CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 27-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2010 |
27-May-2010 |
Change |
Change % |
Previous Week |
| Open |
938-0 |
945-0 |
7-0 |
0.7% |
946-0 |
| High |
940-0 |
953-0 |
13-0 |
1.4% |
950-0 |
| Low |
933-0 |
943-4 |
10-4 |
1.1% |
931-0 |
| Close |
938-0 |
951-6 |
13-6 |
1.5% |
941-0 |
| Range |
7-0 |
9-4 |
2-4 |
35.7% |
19-0 |
| ATR |
13-3 |
13-4 |
0-1 |
0.9% |
0-0 |
| Volume |
59,077 |
51,696 |
-7,381 |
-12.5% |
339,827 |
|
| Daily Pivots for day following 27-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
977-7 |
974-3 |
957-0 |
|
| R3 |
968-3 |
964-7 |
954-3 |
|
| R2 |
958-7 |
958-7 |
953-4 |
|
| R1 |
955-3 |
955-3 |
952-5 |
957-1 |
| PP |
949-3 |
949-3 |
949-3 |
950-2 |
| S1 |
945-7 |
945-7 |
950-7 |
947-5 |
| S2 |
939-7 |
939-7 |
950-0 |
|
| S3 |
930-3 |
936-3 |
949-1 |
|
| S4 |
920-7 |
926-7 |
946-4 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
997-5 |
988-3 |
951-4 |
|
| R3 |
978-5 |
969-3 |
946-2 |
|
| R2 |
959-5 |
959-5 |
944-4 |
|
| R1 |
950-3 |
950-3 |
942-6 |
945-4 |
| PP |
940-5 |
940-5 |
940-5 |
938-2 |
| S1 |
931-3 |
931-3 |
939-2 |
926-4 |
| S2 |
921-5 |
921-5 |
937-4 |
|
| S3 |
902-5 |
912-3 |
935-6 |
|
| S4 |
883-5 |
893-3 |
930-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
953-0 |
927-4 |
25-4 |
2.7% |
9-6 |
1.0% |
95% |
True |
False |
63,392 |
| 10 |
960-0 |
927-4 |
32-4 |
3.4% |
10-4 |
1.1% |
75% |
False |
False |
62,403 |
| 20 |
1002-0 |
927-4 |
74-4 |
7.8% |
12-2 |
1.3% |
33% |
False |
False |
70,124 |
| 40 |
1019-0 |
927-4 |
91-4 |
9.6% |
12-3 |
1.3% |
27% |
False |
False |
70,338 |
| 60 |
1019-0 |
927-4 |
91-4 |
9.6% |
12-5 |
1.3% |
27% |
False |
False |
57,057 |
| 80 |
1019-0 |
922-0 |
97-0 |
10.2% |
12-3 |
1.3% |
31% |
False |
False |
49,267 |
| 100 |
1070-0 |
922-0 |
148-0 |
15.6% |
12-3 |
1.3% |
20% |
False |
False |
43,273 |
| 120 |
1085-0 |
922-0 |
163-0 |
17.1% |
12-4 |
1.3% |
18% |
False |
False |
37,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
993-3 |
|
2.618 |
977-7 |
|
1.618 |
968-3 |
|
1.000 |
962-4 |
|
0.618 |
958-7 |
|
HIGH |
953-0 |
|
0.618 |
949-3 |
|
0.500 |
948-2 |
|
0.382 |
947-1 |
|
LOW |
943-4 |
|
0.618 |
937-5 |
|
1.000 |
934-0 |
|
1.618 |
928-1 |
|
2.618 |
918-5 |
|
4.250 |
903-1 |
|
|
| Fisher Pivots for day following 27-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
950-5 |
947-7 |
| PP |
949-3 |
944-1 |
| S1 |
948-2 |
940-2 |
|