CME Pit-Traded Soybean Future May 2010
| Trading Metrics calculated at close of trading on 04-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2010 |
04-May-2010 |
Change |
Change % |
Previous Week |
| Open |
986-0 |
970-0 |
-16-0 |
-1.6% |
1008-0 |
| High |
986-0 |
980-0 |
-6-0 |
-0.6% |
1008-0 |
| Low |
974-4 |
964-0 |
-10-4 |
-1.1% |
978-0 |
| Close |
975-6 |
977-0 |
1-2 |
0.1% |
989-4 |
| Range |
11-4 |
16-0 |
4-4 |
39.1% |
30-0 |
| ATR |
13-6 |
13-7 |
0-1 |
1.2% |
0-0 |
| Volume |
13,964 |
15,217 |
1,253 |
9.0% |
189,680 |
|
| Daily Pivots for day following 04-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1021-5 |
1015-3 |
985-6 |
|
| R3 |
1005-5 |
999-3 |
981-3 |
|
| R2 |
989-5 |
989-5 |
979-7 |
|
| R1 |
983-3 |
983-3 |
978-4 |
986-4 |
| PP |
973-5 |
973-5 |
973-5 |
975-2 |
| S1 |
967-3 |
967-3 |
975-4 |
970-4 |
| S2 |
957-5 |
957-5 |
974-1 |
|
| S3 |
941-5 |
951-3 |
972-5 |
|
| S4 |
925-5 |
935-3 |
968-2 |
|
|
| 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 |
994-4 |
964-0 |
30-4 |
3.1% |
11-0 |
1.1% |
43% |
False |
True |
28,903 |
| 10 |
1008-0 |
964-0 |
44-0 |
4.5% |
12-1 |
1.2% |
30% |
False |
True |
34,209 |
| 20 |
1008-0 |
940-0 |
68-0 |
7.0% |
12-1 |
1.2% |
54% |
False |
False |
57,852 |
| 40 |
1008-0 |
922-0 |
86-0 |
8.8% |
13-4 |
1.4% |
64% |
False |
False |
63,166 |
| 60 |
1008-0 |
922-0 |
86-0 |
8.8% |
13-6 |
1.4% |
64% |
False |
False |
63,138 |
| 80 |
1029-4 |
911-0 |
118-4 |
12.1% |
13-6 |
1.4% |
56% |
False |
False |
53,928 |
| 100 |
1079-4 |
911-0 |
168-4 |
17.2% |
14-0 |
1.4% |
39% |
False |
False |
45,406 |
| 120 |
1087-4 |
911-0 |
176-4 |
18.1% |
14-2 |
1.5% |
37% |
False |
False |
39,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1048-0 |
|
2.618 |
1021-7 |
|
1.618 |
1005-7 |
|
1.000 |
996-0 |
|
0.618 |
989-7 |
|
HIGH |
980-0 |
|
0.618 |
973-7 |
|
0.500 |
972-0 |
|
0.382 |
970-1 |
|
LOW |
964-0 |
|
0.618 |
954-1 |
|
1.000 |
948-0 |
|
1.618 |
938-1 |
|
2.618 |
922-1 |
|
4.250 |
896-0 |
|
|
| Fisher Pivots for day following 04-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
975-3 |
977-4 |
| PP |
973-5 |
977-3 |
| S1 |
972-0 |
977-1 |
|