CME Pit-Traded Soybean Future May 2010
| Trading Metrics calculated at close of trading on 12-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2010 |
12-May-2010 |
Change |
Change % |
Previous Week |
| Open |
947-0 |
962-0 |
15-0 |
1.6% |
986-0 |
| High |
960-0 |
968-0 |
8-0 |
0.8% |
986-0 |
| Low |
947-0 |
957-0 |
10-0 |
1.1% |
941-4 |
| Close |
958-2 |
959-4 |
1-2 |
0.1% |
951-2 |
| Range |
13-0 |
11-0 |
-2-0 |
-15.4% |
44-4 |
| ATR |
14-0 |
13-6 |
-0-2 |
-1.5% |
0-0 |
| Volume |
2,194 |
1,532 |
-662 |
-30.2% |
57,614 |
|
| Daily Pivots for day following 12-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
994-4 |
988-0 |
965-4 |
|
| R3 |
983-4 |
977-0 |
962-4 |
|
| R2 |
972-4 |
972-4 |
961-4 |
|
| R1 |
966-0 |
966-0 |
960-4 |
963-6 |
| PP |
961-4 |
961-4 |
961-4 |
960-3 |
| S1 |
955-0 |
955-0 |
958-4 |
952-6 |
| S2 |
950-4 |
950-4 |
957-4 |
|
| S3 |
939-4 |
944-0 |
956-4 |
|
| S4 |
928-4 |
933-0 |
953-4 |
|
|
| 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 |
973-0 |
941-4 |
31-4 |
3.3% |
14-6 |
1.5% |
57% |
False |
False |
4,914 |
| 10 |
994-4 |
941-4 |
53-0 |
5.5% |
12-3 |
1.3% |
34% |
False |
False |
14,326 |
| 20 |
1008-0 |
941-4 |
66-4 |
6.9% |
12-3 |
1.3% |
27% |
False |
False |
34,068 |
| 40 |
1008-0 |
931-0 |
77-0 |
8.0% |
13-2 |
1.4% |
37% |
False |
False |
53,232 |
| 60 |
1008-0 |
922-0 |
86-0 |
9.0% |
13-5 |
1.4% |
44% |
False |
False |
58,355 |
| 80 |
1008-0 |
911-0 |
97-0 |
10.1% |
13-5 |
1.4% |
50% |
False |
False |
52,894 |
| 100 |
1076-0 |
911-0 |
165-0 |
17.2% |
13-7 |
1.5% |
29% |
False |
False |
44,893 |
| 120 |
1087-4 |
911-0 |
176-4 |
18.4% |
14-2 |
1.5% |
27% |
False |
False |
39,230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1014-6 |
|
2.618 |
996-6 |
|
1.618 |
985-6 |
|
1.000 |
979-0 |
|
0.618 |
974-6 |
|
HIGH |
968-0 |
|
0.618 |
963-6 |
|
0.500 |
962-4 |
|
0.382 |
961-2 |
|
LOW |
957-0 |
|
0.618 |
950-2 |
|
1.000 |
946-0 |
|
1.618 |
939-2 |
|
2.618 |
928-2 |
|
4.250 |
910-2 |
|
|
| Fisher Pivots for day following 12-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
962-4 |
958-7 |
| PP |
961-4 |
958-1 |
| S1 |
960-4 |
957-4 |
|