CME Pit-Traded Soybean Future September 2010


Trading Metrics calculated at close of trading on 17-Jun-2010
Day Change Summary
Previous Current
16-Jun-2010 17-Jun-2010 Change Change % Previous Week
Open 923-0 932-0 9-0 1.0% 904-0
High 931-0 935-0 4-0 0.4% 910-6
Low 923-0 930-0 7-0 0.8% 897-0
Close 930-0 931-2 1-2 0.1% 910-6
Range 8-0 5-0 -3-0 -37.5% 13-6
ATR 10-0 9-5 -0-3 -3.6% 0-0
Volume 2,750 2,670 -80 -2.9% 18,880
Daily Pivots for day following 17-Jun-2010
Classic Woodie Camarilla DeMark
R4 947-1 944-1 934-0
R3 942-1 939-1 932-5
R2 937-1 937-1 932-1
R1 934-1 934-1 931-6 933-1
PP 932-1 932-1 932-1 931-4
S1 929-1 929-1 930-6 928-1
S2 927-1 927-1 930-3
S3 922-1 924-1 929-7
S4 917-1 919-1 928-4
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
5 935-0 897-0 38-0 4.1% 8-0 0.9% 90% True False 3,940
10 935-0 897-0 38-0 4.1% 7-4 0.8% 90% True False 3,634
20 935-0 897-0 38-0 4.1% 6-2 0.7% 90% True False 2,787
40 996-4 897-0 99-4 10.7% 4-3 0.5% 34% False False 2,120
60 996-4 897-0 99-4 10.7% 3-7 0.4% 34% False False 2,111
80 996-4 897-0 99-4 10.7% 3-3 0.4% 34% False False 1,750
100 996-4 897-0 99-4 10.7% 2-6 0.3% 34% False False 1,504
120 1041-0 897-0 144-0 15.5% 2-4 0.3% 24% False False 1,304
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 0-4
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 956-2
2.618 948-1
1.618 943-1
1.000 940-0
0.618 938-1
HIGH 935-0
0.618 933-1
0.500 932-4
0.382 931-7
LOW 930-0
0.618 926-7
1.000 925-0
1.618 921-7
2.618 916-7
4.250 908-6
Fisher Pivots for day following 17-Jun-2010
Pivot 1 day 3 day
R1 932-4 930-0
PP 932-1 928-6
S1 931-5 927-4

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

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