CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 28-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2010 |
28-May-2010 |
Change |
Change % |
Previous Week |
| Open |
945-0 |
947-4 |
2-4 |
0.3% |
945-0 |
| High |
953-0 |
951-0 |
-2-0 |
-0.2% |
953-0 |
| Low |
943-4 |
937-0 |
-6-4 |
-0.7% |
927-4 |
| Close |
951-6 |
937-6 |
-14-0 |
-1.5% |
937-6 |
| Range |
9-4 |
14-0 |
4-4 |
47.4% |
25-4 |
| ATR |
13-4 |
13-4 |
0-1 |
0.7% |
0-0 |
| Volume |
51,696 |
65,148 |
13,452 |
26.0% |
301,117 |
|
| Daily Pivots for day following 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
983-7 |
974-7 |
945-4 |
|
| R3 |
969-7 |
960-7 |
941-5 |
|
| R2 |
955-7 |
955-7 |
940-3 |
|
| R1 |
946-7 |
946-7 |
939-0 |
944-3 |
| PP |
941-7 |
941-7 |
941-7 |
940-6 |
| S1 |
932-7 |
932-7 |
936-4 |
930-3 |
| S2 |
927-7 |
927-7 |
935-1 |
|
| S3 |
913-7 |
918-7 |
933-7 |
|
| S4 |
899-7 |
904-7 |
930-0 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1015-7 |
1002-3 |
951-6 |
|
| R3 |
990-3 |
976-7 |
944-6 |
|
| R2 |
964-7 |
964-7 |
942-3 |
|
| R1 |
951-3 |
951-3 |
940-1 |
945-3 |
| PP |
939-3 |
939-3 |
939-3 |
936-4 |
| S1 |
925-7 |
925-7 |
935-3 |
919-7 |
| S2 |
913-7 |
913-7 |
933-1 |
|
| S3 |
888-3 |
900-3 |
930-6 |
|
| S4 |
862-7 |
874-7 |
923-6 |
|
|
| 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% |
10-1 |
1.1% |
40% |
False |
False |
60,223 |
| 10 |
953-0 |
927-4 |
25-4 |
2.7% |
11-1 |
1.2% |
40% |
False |
False |
64,094 |
| 20 |
997-0 |
927-4 |
69-4 |
7.4% |
12-5 |
1.3% |
15% |
False |
False |
68,995 |
| 40 |
1019-0 |
927-4 |
91-4 |
9.8% |
12-3 |
1.3% |
11% |
False |
False |
69,834 |
| 60 |
1019-0 |
927-4 |
91-4 |
9.8% |
12-5 |
1.3% |
11% |
False |
False |
57,705 |
| 80 |
1019-0 |
922-0 |
97-0 |
10.3% |
12-3 |
1.3% |
16% |
False |
False |
49,748 |
| 100 |
1069-0 |
922-0 |
147-0 |
15.7% |
12-4 |
1.3% |
11% |
False |
False |
43,808 |
| 120 |
1085-0 |
922-0 |
163-0 |
17.4% |
12-4 |
1.3% |
10% |
False |
False |
38,406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1010-4 |
|
2.618 |
987-5 |
|
1.618 |
973-5 |
|
1.000 |
965-0 |
|
0.618 |
959-5 |
|
HIGH |
951-0 |
|
0.618 |
945-5 |
|
0.500 |
944-0 |
|
0.382 |
942-3 |
|
LOW |
937-0 |
|
0.618 |
928-3 |
|
1.000 |
923-0 |
|
1.618 |
914-3 |
|
2.618 |
900-3 |
|
4.250 |
877-4 |
|
|
| Fisher Pivots for day following 28-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
944-0 |
943-0 |
| PP |
941-7 |
941-2 |
| S1 |
939-7 |
939-4 |
|