CME Pit-Traded Soybean Future September 2010
| Trading Metrics calculated at close of trading on 14-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2010 |
14-May-2010 |
Change |
Change % |
Previous Week |
| Open |
942-0 |
931-0 |
-11-0 |
-1.2% |
942-6 |
| High |
942-0 |
935-0 |
-7-0 |
-0.7% |
946-0 |
| Low |
942-0 |
927-4 |
-14-4 |
-1.5% |
927-4 |
| Close |
942-0 |
931-4 |
-10-4 |
-1.1% |
931-4 |
| Range |
0-0 |
7-4 |
7-4 |
|
18-4 |
| ATR |
7-7 |
8-3 |
0-4 |
6.0% |
0-0 |
| Volume |
2,446 |
1,087 |
-1,359 |
-55.6% |
6,930 |
|
| Daily Pivots for day following 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
953-7 |
950-1 |
935-5 |
|
| R3 |
946-3 |
942-5 |
933-4 |
|
| R2 |
938-7 |
938-7 |
932-7 |
|
| R1 |
935-1 |
935-1 |
932-2 |
937-0 |
| PP |
931-3 |
931-3 |
931-3 |
932-2 |
| S1 |
927-5 |
927-5 |
930-6 |
929-4 |
| S2 |
923-7 |
923-7 |
930-1 |
|
| S3 |
916-3 |
920-1 |
929-4 |
|
| S4 |
908-7 |
912-5 |
927-3 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
990-4 |
979-4 |
941-5 |
|
| R3 |
972-0 |
961-0 |
936-5 |
|
| R2 |
953-4 |
953-4 |
934-7 |
|
| R1 |
942-4 |
942-4 |
933-2 |
938-6 |
| PP |
935-0 |
935-0 |
935-0 |
933-1 |
| S1 |
924-0 |
924-0 |
929-6 |
920-2 |
| S2 |
916-4 |
916-4 |
928-1 |
|
| S3 |
898-0 |
905-4 |
926-3 |
|
| S4 |
879-4 |
887-0 |
921-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
946-0 |
927-4 |
18-4 |
2.0% |
2-3 |
0.3% |
22% |
False |
True |
1,386 |
| 10 |
973-0 |
927-4 |
45-4 |
4.9% |
1-4 |
0.2% |
9% |
False |
True |
1,415 |
| 20 |
996-4 |
927-4 |
69-0 |
7.4% |
1-6 |
0.2% |
6% |
False |
True |
1,405 |
| 40 |
996-4 |
920-0 |
76-4 |
8.2% |
2-3 |
0.3% |
15% |
False |
False |
1,736 |
| 60 |
996-4 |
920-0 |
76-4 |
8.2% |
2-2 |
0.2% |
15% |
False |
False |
1,367 |
| 80 |
996-4 |
912-4 |
84-0 |
9.0% |
1-7 |
0.2% |
23% |
False |
False |
1,159 |
| 100 |
1041-0 |
912-4 |
128-4 |
13.8% |
1-4 |
0.2% |
15% |
False |
False |
982 |
| 120 |
1059-4 |
912-4 |
147-0 |
15.8% |
1-4 |
0.2% |
13% |
False |
False |
864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
966-7 |
|
2.618 |
954-5 |
|
1.618 |
947-1 |
|
1.000 |
942-4 |
|
0.618 |
939-5 |
|
HIGH |
935-0 |
|
0.618 |
932-1 |
|
0.500 |
931-2 |
|
0.382 |
930-3 |
|
LOW |
927-4 |
|
0.618 |
922-7 |
|
1.000 |
920-0 |
|
1.618 |
915-3 |
|
2.618 |
907-7 |
|
4.250 |
895-5 |
|
|
| Fisher Pivots for day following 14-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
931-3 |
935-4 |
| PP |
931-3 |
934-1 |
| S1 |
931-2 |
932-7 |
|