CME Pit-Traded Soybean Future September 2010
| Trading Metrics calculated at close of trading on 17-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2010 |
17-May-2010 |
Change |
Change % |
Previous Week |
| Open |
931-0 |
921-0 |
-10-0 |
-1.1% |
942-6 |
| High |
935-0 |
924-4 |
-10-4 |
-1.1% |
946-0 |
| Low |
927-4 |
919-0 |
-8-4 |
-0.9% |
927-4 |
| Close |
931-4 |
920-6 |
-10-6 |
-1.2% |
931-4 |
| Range |
7-4 |
5-4 |
-2-0 |
-26.7% |
18-4 |
| ATR |
8-3 |
8-5 |
0-2 |
3.5% |
0-0 |
| Volume |
1,087 |
1,432 |
345 |
31.7% |
6,930 |
|
| Daily Pivots for day following 17-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
937-7 |
934-7 |
923-6 |
|
| R3 |
932-3 |
929-3 |
922-2 |
|
| R2 |
926-7 |
926-7 |
921-6 |
|
| R1 |
923-7 |
923-7 |
921-2 |
922-5 |
| PP |
921-3 |
921-3 |
921-3 |
920-6 |
| S1 |
918-3 |
918-3 |
920-2 |
917-1 |
| S2 |
915-7 |
915-7 |
919-6 |
|
| S3 |
910-3 |
912-7 |
919-2 |
|
| S4 |
904-7 |
907-3 |
917-6 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
990-4 |
979-4 |
941-5 |
|
| R3 |
972-0 |
961-0 |
936-5 |
|
| R2 |
953-4 |
953-4 |
934-7 |
|
| R1 |
942-4 |
942-4 |
933-2 |
938-6 |
| PP |
935-0 |
935-0 |
935-0 |
933-1 |
| S1 |
924-0 |
924-0 |
929-6 |
920-2 |
| S2 |
916-4 |
916-4 |
928-1 |
|
| S3 |
898-0 |
905-4 |
926-3 |
|
| S4 |
879-4 |
887-0 |
921-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
946-0 |
919-0 |
27-0 |
2.9% |
3-4 |
0.4% |
6% |
False |
True |
1,410 |
| 10 |
970-0 |
919-0 |
51-0 |
5.5% |
2-0 |
0.2% |
3% |
False |
True |
1,475 |
| 20 |
996-4 |
919-0 |
77-4 |
8.4% |
2-0 |
0.2% |
2% |
False |
True |
1,435 |
| 40 |
996-4 |
919-0 |
77-4 |
8.4% |
2-4 |
0.3% |
2% |
False |
True |
1,761 |
| 60 |
996-4 |
919-0 |
77-4 |
8.4% |
2-3 |
0.3% |
2% |
False |
True |
1,386 |
| 80 |
996-4 |
912-4 |
84-0 |
9.1% |
2-0 |
0.2% |
10% |
False |
False |
1,167 |
| 100 |
1041-0 |
912-4 |
128-4 |
14.0% |
1-5 |
0.2% |
6% |
False |
False |
994 |
| 120 |
1059-4 |
912-4 |
147-0 |
16.0% |
1-4 |
0.2% |
6% |
False |
False |
872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
947-7 |
|
2.618 |
938-7 |
|
1.618 |
933-3 |
|
1.000 |
930-0 |
|
0.618 |
927-7 |
|
HIGH |
924-4 |
|
0.618 |
922-3 |
|
0.500 |
921-6 |
|
0.382 |
921-1 |
|
LOW |
919-0 |
|
0.618 |
915-5 |
|
1.000 |
913-4 |
|
1.618 |
910-1 |
|
2.618 |
904-5 |
|
4.250 |
895-5 |
|
|
| Fisher Pivots for day following 17-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
921-6 |
930-4 |
| PP |
921-3 |
927-2 |
| S1 |
921-1 |
924-0 |
|