CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 13-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2010 |
13-May-2010 |
Change |
Change % |
Previous Week |
| Open |
970-0 |
963-4 |
-6-4 |
-0.7% |
995-0 |
| High |
976-0 |
969-4 |
-6-4 |
-0.7% |
997-0 |
| Low |
960-0 |
959-4 |
-0-4 |
-0.1% |
949-0 |
| Close |
965-4 |
964-4 |
-1-0 |
-0.1% |
960-0 |
| Range |
16-0 |
10-0 |
-6-0 |
-37.5% |
48-0 |
| ATR |
14-4 |
14-2 |
-0-3 |
-2.2% |
0-0 |
| Volume |
64,476 |
83,467 |
18,991 |
29.5% |
410,538 |
|
| Daily Pivots for day following 13-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
994-4 |
989-4 |
970-0 |
|
| R3 |
984-4 |
979-4 |
967-2 |
|
| R2 |
974-4 |
974-4 |
966-3 |
|
| R1 |
969-4 |
969-4 |
965-3 |
972-0 |
| PP |
964-4 |
964-4 |
964-4 |
965-6 |
| S1 |
959-4 |
959-4 |
963-5 |
962-0 |
| S2 |
954-4 |
954-4 |
962-5 |
|
| S3 |
944-4 |
949-4 |
961-6 |
|
| S4 |
934-4 |
939-4 |
959-0 |
|
|
| 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 |
976-0 |
949-0 |
27-0 |
2.8% |
12-7 |
1.3% |
57% |
False |
False |
78,718 |
| 10 |
1002-0 |
949-0 |
53-0 |
5.5% |
14-0 |
1.5% |
29% |
False |
False |
77,845 |
| 20 |
1019-0 |
949-0 |
70-0 |
7.3% |
13-1 |
1.4% |
22% |
False |
False |
79,895 |
| 40 |
1019-0 |
941-0 |
78-0 |
8.1% |
13-0 |
1.3% |
30% |
False |
False |
62,962 |
| 60 |
1019-0 |
930-0 |
89-0 |
9.2% |
12-5 |
1.3% |
39% |
False |
False |
50,432 |
| 80 |
1019-0 |
922-0 |
97-0 |
10.1% |
12-5 |
1.3% |
44% |
False |
False |
44,146 |
| 100 |
1078-0 |
922-0 |
156-0 |
16.2% |
12-4 |
1.3% |
27% |
False |
False |
38,026 |
| 120 |
1091-0 |
922-0 |
169-0 |
17.5% |
12-7 |
1.3% |
25% |
False |
False |
33,797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1012-0 |
|
2.618 |
995-5 |
|
1.618 |
985-5 |
|
1.000 |
979-4 |
|
0.618 |
975-5 |
|
HIGH |
969-4 |
|
0.618 |
965-5 |
|
0.500 |
964-4 |
|
0.382 |
963-3 |
|
LOW |
959-4 |
|
0.618 |
953-3 |
|
1.000 |
949-4 |
|
1.618 |
943-3 |
|
2.618 |
933-3 |
|
4.250 |
917-0 |
|
|
| Fisher Pivots for day following 13-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
964-4 |
965-0 |
| PP |
964-4 |
964-7 |
| S1 |
964-4 |
964-5 |
|