CME Pit-Traded Soybean Future September 2010
Trading Metrics calculated at close of trading on 18-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2010 |
18-May-2010 |
Change |
Change % |
Previous Week |
Open |
921-0 |
926-0 |
5-0 |
0.5% |
942-6 |
High |
924-4 |
926-0 |
1-4 |
0.2% |
946-0 |
Low |
919-0 |
917-0 |
-2-0 |
-0.2% |
927-4 |
Close |
920-6 |
918-0 |
-2-6 |
-0.3% |
931-4 |
Range |
5-4 |
9-0 |
3-4 |
63.6% |
18-4 |
ATR |
8-5 |
8-6 |
0-0 |
0.3% |
0-0 |
Volume |
1,432 |
1,412 |
-20 |
-1.4% |
6,930 |
|
Daily Pivots for day following 18-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
947-3 |
941-5 |
923-0 |
|
R3 |
938-3 |
932-5 |
920-4 |
|
R2 |
929-3 |
929-3 |
919-5 |
|
R1 |
923-5 |
923-5 |
918-7 |
922-0 |
PP |
920-3 |
920-3 |
920-3 |
919-4 |
S1 |
914-5 |
914-5 |
917-1 |
913-0 |
S2 |
911-3 |
911-3 |
916-3 |
|
S3 |
902-3 |
905-5 |
915-4 |
|
S4 |
893-3 |
896-5 |
913-0 |
|
|
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 |
943-4 |
917-0 |
26-4 |
2.9% |
5-2 |
0.6% |
4% |
False |
True |
1,603 |
10 |
965-0 |
917-0 |
48-0 |
5.2% |
2-7 |
0.3% |
2% |
False |
True |
1,494 |
20 |
996-4 |
917-0 |
79-4 |
8.7% |
2-4 |
0.3% |
1% |
False |
True |
1,453 |
40 |
996-4 |
917-0 |
79-4 |
8.7% |
2-6 |
0.3% |
1% |
False |
True |
1,773 |
60 |
996-4 |
917-0 |
79-4 |
8.7% |
2-4 |
0.3% |
1% |
False |
True |
1,404 |
80 |
996-4 |
912-4 |
84-0 |
9.2% |
2-0 |
0.2% |
7% |
False |
False |
1,183 |
100 |
1041-0 |
912-4 |
128-4 |
14.0% |
1-6 |
0.2% |
4% |
False |
False |
1,007 |
120 |
1059-4 |
912-4 |
147-0 |
16.0% |
1-4 |
0.2% |
4% |
False |
False |
881 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
964-2 |
2.618 |
949-4 |
1.618 |
940-4 |
1.000 |
935-0 |
0.618 |
931-4 |
HIGH |
926-0 |
0.618 |
922-4 |
0.500 |
921-4 |
0.382 |
920-4 |
LOW |
917-0 |
0.618 |
911-4 |
1.000 |
908-0 |
1.618 |
902-4 |
2.618 |
893-4 |
4.250 |
878-6 |
|
|
Fisher Pivots for day following 18-May-2010 |
Pivot |
1 day |
3 day |
R1 |
921-4 |
926-0 |
PP |
920-3 |
923-3 |
S1 |
919-1 |
920-5 |
|