CME Pit-Traded Soybean Future May 2010


Trading Metrics calculated at close of trading on 03-May-2010
Day Change Summary
Previous Current
30-Apr-2010 03-May-2010 Change Change % Previous Week
Open 988-0 986-0 -2-0 -0.2% 1008-0
High 991-0 986-0 -5-0 -0.5% 1008-0
Low 985-4 974-4 -11-0 -1.1% 978-0
Close 989-4 975-6 -13-6 -1.4% 989-4
Range 5-4 11-4 6-0 109.1% 30-0
ATR 13-5 13-6 0-1 0.7% 0-0
Volume 35,022 13,964 -21,058 -60.1% 189,680
Daily Pivots for day following 03-May-2010
Classic Woodie Camarilla DeMark
R4 1013-2 1006-0 982-1
R3 1001-6 994-4 978-7
R2 990-2 990-2 977-7
R1 983-0 983-0 976-6 980-7
PP 978-6 978-6 978-6 977-6
S1 971-4 971-4 974-6 969-3
S2 967-2 967-2 973-5
S3 955-6 960-0 972-5
S4 944-2 948-4 969-3
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 1081-7 1065-5 1006-0
R3 1051-7 1035-5 997-6
R2 1021-7 1021-7 995-0
R1 1005-5 1005-5 992-2 998-6
PP 991-7 991-7 991-7 988-3
S1 975-5 975-5 986-6 968-6
S2 961-7 961-7 984-0
S3 931-7 945-5 981-2
S4 901-7 915-5 973-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 996-0 974-4 21-4 2.2% 10-5 1.1% 6% False True 34,285
10 1008-0 974-4 33-4 3.4% 11-2 1.1% 4% False True 37,890
20 1008-0 934-0 74-0 7.6% 11-7 1.2% 56% False False 59,487
40 1008-0 922-0 86-0 8.8% 13-3 1.4% 63% False False 64,436
60 1008-0 920-0 88-0 9.0% 13-6 1.4% 63% False False 63,543
80 1050-0 911-0 139-0 14.2% 13-6 1.4% 47% False False 53,884
100 1079-4 911-0 168-4 17.3% 14-0 1.4% 38% False False 45,397
120 1087-4 911-0 176-4 18.1% 14-2 1.5% 37% False False 39,259
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-3
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1034-7
2.618 1016-1
1.618 1004-5
1.000 997-4
0.618 993-1
HIGH 986-0
0.618 981-5
0.500 980-2
0.382 978-7
LOW 974-4
0.618 967-3
1.000 963-0
1.618 955-7
2.618 944-3
4.250 925-5
Fisher Pivots for day following 03-May-2010
Pivot 1 day 3 day
R1 980-2 984-4
PP 978-6 981-5
S1 977-2 978-5

These figures are updated between 7pm and 10pm EST after a trading day.

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