CME Pit-Traded Soybean Future September 2010
Trading Metrics calculated at close of trading on 11-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2010 |
11-May-2010 |
Change |
Change % |
Previous Week |
Open |
942-6 |
946-0 |
3-2 |
0.3% |
973-0 |
High |
942-6 |
946-0 |
3-2 |
0.3% |
973-0 |
Low |
942-6 |
946-0 |
3-2 |
0.3% |
935-0 |
Close |
942-6 |
946-0 |
3-2 |
0.3% |
941-6 |
Range |
|
|
|
|
|
ATR |
8-7 |
8-3 |
-0-3 |
-4.5% |
0-0 |
Volume |
1,311 |
447 |
-864 |
-65.9% |
7,221 |
|
Daily Pivots for day following 11-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
946-0 |
946-0 |
946-0 |
|
R3 |
946-0 |
946-0 |
946-0 |
|
R2 |
946-0 |
946-0 |
946-0 |
|
R1 |
946-0 |
946-0 |
946-0 |
946-0 |
PP |
946-0 |
946-0 |
946-0 |
946-0 |
S1 |
946-0 |
946-0 |
946-0 |
946-0 |
S2 |
946-0 |
946-0 |
946-0 |
|
S3 |
946-0 |
946-0 |
946-0 |
|
S4 |
946-0 |
946-0 |
946-0 |
|
|
Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1063-7 |
1040-7 |
962-5 |
|
R3 |
1025-7 |
1002-7 |
952-2 |
|
R2 |
987-7 |
987-7 |
948-6 |
|
R1 |
964-7 |
964-7 |
945-2 |
957-3 |
PP |
949-7 |
949-7 |
949-7 |
946-2 |
S1 |
926-7 |
926-7 |
938-2 |
919-3 |
S2 |
911-7 |
911-7 |
934-6 |
|
S3 |
873-7 |
888-7 |
931-2 |
|
S4 |
835-7 |
850-7 |
920-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
965-0 |
935-0 |
30-0 |
3.2% |
0-3 |
0.0% |
37% |
False |
False |
1,384 |
10 |
984-2 |
935-0 |
49-2 |
5.2% |
1-7 |
0.2% |
22% |
False |
False |
1,263 |
20 |
996-4 |
935-0 |
61-4 |
6.5% |
1-7 |
0.2% |
18% |
False |
False |
1,530 |
40 |
996-4 |
920-0 |
76-4 |
8.1% |
2-4 |
0.3% |
34% |
False |
False |
1,634 |
60 |
996-4 |
920-0 |
76-4 |
8.1% |
2-1 |
0.2% |
34% |
False |
False |
1,318 |
80 |
996-4 |
912-4 |
84-0 |
8.9% |
1-6 |
0.2% |
40% |
False |
False |
1,108 |
100 |
1049-4 |
912-4 |
137-0 |
14.5% |
1-3 |
0.2% |
24% |
False |
False |
940 |
120 |
1059-4 |
912-4 |
147-0 |
15.5% |
1-4 |
0.2% |
23% |
False |
False |
822 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
946-0 |
2.618 |
946-0 |
1.618 |
946-0 |
1.000 |
946-0 |
0.618 |
946-0 |
HIGH |
946-0 |
0.618 |
946-0 |
0.500 |
946-0 |
0.382 |
946-0 |
LOW |
946-0 |
0.618 |
946-0 |
1.000 |
946-0 |
1.618 |
946-0 |
2.618 |
946-0 |
4.250 |
946-0 |
|
|
Fisher Pivots for day following 11-May-2010 |
Pivot |
1 day |
3 day |
R1 |
946-0 |
945-2 |
PP |
946-0 |
944-5 |
S1 |
946-0 |
943-7 |
|