CME Pit-Traded Soybean Future July 2010


Trading Metrics calculated at close of trading on 21-Jun-2010
Day Change Summary
Previous Current
18-Jun-2010 21-Jun-2010 Change Change % Previous Week
Open 956-0 969-0 13-0 1.4% 950-0
High 961-0 972-0 11-0 1.1% 963-4
Low 955-0 959-0 4-0 0.4% 948-4
Close 961-0 963-2 2-2 0.2% 961-0
Range 6-0 13-0 7-0 116.7% 15-0
ATR 13-4 13-4 0-0 -0.3% 0-0
Volume 53,903 48,574 -5,329 -9.9% 293,990
Daily Pivots for day following 21-Jun-2010
Classic Woodie Camarilla DeMark
R4 1003-6 996-4 970-3
R3 990-6 983-4 966-7
R2 977-6 977-6 965-5
R1 970-4 970-4 964-4 967-5
PP 964-6 964-6 964-6 963-2
S1 957-4 957-4 962-0 954-5
S2 951-6 951-6 960-7
S3 938-6 944-4 959-5
S4 925-6 931-4 956-1
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 1002-5 996-7 969-2
R3 987-5 981-7 965-1
R2 972-5 972-5 963-6
R1 966-7 966-7 962-3 969-6
PP 957-5 957-5 957-5 959-1
S1 951-7 951-7 959-5 954-6
S2 942-5 942-5 958-2
S3 927-5 936-7 956-7
S4 912-5 921-7 952-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 972-0 948-4 23-4 2.4% 10-1 1.0% 63% True False 55,475
10 972-0 927-0 45-0 4.7% 11-7 1.2% 81% True False 69,394
20 972-0 927-0 45-0 4.7% 11-4 1.2% 81% True False 66,752
40 1019-0 927-0 92-0 9.6% 12-2 1.3% 39% False False 71,287
60 1019-0 927-0 92-0 9.6% 12-3 1.3% 39% False False 67,788
80 1019-0 927-0 92-0 9.6% 12-2 1.3% 39% False False 57,475
100 1019-0 922-0 97-0 10.1% 12-3 1.3% 43% False False 51,393
120 1078-0 922-0 156-0 16.2% 12-3 1.3% 26% False False 45,470
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-3
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1027-2
2.618 1006-0
1.618 993-0
1.000 985-0
0.618 980-0
HIGH 972-0
0.618 967-0
0.500 965-4
0.382 964-0
LOW 959-0
0.618 951-0
1.000 946-0
1.618 938-0
2.618 925-0
4.250 903-6
Fisher Pivots for day following 21-Jun-2010
Pivot 1 day 3 day
R1 965-4 962-6
PP 964-6 962-2
S1 964-0 961-6

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

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