CME Pit-Traded Soybean Future September 2010
| Trading Metrics calculated at close of trading on 26-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2010 |
26-May-2010 |
Change |
Change % |
Previous Week |
| Open |
908-0 |
917-0 |
9-0 |
1.0% |
921-0 |
| High |
915-0 |
918-0 |
3-0 |
0.3% |
926-0 |
| Low |
908-0 |
913-0 |
5-0 |
0.6% |
903-4 |
| Close |
909-4 |
916-4 |
7-0 |
0.8% |
915-2 |
| Range |
7-0 |
5-0 |
-2-0 |
-28.6% |
22-4 |
| ATR |
9-0 |
8-7 |
0-0 |
-0.4% |
0-0 |
| Volume |
2,302 |
2,073 |
-229 |
-9.9% |
9,303 |
|
| Daily Pivots for day following 26-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
930-7 |
928-5 |
919-2 |
|
| R3 |
925-7 |
923-5 |
917-7 |
|
| R2 |
920-7 |
920-7 |
917-3 |
|
| R1 |
918-5 |
918-5 |
917-0 |
917-2 |
| PP |
915-7 |
915-7 |
915-7 |
915-1 |
| S1 |
913-5 |
913-5 |
916-0 |
912-2 |
| S2 |
910-7 |
910-7 |
915-5 |
|
| S3 |
905-7 |
908-5 |
915-1 |
|
| S4 |
900-7 |
903-5 |
913-6 |
|
|
| 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 |
2.5% |
5-6 |
0.6% |
58% |
False |
False |
2,119 |
| 10 |
942-0 |
903-4 |
38-4 |
4.2% |
5-6 |
0.6% |
34% |
False |
False |
1,808 |
| 20 |
983-6 |
903-4 |
80-2 |
8.8% |
3-2 |
0.4% |
16% |
False |
False |
1,564 |
| 40 |
996-4 |
903-4 |
93-0 |
10.1% |
3-1 |
0.3% |
14% |
False |
False |
1,843 |
| 60 |
996-4 |
903-4 |
93-0 |
10.1% |
2-7 |
0.3% |
14% |
False |
False |
1,544 |
| 80 |
996-4 |
903-4 |
93-0 |
10.1% |
2-3 |
0.3% |
14% |
False |
False |
1,300 |
| 100 |
1041-0 |
903-4 |
137-4 |
15.0% |
2-0 |
0.2% |
9% |
False |
False |
1,108 |
| 120 |
1056-0 |
903-4 |
152-4 |
16.6% |
1-6 |
0.2% |
9% |
False |
False |
960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
939-2 |
|
2.618 |
931-1 |
|
1.618 |
926-1 |
|
1.000 |
923-0 |
|
0.618 |
921-1 |
|
HIGH |
918-0 |
|
0.618 |
916-1 |
|
0.500 |
915-4 |
|
0.382 |
914-7 |
|
LOW |
913-0 |
|
0.618 |
909-7 |
|
1.000 |
908-0 |
|
1.618 |
904-7 |
|
2.618 |
899-7 |
|
4.250 |
891-6 |
|
|
| Fisher Pivots for day following 26-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
916-1 |
917-0 |
| PP |
915-7 |
916-7 |
| S1 |
915-4 |
916-5 |
|