CME Pit-Traded Soybean Future September 2010
| Trading Metrics calculated at close of trading on 28-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2010 |
28-May-2010 |
Change |
Change % |
Previous Week |
| Open |
925-4 |
921-4 |
-4-0 |
-0.4% |
926-0 |
| High |
926-4 |
921-4 |
-5-0 |
-0.5% |
926-4 |
| Low |
925-4 |
915-0 |
-10-4 |
-1.1% |
908-0 |
| Close |
926-2 |
914-6 |
-11-4 |
-1.2% |
914-6 |
| Range |
1-0 |
6-4 |
5-4 |
550.0% |
18-4 |
| ATR |
9-0 |
9-1 |
0-1 |
1.8% |
0-0 |
| Volume |
1,991 |
1,706 |
-285 |
-14.3% |
8,949 |
|
| Daily Pivots for day following 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
936-5 |
932-1 |
918-3 |
|
| R3 |
930-1 |
925-5 |
916-4 |
|
| R2 |
923-5 |
923-5 |
916-0 |
|
| R1 |
919-1 |
919-1 |
915-3 |
918-1 |
| PP |
917-1 |
917-1 |
917-1 |
916-4 |
| S1 |
912-5 |
912-5 |
914-1 |
911-5 |
| S2 |
910-5 |
910-5 |
913-4 |
|
| S3 |
904-1 |
906-1 |
913-0 |
|
| S4 |
897-5 |
899-5 |
911-1 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
971-7 |
961-7 |
924-7 |
|
| R3 |
953-3 |
943-3 |
919-7 |
|
| R2 |
934-7 |
934-7 |
918-1 |
|
| R1 |
924-7 |
924-7 |
916-4 |
920-5 |
| PP |
916-3 |
916-3 |
916-3 |
914-2 |
| S1 |
906-3 |
906-3 |
913-0 |
902-1 |
| S2 |
897-7 |
897-7 |
911-3 |
|
| S3 |
879-3 |
887-7 |
909-5 |
|
| S4 |
860-7 |
869-3 |
904-5 |
|
|
| 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% |
4-4 |
0.5% |
36% |
False |
False |
1,789 |
| 10 |
926-4 |
903-4 |
23-0 |
2.5% |
5-6 |
0.6% |
49% |
False |
False |
1,825 |
| 20 |
973-0 |
903-4 |
69-4 |
7.6% |
3-5 |
0.4% |
16% |
False |
False |
1,620 |
| 40 |
996-4 |
903-4 |
93-0 |
10.2% |
3-2 |
0.3% |
12% |
False |
False |
1,729 |
| 60 |
996-4 |
903-4 |
93-0 |
10.2% |
3-0 |
0.3% |
12% |
False |
False |
1,598 |
| 80 |
996-4 |
903-4 |
93-0 |
10.2% |
2-4 |
0.3% |
12% |
False |
False |
1,340 |
| 100 |
1041-0 |
903-4 |
137-4 |
15.0% |
2-1 |
0.2% |
8% |
False |
False |
1,141 |
| 120 |
1056-0 |
903-4 |
152-4 |
16.7% |
1-7 |
0.2% |
7% |
False |
False |
987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
949-1 |
|
2.618 |
938-4 |
|
1.618 |
932-0 |
|
1.000 |
928-0 |
|
0.618 |
925-4 |
|
HIGH |
921-4 |
|
0.618 |
919-0 |
|
0.500 |
918-2 |
|
0.382 |
917-4 |
|
LOW |
915-0 |
|
0.618 |
911-0 |
|
1.000 |
908-4 |
|
1.618 |
904-4 |
|
2.618 |
898-0 |
|
4.250 |
887-3 |
|
|
| Fisher Pivots for day following 28-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
918-2 |
919-6 |
| PP |
917-1 |
918-1 |
| S1 |
915-7 |
916-3 |
|