CME Pit-Traded Soybean Future July 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 |
995-0 |
978-4 |
-16-4 |
-1.7% |
1017-0 |
| High |
997-0 |
990-0 |
-7-0 |
-0.7% |
1019-0 |
| Low |
984-0 |
975-0 |
-9-0 |
-0.9% |
988-0 |
| Close |
986-4 |
987-0 |
0-4 |
0.1% |
999-0 |
| Range |
13-0 |
15-0 |
2-0 |
15.4% |
31-0 |
| ATR |
13-6 |
13-7 |
0-1 |
0.6% |
0-0 |
| Volume |
62,646 |
72,771 |
10,125 |
16.2% |
437,661 |
|
| Daily Pivots for day following 04-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1029-0 |
1023-0 |
995-2 |
|
| R3 |
1014-0 |
1008-0 |
991-1 |
|
| R2 |
999-0 |
999-0 |
989-6 |
|
| R1 |
993-0 |
993-0 |
988-3 |
996-0 |
| PP |
984-0 |
984-0 |
984-0 |
985-4 |
| S1 |
978-0 |
978-0 |
985-5 |
981-0 |
| S2 |
969-0 |
969-0 |
984-2 |
|
| S3 |
954-0 |
963-0 |
982-7 |
|
| S4 |
939-0 |
948-0 |
978-6 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1095-0 |
1078-0 |
1016-0 |
|
| R3 |
1064-0 |
1047-0 |
1007-4 |
|
| R2 |
1033-0 |
1033-0 |
1004-5 |
|
| R1 |
1016-0 |
1016-0 |
1001-7 |
1009-0 |
| PP |
1002-0 |
1002-0 |
1002-0 |
998-4 |
| S1 |
985-0 |
985-0 |
996-1 |
978-0 |
| S2 |
971-0 |
971-0 |
993-3 |
|
| S3 |
940-0 |
954-0 |
990-4 |
|
| S4 |
909-0 |
923-0 |
982-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1006-0 |
975-0 |
31-0 |
3.1% |
12-1 |
1.2% |
39% |
False |
True |
85,555 |
| 10 |
1019-0 |
975-0 |
44-0 |
4.5% |
13-1 |
1.3% |
27% |
False |
True |
81,696 |
| 20 |
1019-0 |
948-4 |
70-4 |
7.1% |
12-4 |
1.3% |
55% |
False |
False |
76,015 |
| 40 |
1019-0 |
930-0 |
89-0 |
9.0% |
12-7 |
1.3% |
64% |
False |
False |
53,895 |
| 60 |
1019-0 |
930-0 |
89-0 |
9.0% |
12-4 |
1.3% |
64% |
False |
False |
44,679 |
| 80 |
1034-4 |
922-0 |
112-4 |
11.4% |
12-4 |
1.3% |
58% |
False |
False |
38,932 |
| 100 |
1085-0 |
922-0 |
163-0 |
16.5% |
12-4 |
1.3% |
40% |
False |
False |
33,396 |
| 120 |
1091-0 |
922-0 |
169-0 |
17.1% |
13-0 |
1.3% |
38% |
False |
False |
29,773 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1053-6 |
|
2.618 |
1029-2 |
|
1.618 |
1014-2 |
|
1.000 |
1005-0 |
|
0.618 |
999-2 |
|
HIGH |
990-0 |
|
0.618 |
984-2 |
|
0.500 |
982-4 |
|
0.382 |
980-6 |
|
LOW |
975-0 |
|
0.618 |
965-6 |
|
1.000 |
960-0 |
|
1.618 |
950-6 |
|
2.618 |
935-6 |
|
4.250 |
911-2 |
|
|
| Fisher Pivots for day following 04-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
985-4 |
988-4 |
| PP |
984-0 |
988-0 |
| S1 |
982-4 |
987-4 |
|