15.5% |
0-0 |
Volume |
2,293 |
1,245 |
-1,048 |
-45.7% |
6,222 |
|
Daily Pivots for day following 06-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
935-0 |
935-0 |
935-0 |
|
R3 |
935-0 |
935-0 |
935-0 |
|
R2 |
935-0 |
935-0 |
935-0 |
|
R1 |
935-0 |
935-0 |
935-0 |
935-0 |
PP |
935-0 |
935-0 |
935-0 |
935-0 |
S1 |
935-0 |
935-0 |
935-0 |
935-0 |
S2 |
935-0 |
935-0 |
935-0 |
|
S3 |
935-0 |
935-0 |
935-0 |
|
S4 |
935-0 |
935-0 |
935-0 |
|
|
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 |
935-0 |
48-6 |
5.2% |
0-6 |
0.1% |
0% |
False |
True |
1,323 |
10 |
991-4 |
935-0 |
56-4 |
6.0% |
2-2 |
0.2% |
0% |
False |
True |
1,451 |
20 |
996-4 |
935-0 |
61-4 |
6.6% |
2-4 |
0.3% |
0% |
False |
True |
1,775 |
40 |
996-4 |
920-0 |
76-4 |
8.2% |
2-4 |
0.3% |
20% |
False |
False |
1,624 |
60 |
996-4 |
920-0 |
76-4 |
8.2% |
2-1 |
0.2% |
20% |
False |
False |
1,304 |
80 |
996-4 |
912-4 |
84-0 |
9.0% |
1-6 |
0.2% |
27% |
False |
False |
1,084 |
100 |
1049-4 |
912-4 |
137-0 |
14.7% |
1-3 |
0.2% |
16% |
False |
False |
910 |
120 |
1059-4 |
912-4 |
147-0 |
15.7% |
1-4 |
0.2% |
15% |
False |
False |
795 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
935-0 |
2.618 |
935-0 |
1.618 |
935-0 |
1.000 |
935-0 |
0.618 |
935-0 |
HIGH |
935-0 |
0.618 |
935-0 |
0.500 |
935-0 |
0.382 |
935-0 |
LOW |
935-0 |
0.618 |
935-0 |
1.000 |
935-0 |
1.618 |
935-0 |
2.618 |
935-0 |
4.250 |
935-0 |
|
|
Fisher Pivots for day following 06-May-2010 |
Pivot |
1 day |
3 day |
R1 |
935-0 |
952-4 |
PP |
935-0 |
946-5 |
S1 |
935-0 |
940-7 |
|