CME Pit-Traded Soybean Future September 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 |
933-0 |
947-0 |
14-0 |
1.5% |
921-4 |
| High |
940-0 |
947-0 |
7-0 |
0.7% |
940-0 |
| Low |
933-0 |
941-0 |
8-0 |
0.9% |
920-0 |
| Close |
937-6 |
944-0 |
6-2 |
0.7% |
937-6 |
| Range |
7-0 |
6-0 |
-1-0 |
-14.3% |
20-0 |
| ATR |
9-4 |
9-4 |
0-0 |
-0.2% |
0-0 |
| Volume |
3,363 |
4,516 |
1,153 |
34.3% |
13,621 |
|
| Daily Pivots for day following 21-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
962-0 |
959-0 |
947-2 |
|
| R3 |
956-0 |
953-0 |
945-5 |
|
| R2 |
950-0 |
950-0 |
945-1 |
|
| R1 |
947-0 |
947-0 |
944-4 |
945-4 |
| PP |
944-0 |
944-0 |
944-0 |
943-2 |
| S1 |
941-0 |
941-0 |
943-4 |
939-4 |
| S2 |
938-0 |
938-0 |
942-7 |
|
| S3 |
932-0 |
935-0 |
942-3 |
|
| S4 |
926-0 |
929-0 |
940-6 |
|
|
| Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
992-5 |
985-1 |
948-6 |
|
| R3 |
972-5 |
965-1 |
943-2 |
|
| R2 |
952-5 |
952-5 |
941-3 |
|
| R1 |
945-1 |
945-1 |
939-5 |
948-7 |
| PP |
932-5 |
932-5 |
932-5 |
934-4 |
| S1 |
925-1 |
925-1 |
935-7 |
928-7 |
| S2 |
912-5 |
912-5 |
934-1 |
|
| S3 |
892-5 |
905-1 |
932-2 |
|
| S4 |
872-5 |
885-1 |
926-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
947-0 |
920-0 |
27-0 |
2.9% |
7-0 |
0.7% |
89% |
True |
False |
3,627 |
| 10 |
947-0 |
897-0 |
50-0 |
5.3% |
6-7 |
0.7% |
94% |
True |
False |
3,701 |
| 20 |
947-0 |
897-0 |
50-0 |
5.3% |
6-1 |
0.7% |
94% |
True |
False |
3,031 |
| 40 |
991-4 |
897-0 |
94-4 |
10.0% |
4-5 |
0.5% |
50% |
False |
False |
2,238 |
| 60 |
996-4 |
897-0 |
99-4 |
10.5% |
4-0 |
0.4% |
47% |
False |
False |
2,212 |
| 80 |
996-4 |
897-0 |
99-4 |
10.5% |
3-4 |
0.4% |
47% |
False |
False |
1,828 |
| 100 |
996-4 |
897-0 |
99-4 |
10.5% |
2-7 |
0.3% |
47% |
False |
False |
1,575 |
| 120 |
1041-0 |
897-0 |
144-0 |
15.3% |
2-4 |
0.3% |
33% |
False |
False |
1,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
972-4 |
|
2.618 |
962-6 |
|
1.618 |
956-6 |
|
1.000 |
953-0 |
|
0.618 |
950-6 |
|
HIGH |
947-0 |
|
0.618 |
944-6 |
|
0.500 |
944-0 |
|
0.382 |
943-2 |
|
LOW |
941-0 |
|
0.618 |
937-2 |
|
1.000 |
935-0 |
|
1.618 |
931-2 |
|
2.618 |
925-2 |
|
4.250 |
915-4 |
|
|
| Fisher Pivots for day following 21-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
944-0 |
942-1 |
| PP |
944-0 |
940-3 |
| S1 |
944-0 |
938-4 |
|