CME Pit-Traded Soybean Future September 2010
Trading Metrics calculated at close of trading on 25-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2010 |
25-May-2010 |
Change |
Change % |
Previous Week |
Open |
926-0 |
908-0 |
-18-0 |
-1.9% |
921-0 |
High |
926-0 |
915-0 |
-11-0 |
-1.2% |
926-0 |
Low |
923-0 |
908-0 |
-15-0 |
-1.6% |
903-4 |
Close |
922-6 |
909-4 |
-13-2 |
-1.4% |
915-2 |
Range |
3-0 |
7-0 |
4-0 |
133.3% |
22-4 |
ATR |
8-4 |
9-0 |
0-4 |
5.3% |
0-0 |
Volume |
877 |
2,302 |
1,425 |
162.5% |
9,303 |
|
Daily Pivots for day following 25-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
931-7 |
927-5 |
913-3 |
|
R3 |
924-7 |
920-5 |
911-3 |
|
R2 |
917-7 |
917-7 |
910-6 |
|
R1 |
913-5 |
913-5 |
910-1 |
915-6 |
PP |
910-7 |
910-7 |
910-7 |
911-7 |
S1 |
906-5 |
906-5 |
908-7 |
908-6 |
S2 |
903-7 |
903-7 |
908-2 |
|
S3 |
896-7 |
899-5 |
907-5 |
|
S4 |
889-7 |
892-5 |
905-5 |
|
|
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% |
6-0 |
0.7% |
27% |
False |
False |
1,927 |
10 |
943-4 |
903-4 |
40-0 |
4.4% |
5-5 |
0.6% |
15% |
False |
False |
1,765 |
20 |
984-2 |
903-4 |
80-6 |
8.9% |
3-6 |
0.4% |
7% |
False |
False |
1,514 |
40 |
996-4 |
903-4 |
93-0 |
10.2% |
3-0 |
0.3% |
6% |
False |
False |
1,831 |
60 |
996-4 |
903-4 |
93-0 |
10.2% |
2-7 |
0.3% |
6% |
False |
False |
1,518 |
80 |
996-4 |
903-4 |
93-0 |
10.2% |
2-3 |
0.3% |
6% |
False |
False |
1,280 |
100 |
1041-0 |
903-4 |
137-4 |
15.1% |
2-0 |
0.2% |
4% |
False |
False |
1,088 |
120 |
1056-0 |
903-4 |
152-4 |
16.8% |
1-6 |
0.2% |
4% |
False |
False |
946 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
944-6 |
2.618 |
933-3 |
1.618 |
926-3 |
1.000 |
922-0 |
0.618 |
919-3 |
HIGH |
915-0 |
0.618 |
912-3 |
0.500 |
911-4 |
0.382 |
910-5 |
LOW |
908-0 |
0.618 |
903-5 |
1.000 |
901-0 |
1.618 |
896-5 |
2.618 |
889-5 |
4.250 |
878-2 |
|
|
Fisher Pivots for day following 25-May-2010 |
Pivot |
1 day |
3 day |
R1 |
911-4 |
917-0 |
PP |
910-7 |
914-4 |
S1 |
910-1 |
912-0 |
|