CME Pit-Traded Soybean Future July 2010


Trading Metrics calculated at close of trading on 18-May-2010
Day Change Summary
Previous Current
17-May-2010 18-May-2010 Change Change % Previous Week
Open 946-0 946-0 0-0 0.0% 964-0
High 948-0 946-4 -1-4 -0.2% 976-0
Low 938-0 936-0 -2-0 -0.2% 951-4
Close 941-0 939-4 -1-4 -0.2% 953-4
Range 10-0 10-4 0-4 5.0% 24-4
ATR 14-2 14-0 -0-2 -1.9% 0-0
Volume 59,375 62,149 2,774 4.7% 328,420
Daily Pivots for day following 18-May-2010
Classic Woodie Camarilla DeMark
R4 972-1 966-3 945-2
R3 961-5 955-7 942-3
R2 951-1 951-1 941-3
R1 945-3 945-3 940-4 943-0
PP 940-5 940-5 940-5 939-4
S1 934-7 934-7 938-4 932-4
S2 930-1 930-1 937-5
S3 919-5 924-3 936-5
S4 909-1 913-7 933-6
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
5 976-0 936-0 40-0 4.3% 11-0 1.2% 9% False True 63,540
10 986-0 936-0 50-0 5.3% 13-3 1.4% 7% False True 72,506
20 1019-0 936-0 83-0 8.8% 13-2 1.4% 4% False True 77,101
40 1019-0 936-0 83-0 8.8% 12-6 1.4% 4% False True 65,743
60 1019-0 930-0 89-0 9.5% 12-5 1.3% 11% False False 52,369
80 1019-0 922-0 97-0 10.3% 12-5 1.3% 18% False False 45,468
100 1078-0 922-0 156-0 16.6% 12-4 1.3% 11% False False 39,362
120 1091-0 922-0 169-0 18.0% 12-5 1.3% 10% False False 34,843
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-5
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 991-1
2.618 974-0
1.618 963-4
1.000 957-0
0.618 953-0
HIGH 946-4
0.618 942-4
0.500 941-2
0.382 940-0
LOW 936-0
0.618 929-4
1.000 925-4
1.618 919-0
2.618 908-4
4.250 891-3
Fisher Pivots for day following 18-May-2010
Pivot 1 day 3 day
R1 941-2 948-0
PP 940-5 945-1
S1 940-1 942-3

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

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