CME Pit-Traded Soybean Future July 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 |
977-4 |
950-2 |
-27-2 |
-2.8% |
995-0 |
| High |
981-4 |
964-0 |
-17-4 |
-1.8% |
997-0 |
| Low |
950-4 |
949-0 |
-1-4 |
-0.2% |
949-0 |
| Close |
954-0 |
960-0 |
6-0 |
0.6% |
960-0 |
| Range |
31-0 |
15-0 |
-16-0 |
-51.6% |
48-0 |
| ATR |
14-7 |
14-7 |
0-0 |
0.1% |
0-0 |
| Volume |
74,030 |
113,409 |
39,379 |
53.2% |
410,538 |
|
| Daily Pivots for day following 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1002-5 |
996-3 |
968-2 |
|
| R3 |
987-5 |
981-3 |
964-1 |
|
| R2 |
972-5 |
972-5 |
962-6 |
|
| R1 |
966-3 |
966-3 |
961-3 |
969-4 |
| PP |
957-5 |
957-5 |
957-5 |
959-2 |
| S1 |
951-3 |
951-3 |
958-5 |
954-4 |
| S2 |
942-5 |
942-5 |
957-2 |
|
| S3 |
927-5 |
936-3 |
955-7 |
|
| S4 |
912-5 |
921-3 |
951-6 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1112-5 |
1084-3 |
986-3 |
|
| R3 |
1064-5 |
1036-3 |
973-2 |
|
| R2 |
1016-5 |
1016-5 |
968-6 |
|
| R1 |
988-3 |
988-3 |
964-3 |
978-4 |
| PP |
968-5 |
968-5 |
968-5 |
963-6 |
| S1 |
940-3 |
940-3 |
955-5 |
930-4 |
| S2 |
920-5 |
920-5 |
951-2 |
|
| S3 |
872-5 |
892-3 |
946-6 |
|
| S4 |
824-5 |
844-3 |
933-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
997-0 |
949-0 |
48-0 |
5.0% |
16-5 |
1.7% |
23% |
False |
True |
82,107 |
| 10 |
1019-0 |
949-0 |
70-0 |
7.3% |
14-2 |
1.5% |
16% |
False |
True |
84,819 |
| 20 |
1019-0 |
949-0 |
70-0 |
7.3% |
13-2 |
1.4% |
16% |
False |
True |
83,264 |
| 40 |
1019-0 |
930-0 |
89-0 |
9.3% |
12-7 |
1.3% |
34% |
False |
False |
58,815 |
| 60 |
1019-0 |
930-0 |
89-0 |
9.3% |
12-5 |
1.3% |
34% |
False |
False |
47,787 |
| 80 |
1019-0 |
922-0 |
97-0 |
10.1% |
12-6 |
1.3% |
39% |
False |
False |
41,861 |
| 100 |
1085-0 |
922-0 |
163-0 |
17.0% |
12-7 |
1.3% |
23% |
False |
False |
35,791 |
| 120 |
1091-0 |
922-0 |
169-0 |
17.6% |
13-0 |
1.4% |
22% |
False |
False |
31,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1027-6 |
|
2.618 |
1003-2 |
|
1.618 |
988-2 |
|
1.000 |
979-0 |
|
0.618 |
973-2 |
|
HIGH |
964-0 |
|
0.618 |
958-2 |
|
0.500 |
956-4 |
|
0.382 |
954-6 |
|
LOW |
949-0 |
|
0.618 |
939-6 |
|
1.000 |
934-0 |
|
1.618 |
924-6 |
|
2.618 |
909-6 |
|
4.250 |
885-2 |
|
|
| Fisher Pivots for day following 07-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
958-7 |
967-4 |
| PP |
957-5 |
965-0 |
| S1 |
956-4 |
962-4 |
|