CME Pit-Traded Soybean Future September 2010
| Trading Metrics calculated at close of trading on 27-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2010 |
27-May-2010 |
Change |
Change % |
Previous Week |
| Open |
917-0 |
925-4 |
8-4 |
0.9% |
921-0 |
| High |
918-0 |
926-4 |
8-4 |
0.9% |
926-0 |
| Low |
913-0 |
925-4 |
12-4 |
1.4% |
903-4 |
| Close |
916-4 |
926-2 |
9-6 |
1.1% |
915-2 |
| Range |
5-0 |
1-0 |
-4-0 |
-80.0% |
22-4 |
| ATR |
8-7 |
9-0 |
0-1 |
0.9% |
0-0 |
| Volume |
2,073 |
1,991 |
-82 |
-4.0% |
9,303 |
|
| Daily Pivots for day following 27-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
929-1 |
928-5 |
926-6 |
|
| R3 |
928-1 |
927-5 |
926-4 |
|
| R2 |
927-1 |
927-1 |
926-3 |
|
| R1 |
926-5 |
926-5 |
926-3 |
926-7 |
| PP |
926-1 |
926-1 |
926-1 |
926-2 |
| S1 |
925-5 |
925-5 |
926-1 |
925-7 |
| S2 |
925-1 |
925-1 |
926-1 |
|
| S3 |
924-1 |
924-5 |
926-0 |
|
| S4 |
923-1 |
923-5 |
925-6 |
|
|
| 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 |
926-4 |
908-0 |
18-4 |
2.0% |
4-2 |
0.5% |
99% |
True |
False |
2,141 |
| 10 |
935-0 |
903-4 |
31-4 |
3.4% |
5-6 |
0.6% |
72% |
False |
False |
1,763 |
| 20 |
983-6 |
903-4 |
80-2 |
8.7% |
3-2 |
0.4% |
28% |
False |
False |
1,586 |
| 40 |
996-4 |
903-4 |
93-0 |
10.0% |
3-1 |
0.3% |
24% |
False |
False |
1,831 |
| 60 |
996-4 |
903-4 |
93-0 |
10.0% |
2-7 |
0.3% |
24% |
False |
False |
1,574 |
| 80 |
996-4 |
903-4 |
93-0 |
10.0% |
2-3 |
0.3% |
24% |
False |
False |
1,323 |
| 100 |
1041-0 |
903-4 |
137-4 |
14.8% |
2-0 |
0.2% |
17% |
False |
False |
1,126 |
| 120 |
1056-0 |
903-4 |
152-4 |
16.5% |
1-6 |
0.2% |
15% |
False |
False |
973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
930-6 |
|
2.618 |
929-1 |
|
1.618 |
928-1 |
|
1.000 |
927-4 |
|
0.618 |
927-1 |
|
HIGH |
926-4 |
|
0.618 |
926-1 |
|
0.500 |
926-0 |
|
0.382 |
925-7 |
|
LOW |
925-4 |
|
0.618 |
924-7 |
|
1.000 |
924-4 |
|
1.618 |
923-7 |
|
2.618 |
922-7 |
|
4.250 |
921-2 |
|
|
| Fisher Pivots for day following 27-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
926-1 |
923-2 |
| PP |
926-1 |
920-2 |
| S1 |
926-0 |
917-2 |
|