CME Pit-Traded Soybean Future September 2010
| Trading Metrics calculated at close of trading on 21-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2010 |
21-May-2010 |
Change |
Change % |
Previous Week |
| Open |
912-0 |
916-4 |
4-4 |
0.5% |
921-0 |
| High |
912-0 |
922-0 |
10-0 |
1.1% |
926-0 |
| Low |
903-4 |
916-4 |
13-0 |
1.4% |
903-4 |
| Close |
917-0 |
915-2 |
-1-6 |
-0.2% |
915-2 |
| Range |
8-4 |
5-4 |
-3-0 |
-35.3% |
22-4 |
| ATR |
8-4 |
8-3 |
-0-2 |
-2.5% |
0-0 |
| Volume |
1,881 |
3,462 |
1,581 |
84.1% |
9,303 |
|
| Daily Pivots for day following 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
934-3 |
930-3 |
918-2 |
|
| R3 |
928-7 |
924-7 |
916-6 |
|
| R2 |
923-3 |
923-3 |
916-2 |
|
| R1 |
919-3 |
919-3 |
915-6 |
918-5 |
| PP |
917-7 |
917-7 |
917-7 |
917-4 |
| S1 |
913-7 |
913-7 |
914-6 |
913-1 |
| S2 |
912-3 |
912-3 |
914-2 |
|
| S3 |
906-7 |
908-3 |
913-6 |
|
| S4 |
901-3 |
902-7 |
912-2 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
982-3 |
971-3 |
927-5 |
|
| R3 |
959-7 |
948-7 |
921-4 |
|
| R2 |
937-3 |
937-3 |
919-3 |
|
| R1 |
926-3 |
926-3 |
917-2 |
920-5 |
| PP |
914-7 |
914-7 |
914-7 |
912-0 |
| S1 |
903-7 |
903-7 |
913-2 |
898-1 |
| S2 |
892-3 |
892-3 |
911-1 |
|
| S3 |
869-7 |
881-3 |
909-0 |
|
| S4 |
847-3 |
858-7 |
902-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
926-0 |
903-4 |
22-4 |
2.5% |
6-7 |
0.8% |
52% |
False |
False |
1,860 |
| 10 |
946-0 |
903-4 |
42-4 |
4.6% |
4-5 |
0.5% |
28% |
False |
False |
1,623 |
| 20 |
991-0 |
903-4 |
87-4 |
9.6% |
3-4 |
0.4% |
13% |
False |
False |
1,483 |
| 40 |
996-4 |
903-4 |
93-0 |
10.2% |
3-0 |
0.3% |
13% |
False |
False |
1,848 |
| 60 |
996-4 |
903-4 |
93-0 |
10.2% |
2-5 |
0.3% |
13% |
False |
False |
1,477 |
| 80 |
996-4 |
903-4 |
93-0 |
10.2% |
2-2 |
0.2% |
13% |
False |
False |
1,252 |
| 100 |
1041-0 |
903-4 |
137-4 |
15.0% |
1-7 |
0.2% |
9% |
False |
False |
1,065 |
| 120 |
1059-4 |
903-4 |
156-0 |
17.0% |
1-5 |
0.2% |
8% |
False |
False |
927 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
945-3 |
|
2.618 |
936-3 |
|
1.618 |
930-7 |
|
1.000 |
927-4 |
|
0.618 |
925-3 |
|
HIGH |
922-0 |
|
0.618 |
919-7 |
|
0.500 |
919-2 |
|
0.382 |
918-5 |
|
LOW |
916-4 |
|
0.618 |
913-1 |
|
1.000 |
911-0 |
|
1.618 |
907-5 |
|
2.618 |
902-1 |
|
4.250 |
893-1 |
|
|
| Fisher Pivots for day following 21-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
919-2 |
914-3 |
| PP |
917-7 |
913-5 |
| S1 |
916-5 |
912-6 |
|