CME Pit-Traded Soybean Future July 2010


Trading Metrics calculated at close of trading on 05-May-2010
Day Change Summary
Previous Current
04-May-2010 05-May-2010 Change Change % Previous Week
Open 978-4 978-0 -0-4 -0.1% 1017-0
High 990-0 986-0 -4-0 -0.4% 1019-0
Low 975-0 977-0 2-0 0.2% 988-0
Close 987-0 978-0 -9-0 -0.9% 999-0
Range 15-0 9-0 -6-0 -40.0% 31-0
ATR 13-7 13-5 -0-2 -2.0% 0-0
Volume 72,771 87,682 14,911 20.5% 437,661
Daily Pivots for day following 05-May-2010
Classic Woodie Camarilla DeMark
R4 1007-3 1001-5 983-0
R3 998-3 992-5 980-4
R2 989-3 989-3 979-5
R1 983-5 983-5 978-7 982-4
PP 980-3 980-3 980-3 979-6
S1 974-5 974-5 977-1 973-4
S2 971-3 971-3 976-3
S3 962-3 965-5 975-4
S4 953-3 956-5 973-0
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 3.2% 11-1 1.1% 10% False False 83,239
10 1019-0 975-0 44-0 4.5% 12-0 1.2% 7% False False 84,089
20 1019-0 954-4 64-4 6.6% 12-1 1.2% 36% False False 78,645
40 1019-0 930-0 89-0 9.1% 12-6 1.3% 54% False False 55,615
60 1019-0 930-0 89-0 9.1% 12-3 1.3% 54% False False 45,586
80 1034-4 922-0 112-4 11.5% 12-4 1.3% 50% False False 39,825
100 1085-0 922-0 163-0 16.7% 12-5 1.3% 34% False False 34,163
120 1091-0 922-0 169-0 17.3% 13-0 1.3% 33% False False 30,431
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1024-2
2.618 1009-4
1.618 1000-4
1.000 995-0
0.618 991-4
HIGH 986-0
0.618 982-4
0.500 981-4
0.382 980-4
LOW 977-0
0.618 971-4
1.000 968-0
1.618 962-4
2.618 953-4
4.250 938-6
Fisher Pivots for day following 05-May-2010
Pivot 1 day 3 day
R1 981-4 986-0
PP 980-3 983-3
S1 979-1 980-5

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

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