CME Pit-Traded Soybean Future September 2010
Trading Metrics calculated at close of trading on 20-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2010 |
20-May-2010 |
Change |
Change % |
Previous Week |
Open |
912-4 |
912-0 |
-0-4 |
-0.1% |
942-6 |
High |
918-4 |
912-0 |
-6-4 |
-0.7% |
946-0 |
Low |
912-4 |
903-4 |
-9-0 |
-1.0% |
927-4 |
Close |
912-4 |
917-0 |
4-4 |
0.5% |
931-4 |
Range |
6-0 |
8-4 |
2-4 |
41.7% |
18-4 |
ATR |
8-4 |
8-4 |
0-0 |
0.4% |
0-0 |
Volume |
1,116 |
1,881 |
765 |
68.5% |
6,930 |
|
Daily Pivots for day following 20-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
936-3 |
935-1 |
921-5 |
|
R3 |
927-7 |
926-5 |
919-3 |
|
R2 |
919-3 |
919-3 |
918-4 |
|
R1 |
918-1 |
918-1 |
917-6 |
918-6 |
PP |
910-7 |
910-7 |
910-7 |
911-1 |
S1 |
909-5 |
909-5 |
916-2 |
910-2 |
S2 |
902-3 |
902-3 |
915-4 |
|
S3 |
893-7 |
901-1 |
914-5 |
|
S4 |
885-3 |
892-5 |
912-3 |
|
|
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 |
935-0 |
903-4 |
31-4 |
3.4% |
7-2 |
0.8% |
43% |
False |
True |
1,385 |
10 |
946-0 |
903-4 |
42-4 |
4.6% |
4-1 |
0.4% |
32% |
False |
True |
1,439 |
20 |
991-4 |
903-4 |
88-0 |
9.6% |
3-2 |
0.3% |
15% |
False |
True |
1,445 |
40 |
996-4 |
903-4 |
93-0 |
10.1% |
2-7 |
0.3% |
15% |
False |
True |
1,803 |
60 |
996-4 |
903-4 |
93-0 |
10.1% |
2-5 |
0.3% |
15% |
False |
True |
1,427 |
80 |
996-4 |
903-4 |
93-0 |
10.1% |
2-1 |
0.2% |
15% |
False |
True |
1,211 |
100 |
1041-0 |
903-4 |
137-4 |
15.0% |
1-7 |
0.2% |
10% |
False |
True |
1,031 |
120 |
1059-4 |
903-4 |
156-0 |
17.0% |
1-5 |
0.2% |
9% |
False |
True |
901 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
948-1 |
2.618 |
934-2 |
1.618 |
925-6 |
1.000 |
920-4 |
0.618 |
917-2 |
HIGH |
912-0 |
0.618 |
908-6 |
0.500 |
907-6 |
0.382 |
906-6 |
LOW |
903-4 |
0.618 |
898-2 |
1.000 |
895-0 |
1.618 |
889-6 |
2.618 |
881-2 |
4.250 |
867-3 |
|
|
Fisher Pivots for day following 20-May-2010 |
Pivot |
1 day |
3 day |
R1 |
913-7 |
916-2 |
PP |
910-7 |
915-4 |
S1 |
907-6 |
914-6 |
|