CME Pit-Traded Soybean Future September 2010
Trading Metrics calculated at close of trading on 19-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2010 |
19-May-2010 |
Change |
Change % |
Previous Week |
Open |
926-0 |
912-4 |
-13-4 |
-1.5% |
942-6 |
High |
926-0 |
918-4 |
-7-4 |
-0.8% |
946-0 |
Low |
917-0 |
912-4 |
-4-4 |
-0.5% |
927-4 |
Close |
918-0 |
912-4 |
-5-4 |
-0.6% |
931-4 |
Range |
9-0 |
6-0 |
-3-0 |
-33.3% |
18-4 |
ATR |
8-6 |
8-4 |
-0-2 |
-2.2% |
0-0 |
Volume |
1,412 |
1,116 |
-296 |
-21.0% |
6,930 |
|
Daily Pivots for day following 19-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
932-4 |
928-4 |
915-6 |
|
R3 |
926-4 |
922-4 |
914-1 |
|
R2 |
920-4 |
920-4 |
913-5 |
|
R1 |
916-4 |
916-4 |
913-0 |
915-4 |
PP |
914-4 |
914-4 |
914-4 |
914-0 |
S1 |
910-4 |
910-4 |
912-0 |
909-4 |
S2 |
908-4 |
908-4 |
911-3 |
|
S3 |
902-4 |
904-4 |
910-7 |
|
S4 |
896-4 |
898-4 |
909-2 |
|
|
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 |
942-0 |
912-4 |
29-4 |
3.2% |
5-5 |
0.6% |
0% |
False |
True |
1,498 |
10 |
946-0 |
912-4 |
33-4 |
3.7% |
3-2 |
0.4% |
0% |
False |
True |
1,376 |
20 |
996-4 |
912-4 |
84-0 |
9.2% |
2-6 |
0.3% |
0% |
False |
True |
1,429 |
40 |
996-4 |
912-4 |
84-0 |
9.2% |
2-6 |
0.3% |
0% |
False |
True |
1,782 |
60 |
996-4 |
912-4 |
84-0 |
9.2% |
2-5 |
0.3% |
0% |
False |
True |
1,420 |
80 |
996-4 |
912-4 |
84-0 |
9.2% |
2-0 |
0.2% |
0% |
False |
True |
1,195 |
100 |
1041-0 |
912-4 |
128-4 |
14.1% |
1-6 |
0.2% |
0% |
False |
True |
1,015 |
120 |
1059-4 |
912-4 |
147-0 |
16.1% |
1-5 |
0.2% |
0% |
False |
True |
887 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
944-0 |
2.618 |
934-2 |
1.618 |
928-2 |
1.000 |
924-4 |
0.618 |
922-2 |
HIGH |
918-4 |
0.618 |
916-2 |
0.500 |
915-4 |
0.382 |
914-6 |
LOW |
912-4 |
0.618 |
908-6 |
1.000 |
906-4 |
1.618 |
902-6 |
2.618 |
896-6 |
4.250 |
887-0 |
|
|
Fisher Pivots for day following 19-May-2010 |
Pivot |
1 day |
3 day |
R1 |
915-4 |
919-2 |
PP |
914-4 |
917-0 |
S1 |
913-4 |
914-6 |
|