CME Pit-Traded Soybean Future July 2010


Trading Metrics calculated at close of trading on 28-Jun-2010
Day Change Summary
Previous Current
25-Jun-2010 28-Jun-2010 Change Change % Previous Week
Open 958-0 958-0 0-0 0.0% 969-0
High 960-0 961-0 1-0 0.1% 972-0
Low 956-0 954-0 -2-0 -0.2% 955-4
Close 957-0 955-0 -2-0 -0.2% 957-0
Range 4-0 7-0 3-0 75.0% 16-4
ATR 11-6 11-4 -0-3 -2.9% 0-0
Volume 36,751 33,554 -3,197 -8.7% 215,428
Daily Pivots for day following 28-Jun-2010
Classic Woodie Camarilla DeMark
R4 977-5 973-3 958-7
R3 970-5 966-3 956-7
R2 963-5 963-5 956-2
R1 959-3 959-3 955-5 958-0
PP 956-5 956-5 956-5 956-0
S1 952-3 952-3 954-3 951-0
S2 949-5 949-5 953-6
S3 942-5 945-3 953-1
S4 935-5 938-3 951-1
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 1011-0 1000-4 966-1
R3 994-4 984-0 961-4
R2 978-0 978-0 960-0
R1 967-4 967-4 958-4 964-4
PP 961-4 961-4 961-4 960-0
S1 951-0 951-0 955-4 948-0
S2 945-0 945-0 954-0
S3 928-4 934-4 952-4
S4 912-0 918-0 947-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 969-0 954-0 15-0 1.6% 6-2 0.7% 7% False True 40,081
10 972-0 948-4 23-4 2.5% 8-1 0.9% 28% False False 47,778
20 972-0 927-0 45-0 4.7% 10-4 1.1% 62% False False 61,716
40 997-0 927-0 70-0 7.3% 11-4 1.2% 40% False False 65,355
60 1019-0 927-0 92-0 9.6% 11-6 1.2% 30% False False 67,128
80 1019-0 927-0 92-0 9.6% 12-1 1.3% 30% False False 58,708
100 1019-0 922-0 97-0 10.2% 12-0 1.3% 34% False False 52,142
120 1069-0 922-0 147-0 15.4% 12-1 1.3% 22% False False 46,793
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 2-1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 990-6
2.618 979-3
1.618 972-3
1.000 968-0
0.618 965-3
HIGH 961-0
0.618 958-3
0.500 957-4
0.382 956-5
LOW 954-0
0.618 949-5
1.000 947-0
1.618 942-5
2.618 935-5
4.250 924-2
Fisher Pivots for day following 28-Jun-2010
Pivot 1 day 3 day
R1 957-4 959-0
PP 956-5 957-5
S1 955-7 956-3

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

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