CME Pit-Traded Soybean Future July 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 963-4 953-4 -10-0 -1.0% 964-0
High 969-4 960-0 -9-4 -1.0% 976-0
Low 959-4 951-4 -8-0 -0.8% 951-4
Close 964-4 953-4 -11-0 -1.1% 953-4
Range 10-0 8-4 -1-4 -15.0% 24-4
ATR 14-2 14-1 -0-1 -0.6% 0-0
Volume 83,467 48,237 -35,230 -42.2% 328,420
Daily Pivots for day following 14-May-2010
Classic Woodie Camarilla DeMark
R4 980-4 975-4 958-1
R3 972-0 967-0 955-7
R2 963-4 963-4 955-0
R1 958-4 958-4 954-2 957-6
PP 955-0 955-0 955-0 954-5
S1 950-0 950-0 952-6 949-2
S2 946-4 946-4 952-0
S3 938-0 941-4 951-1
S4 929-4 933-0 948-7
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 1033-7 1018-1 967-0
R3 1009-3 993-5 960-2
R2 984-7 984-7 958-0
R1 969-1 969-1 955-6 964-6
PP 960-3 960-3 960-3 958-1
S1 944-5 944-5 951-2 940-2
S2 935-7 935-7 949-0
S3 911-3 920-1 946-6
S4 886-7 895-5 940-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 976-0 951-4 24-4 2.6% 11-4 1.2% 8% False True 65,684
10 997-0 949-0 48-0 5.0% 14-1 1.5% 9% False False 73,895
20 1019-0 949-0 70-0 7.3% 13-0 1.4% 6% False False 78,517
40 1019-0 941-0 78-0 8.2% 12-7 1.3% 16% False False 63,536
60 1019-0 930-0 89-0 9.3% 12-5 1.3% 26% False False 50,928
80 1019-0 922-0 97-0 10.2% 12-5 1.3% 32% False False 44,471
100 1078-0 922-0 156-0 16.4% 12-4 1.3% 20% False False 38,351
120 1091-0 922-0 169-0 17.7% 12-6 1.3% 19% False False 34,066
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-7
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 996-1
2.618 982-2
1.618 973-6
1.000 968-4
0.618 965-2
HIGH 960-0
0.618 956-6
0.500 955-6
0.382 954-6
LOW 951-4
0.618 946-2
1.000 943-0
1.618 937-6
2.618 929-2
4.250 915-3
Fisher Pivots for day following 14-May-2010
Pivot 1 day 3 day
R1 955-6 963-6
PP 955-0 960-3
S1 954-2 956-7

These figures are updated between 7pm and 10pm EST after a trading day.

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