CME Pit-Traded Soybean Future September 2010
| Trading Metrics calculated at close of trading on 24-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2010 |
24-May-2010 |
Change |
Change % |
Previous Week |
| Open |
916-4 |
926-0 |
9-4 |
1.0% |
921-0 |
| High |
922-0 |
926-0 |
4-0 |
0.4% |
926-0 |
| Low |
916-4 |
923-0 |
6-4 |
0.7% |
903-4 |
| Close |
915-2 |
922-6 |
7-4 |
0.8% |
915-2 |
| Range |
5-4 |
3-0 |
-2-4 |
-45.5% |
22-4 |
| ATR |
8-3 |
8-4 |
0-1 |
2.1% |
0-0 |
| Volume |
3,462 |
877 |
-2,585 |
-74.7% |
9,303 |
|
| Daily Pivots for day following 24-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
932-7 |
930-7 |
924-3 |
|
| R3 |
929-7 |
927-7 |
923-5 |
|
| R2 |
926-7 |
926-7 |
923-2 |
|
| R1 |
924-7 |
924-7 |
923-0 |
924-3 |
| PP |
923-7 |
923-7 |
923-7 |
923-6 |
| S1 |
921-7 |
921-7 |
922-4 |
921-3 |
| S2 |
920-7 |
920-7 |
922-2 |
|
| S3 |
917-7 |
918-7 |
921-7 |
|
| S4 |
914-7 |
915-7 |
921-1 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
982-3 |
971-3 |
927-5 |
|
| R3 |
959-7 |
948-7 |
921-4 |
|
| R2 |
937-3 |
937-3 |
919-3 |
|
| R1 |
926-3 |
926-3 |
917-2 |
920-5 |
| PP |
914-7 |
914-7 |
914-7 |
912-0 |
| S1 |
903-7 |
903-7 |
913-2 |
898-1 |
| S2 |
892-3 |
892-3 |
911-1 |
|
| S3 |
869-7 |
881-3 |
909-0 |
|
| S4 |
847-3 |
858-7 |
902-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
926-0 |
903-4 |
22-4 |
2.4% |
6-3 |
0.7% |
86% |
True |
False |
1,749 |
| 10 |
946-0 |
903-4 |
42-4 |
4.6% |
5-0 |
0.5% |
45% |
False |
False |
1,579 |
| 20 |
984-2 |
903-4 |
80-6 |
8.8% |
3-3 |
0.4% |
24% |
False |
False |
1,486 |
| 40 |
996-4 |
903-4 |
93-0 |
10.1% |
3-1 |
0.3% |
21% |
False |
False |
1,814 |
| 60 |
996-4 |
903-4 |
93-0 |
10.1% |
2-6 |
0.3% |
21% |
False |
False |
1,486 |
| 80 |
996-4 |
903-4 |
93-0 |
10.1% |
2-2 |
0.2% |
21% |
False |
False |
1,259 |
| 100 |
1041-0 |
903-4 |
137-4 |
14.9% |
1-7 |
0.2% |
14% |
False |
False |
1,069 |
| 120 |
1058-4 |
903-4 |
155-0 |
16.8% |
1-5 |
0.2% |
12% |
False |
False |
929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
938-6 |
|
2.618 |
933-7 |
|
1.618 |
930-7 |
|
1.000 |
929-0 |
|
0.618 |
927-7 |
|
HIGH |
926-0 |
|
0.618 |
924-7 |
|
0.500 |
924-4 |
|
0.382 |
924-1 |
|
LOW |
923-0 |
|
0.618 |
921-1 |
|
1.000 |
920-0 |
|
1.618 |
918-1 |
|
2.618 |
915-1 |
|
4.250 |
910-2 |
|
|
| Fisher Pivots for day following 24-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
924-4 |
920-1 |
| PP |
923-7 |
917-3 |
| S1 |
923-3 |
914-6 |
|