CME Pit-Traded Soybean Future September 2010


Trading Metrics calculated at close of trading on 23-Jun-2010
Day Change Summary
Previous Current
22-Jun-2010 23-Jun-2010 Change Change % Previous Week
Open 944-0 936-0 -8-0 -0.8% 921-4
High 946-0 936-0 -10-0 -1.1% 940-0
Low 941-0 930-0 -11-0 -1.2% 920-0
Close 942-4 930-0 -12-4 -1.3% 937-6
Range 5-0 6-0 1-0 20.0% 20-0
ATR 9-2 9-3 0-2 2.6% 0-0
Volume 4,183 3,681 -502 -12.0% 13,621
Daily Pivots for day following 23-Jun-2010
Classic Woodie Camarilla DeMark
R4 950-0 946-0 933-2
R3 944-0 940-0 931-5
R2 938-0 938-0 931-1
R1 934-0 934-0 930-4 933-0
PP 932-0 932-0 932-0 931-4
S1 928-0 928-0 929-4 927-0
S2 926-0 926-0 928-7
S3 920-0 922-0 928-3
S4 914-0 916-0 926-6
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
5 947-0 930-0 17-0 1.8% 5-6 0.6% 0% False True 3,682
10 947-0 897-0 50-0 5.4% 7-1 0.8% 66% False False 3,987
20 947-0 897-0 50-0 5.4% 6-2 0.7% 66% False False 3,207
40 984-2 897-0 87-2 9.4% 4-7 0.5% 38% False False 2,347
60 996-4 897-0 99-4 10.7% 4-1 0.4% 33% False False 2,278
80 996-4 897-0 99-4 10.7% 3-5 0.4% 33% False False 1,916
100 996-4 897-0 99-4 10.7% 3-0 0.3% 33% False False 1,649
120 1041-0 897-0 144-0 15.5% 2-5 0.3% 23% False False 1,426
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 961-4
2.618 951-6
1.618 945-6
1.000 942-0
0.618 939-6
HIGH 936-0
0.618 933-6
0.500 933-0
0.382 932-2
LOW 930-0
0.618 926-2
1.000 924-0
1.618 920-2
2.618 914-2
4.250 904-4
Fisher Pivots for day following 23-Jun-2010
Pivot 1 day 3 day
R1 933-0 938-4
PP 932-0 935-5
S1 931-0 932-7

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

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