CME Pit-Traded Soybean Future September 2010


Trading Metrics calculated at close of trading on 07-Jul-2010
Day Change Summary
Previous Current
06-Jul-2010 07-Jul-2010 Change Change % Previous Week
Open 923-0 919-0 -4-0 -0.4% 920-0
High 929-0 944-0 15-0 1.6% 934-0
Low 912-0 919-0 7-0 0.8% 905-0
Close 912-4 941-0 28-4 3.1% 916-2
Range 17-0 25-0 8-0 47.1% 29-0
ATR 10-5 12-1 1-4 13.9% 0-0
Volume 5,555 5,442 -113 -2.0% 23,852
Daily Pivots for day following 07-Jul-2010
Classic Woodie Camarilla DeMark
R4 1009-5 1000-3 954-6
R3 984-5 975-3 947-7
R2 959-5 959-5 945-5
R1 950-3 950-3 943-2 955-0
PP 934-5 934-5 934-5 937-0
S1 925-3 925-3 938-6 930-0
S2 909-5 909-5 936-3
S3 884-5 900-3 934-1
S4 859-5 875-3 927-2
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 1005-3 989-7 932-2
R3 976-3 960-7 924-2
R2 947-3 947-3 921-5
R1 931-7 931-7 918-7 925-1
PP 918-3 918-3 918-3 915-0
S1 902-7 902-7 913-5 896-1
S2 889-3 889-3 910-7
S3 860-3 873-7 908-2
S4 831-3 844-7 900-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 944-0 905-0 39-0 4.1% 16-7 1.8% 92% True False 5,278
10 944-0 905-0 39-0 4.1% 12-4 1.3% 92% True False 4,853
20 947-0 897-0 50-0 5.3% 9-7 1.0% 88% False False 4,379
40 947-0 897-0 50-0 5.3% 7-3 0.8% 88% False False 3,152
60 996-4 897-0 99-4 10.6% 5-4 0.6% 44% False False 2,681
80 996-4 897-0 99-4 10.6% 4-7 0.5% 44% False False 2,389
100 996-4 897-0 99-4 10.6% 4-2 0.4% 44% False False 2,044
120 996-4 897-0 99-4 10.6% 3-5 0.4% 44% False False 1,786
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 1-5
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1050-2
2.618 1009-4
1.618 984-4
1.000 969-0
0.618 959-4
HIGH 944-0
0.618 934-4
0.500 931-4
0.382 928-4
LOW 919-0
0.618 903-4
1.000 894-0
1.618 878-4
2.618 853-4
4.250 812-6
Fisher Pivots for day following 07-Jul-2010
Pivot 1 day 3 day
R1 937-7 936-5
PP 934-5 932-3
S1 931-4 928-0

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

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