CME Pit-Traded Soybean Future September 2010
Trading Metrics calculated at close of trading on 12-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2010 |
12-May-2010 |
Change |
Change % |
Previous Week |
Open |
946-0 |
943-4 |
-2-4 |
-0.3% |
973-0 |
High |
946-0 |
943-4 |
-2-4 |
-0.3% |
973-0 |
Low |
946-0 |
939-0 |
-7-0 |
-0.7% |
935-0 |
Close |
946-0 |
944-2 |
-1-6 |
-0.2% |
941-6 |
Range |
0-0 |
4-4 |
4-4 |
|
38-0 |
ATR |
8-3 |
8-3 |
-0-1 |
-1.2% |
0-0 |
Volume |
447 |
1,639 |
1,192 |
266.7% |
7,221 |
|
Daily Pivots for day following 12-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
955-6 |
954-4 |
946-6 |
|
R3 |
951-2 |
950-0 |
945-4 |
|
R2 |
946-6 |
946-6 |
945-1 |
|
R1 |
945-4 |
945-4 |
944-5 |
946-1 |
PP |
942-2 |
942-2 |
942-2 |
942-4 |
S1 |
941-0 |
941-0 |
943-7 |
941-5 |
S2 |
937-6 |
937-6 |
943-3 |
|
S3 |
933-2 |
936-4 |
943-0 |
|
S4 |
928-6 |
932-0 |
941-6 |
|
|
Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1063-7 |
1040-7 |
962-5 |
|
R3 |
1025-7 |
1002-7 |
952-2 |
|
R2 |
987-7 |
987-7 |
948-6 |
|
R1 |
964-7 |
964-7 |
945-2 |
957-3 |
PP |
949-7 |
949-7 |
949-7 |
946-2 |
S1 |
926-7 |
926-7 |
938-2 |
919-3 |
S2 |
911-7 |
911-7 |
934-6 |
|
S3 |
873-7 |
888-7 |
931-2 |
|
S4 |
835-7 |
850-7 |
920-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
946-0 |
935-0 |
11-0 |
1.2% |
0-7 |
0.1% |
84% |
False |
False |
1,254 |
10 |
983-6 |
935-0 |
48-6 |
5.2% |
0-6 |
0.1% |
19% |
False |
False |
1,320 |
20 |
996-4 |
935-0 |
61-4 |
6.5% |
2-1 |
0.2% |
15% |
False |
False |
1,474 |
40 |
996-4 |
920-0 |
76-4 |
8.1% |
2-2 |
0.2% |
32% |
False |
False |
1,668 |
60 |
996-4 |
920-0 |
76-4 |
8.1% |
2-1 |
0.2% |
32% |
False |
False |
1,341 |
80 |
996-4 |
912-4 |
84-0 |
8.9% |
1-7 |
0.2% |
38% |
False |
False |
1,124 |
100 |
1041-0 |
912-4 |
128-4 |
13.6% |
1-4 |
0.2% |
25% |
False |
False |
952 |
120 |
1059-4 |
912-4 |
147-0 |
15.6% |
1-4 |
0.2% |
22% |
False |
False |
836 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
962-5 |
2.618 |
955-2 |
1.618 |
950-6 |
1.000 |
948-0 |
0.618 |
946-2 |
HIGH |
943-4 |
0.618 |
941-6 |
0.500 |
941-2 |
0.382 |
940-6 |
LOW |
939-0 |
0.618 |
936-2 |
1.000 |
934-4 |
1.618 |
931-6 |
2.618 |
927-2 |
4.250 |
919-7 |
|
|
Fisher Pivots for day following 12-May-2010 |
Pivot |
1 day |
3 day |
R1 |
943-2 |
943-5 |
PP |
942-2 |
943-1 |
S1 |
941-2 |
942-4 |
|