CME Pit-Traded Soybean Future May 2010
| Trading Metrics calculated at close of trading on 07-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2010 |
07-May-2010 |
Change |
Change % |
Previous Week |
| Open |
970-0 |
943-0 |
-27-0 |
-2.8% |
986-0 |
| High |
973-0 |
955-0 |
-18-0 |
-1.8% |
986-0 |
| Low |
941-4 |
943-0 |
1-4 |
0.2% |
941-4 |
| Close |
945-4 |
951-2 |
5-6 |
0.6% |
951-2 |
| Range |
31-4 |
12-0 |
-19-4 |
-61.9% |
44-4 |
| ATR |
14-6 |
14-5 |
-0-2 |
-1.3% |
0-0 |
| Volume |
9,530 |
7,481 |
-2,049 |
-21.5% |
57,614 |
|
| Daily Pivots for day following 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
985-6 |
980-4 |
957-7 |
|
| R3 |
973-6 |
968-4 |
954-4 |
|
| R2 |
961-6 |
961-6 |
953-4 |
|
| R1 |
956-4 |
956-4 |
952-3 |
959-1 |
| PP |
949-6 |
949-6 |
949-6 |
951-0 |
| S1 |
944-4 |
944-4 |
950-1 |
947-1 |
| S2 |
937-6 |
937-6 |
949-0 |
|
| S3 |
925-6 |
932-4 |
948-0 |
|
| S4 |
913-6 |
920-4 |
944-5 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1093-1 |
1066-5 |
975-6 |
|
| R3 |
1048-5 |
1022-1 |
963-4 |
|
| R2 |
1004-1 |
1004-1 |
959-3 |
|
| R1 |
977-5 |
977-5 |
955-3 |
968-5 |
| PP |
959-5 |
959-5 |
959-5 |
955-0 |
| S1 |
933-1 |
933-1 |
947-1 |
924-1 |
| S2 |
915-1 |
915-1 |
943-1 |
|
| S3 |
870-5 |
888-5 |
939-0 |
|
| S4 |
826-1 |
844-1 |
926-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
986-0 |
941-4 |
44-4 |
4.7% |
15-7 |
1.7% |
22% |
False |
False |
11,522 |
| 10 |
1008-0 |
941-4 |
66-4 |
7.0% |
13-1 |
1.4% |
15% |
False |
False |
24,729 |
| 20 |
1008-0 |
941-4 |
66-4 |
7.0% |
12-6 |
1.3% |
15% |
False |
False |
49,670 |
| 40 |
1008-0 |
922-0 |
86-0 |
9.0% |
13-3 |
1.4% |
34% |
False |
False |
58,490 |
| 60 |
1008-0 |
922-0 |
86-0 |
9.0% |
13-7 |
1.5% |
34% |
False |
False |
61,067 |
| 80 |
1008-0 |
911-0 |
97-0 |
10.2% |
13-7 |
1.5% |
41% |
False |
False |
53,704 |
| 100 |
1079-4 |
911-0 |
168-4 |
17.7% |
14-1 |
1.5% |
24% |
False |
False |
45,268 |
| 120 |
1087-4 |
911-0 |
176-4 |
18.6% |
14-3 |
1.5% |
23% |
False |
False |
39,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1006-0 |
|
2.618 |
986-3 |
|
1.618 |
974-3 |
|
1.000 |
967-0 |
|
0.618 |
962-3 |
|
HIGH |
955-0 |
|
0.618 |
950-3 |
|
0.500 |
949-0 |
|
0.382 |
947-5 |
|
LOW |
943-0 |
|
0.618 |
935-5 |
|
1.000 |
931-0 |
|
1.618 |
923-5 |
|
2.618 |
911-5 |
|
4.250 |
892-0 |
|
|
| Fisher Pivots for day following 07-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
950-4 |
959-0 |
| PP |
949-6 |
956-3 |
| S1 |
949-0 |
953-7 |
|