CME Pit-Traded Soybean Future September 2010
| Trading Metrics calculated at close of trading on 15-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2010 |
15-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
898-4 |
921-4 |
23-0 |
2.6% |
904-0 |
| High |
910-6 |
929-0 |
18-2 |
2.0% |
910-6 |
| Low |
898-4 |
920-0 |
21-4 |
2.4% |
897-0 |
| Close |
910-6 |
920-0 |
9-2 |
1.0% |
910-6 |
| Range |
12-2 |
9-0 |
-3-2 |
-26.5% |
13-6 |
| ATR |
9-2 |
9-7 |
0-5 |
7.0% |
0-0 |
| Volume |
3,743 |
4,838 |
1,095 |
29.3% |
18,880 |
|
| Daily Pivots for day following 15-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
950-0 |
944-0 |
925-0 |
|
| R3 |
941-0 |
935-0 |
922-4 |
|
| R2 |
932-0 |
932-0 |
921-5 |
|
| R1 |
926-0 |
926-0 |
920-7 |
924-4 |
| PP |
923-0 |
923-0 |
923-0 |
922-2 |
| S1 |
917-0 |
917-0 |
919-1 |
915-4 |
| S2 |
914-0 |
914-0 |
918-3 |
|
| S3 |
905-0 |
908-0 |
917-4 |
|
| S4 |
896-0 |
899-0 |
915-0 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
947-3 |
942-7 |
918-2 |
|
| R3 |
933-5 |
929-1 |
914-4 |
|
| R2 |
919-7 |
919-7 |
913-2 |
|
| R1 |
915-3 |
915-3 |
912-0 |
917-5 |
| PP |
906-1 |
906-1 |
906-1 |
907-2 |
| S1 |
901-5 |
901-5 |
909-4 |
903-7 |
| S2 |
892-3 |
892-3 |
908-2 |
|
| S3 |
878-5 |
887-7 |
907-0 |
|
| S4 |
864-7 |
874-1 |
903-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
929-0 |
897-0 |
32-0 |
3.5% |
8-1 |
0.9% |
72% |
True |
False |
4,315 |
| 10 |
929-0 |
897-0 |
32-0 |
3.5% |
6-7 |
0.7% |
72% |
True |
False |
3,492 |
| 20 |
929-0 |
897-0 |
32-0 |
3.5% |
6-2 |
0.7% |
72% |
True |
False |
2,658 |
| 40 |
996-4 |
897-0 |
99-4 |
10.8% |
4-0 |
0.4% |
23% |
False |
False |
2,032 |
| 60 |
996-4 |
897-0 |
99-4 |
10.8% |
3-6 |
0.4% |
23% |
False |
False |
2,043 |
| 80 |
996-4 |
897-0 |
99-4 |
10.8% |
3-2 |
0.4% |
23% |
False |
False |
1,690 |
| 100 |
996-4 |
897-0 |
99-4 |
10.8% |
2-6 |
0.3% |
23% |
False |
False |
1,459 |
| 120 |
1041-0 |
897-0 |
144-0 |
15.7% |
2-3 |
0.3% |
16% |
False |
False |
1,261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
967-2 |
|
2.618 |
952-4 |
|
1.618 |
943-4 |
|
1.000 |
938-0 |
|
0.618 |
934-4 |
|
HIGH |
929-0 |
|
0.618 |
925-4 |
|
0.500 |
924-4 |
|
0.382 |
923-4 |
|
LOW |
920-0 |
|
0.618 |
914-4 |
|
1.000 |
911-0 |
|
1.618 |
905-4 |
|
2.618 |
896-4 |
|
4.250 |
881-6 |
|
|
| Fisher Pivots for day following 15-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
924-4 |
917-5 |
| PP |
923-0 |
915-3 |
| S1 |
921-4 |
913-0 |
|