CME Pit-Traded Soybean Future July 2010


Trading Metrics calculated at close of trading on 10-May-2010
Day Change Summary
Previous Current
07-May-2010 10-May-2010 Change Change % Previous Week
Open 950-2 964-0 13-6 1.4% 995-0
High 964-0 968-6 4-6 0.5% 997-0
Low 949-0 960-0 11-0 1.2% 949-0
Close 960-0 961-0 1-0 0.1% 960-0
Range 15-0 8-6 -6-2 -41.7% 48-0
ATR 14-7 14-3 -0-3 -2.9% 0-0
Volume 113,409 78,489 -34,920 -30.8% 410,538
Daily Pivots for day following 10-May-2010
Classic Woodie Camarilla DeMark
R4 989-4 984-0 965-6
R3 980-6 975-2 963-3
R2 972-0 972-0 962-5
R1 966-4 966-4 961-6 964-7
PP 963-2 963-2 963-2 962-4
S1 957-6 957-6 960-2 956-1
S2 954-4 954-4 959-3
S3 945-6 949-0 958-5
S4 937-0 940-2 956-2
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
5 990-0 949-0 41-0 4.3% 15-6 1.6% 29% False False 85,276
10 1006-0 949-0 57-0 5.9% 13-7 1.4% 21% False False 86,489
20 1019-0 949-0 70-0 7.3% 13-2 1.4% 17% False False 83,849
40 1019-0 930-0 89-0 9.3% 12-7 1.3% 35% False False 59,833
60 1019-0 930-0 89-0 9.3% 12-5 1.3% 35% False False 48,542
80 1019-0 922-0 97-0 10.1% 12-5 1.3% 40% False False 42,474
100 1085-0 922-0 163-0 17.0% 12-6 1.3% 24% False False 36,430
120 1091-0 922-0 169-0 17.6% 13-0 1.4% 23% False False 32,365
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-6
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1006-0
2.618 991-5
1.618 982-7
1.000 977-4
0.618 974-1
HIGH 968-6
0.618 965-3
0.500 964-3
0.382 963-3
LOW 960-0
0.618 954-5
1.000 951-2
1.618 945-7
2.618 937-1
4.250 922-6
Fisher Pivots for day following 10-May-2010
Pivot 1 day 3 day
R1 964-3 965-2
PP 963-2 963-7
S1 962-1 962-3

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

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