CME Pit-Traded Soybean Future September 2010
| Trading Metrics calculated at close of trading on 13-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2010 |
13-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
964-0 |
970-4 |
6-4 |
0.7% |
923-0 |
| High |
976-0 |
973-0 |
-3-0 |
-0.3% |
969-0 |
| Low |
963-0 |
967-0 |
4-0 |
0.4% |
912-0 |
| Close |
966-4 |
967-0 |
0-4 |
0.1% |
966-4 |
| Range |
13-0 |
6-0 |
-7-0 |
-53.8% |
57-0 |
| ATR |
12-7 |
12-3 |
-0-4 |
-3.5% |
0-0 |
| Volume |
6,297 |
10,777 |
4,480 |
71.1% |
25,683 |
|
| Daily Pivots for day following 13-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
987-0 |
983-0 |
970-2 |
|
| R3 |
981-0 |
977-0 |
968-5 |
|
| R2 |
975-0 |
975-0 |
968-1 |
|
| R1 |
971-0 |
971-0 |
967-4 |
970-0 |
| PP |
969-0 |
969-0 |
969-0 |
968-4 |
| S1 |
965-0 |
965-0 |
966-4 |
964-0 |
| S2 |
963-0 |
963-0 |
965-7 |
|
| S3 |
957-0 |
959-0 |
965-3 |
|
| S4 |
951-0 |
953-0 |
963-6 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1120-1 |
1100-3 |
997-7 |
|
| R3 |
1063-1 |
1043-3 |
982-1 |
|
| R2 |
1006-1 |
1006-1 |
977-0 |
|
| R1 |
986-3 |
986-3 |
971-6 |
996-2 |
| PP |
949-1 |
949-1 |
949-1 |
954-1 |
| S1 |
929-3 |
929-3 |
961-2 |
939-2 |
| S2 |
892-1 |
892-1 |
956-0 |
|
| S3 |
835-1 |
872-3 |
950-7 |
|
| S4 |
778-1 |
815-3 |
935-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
976-0 |
919-0 |
57-0 |
5.9% |
12-3 |
1.3% |
84% |
False |
False |
7,440 |
| 10 |
976-0 |
905-0 |
71-0 |
7.3% |
13-4 |
1.4% |
87% |
False |
False |
6,369 |
| 20 |
976-0 |
905-0 |
71-0 |
7.3% |
10-1 |
1.0% |
87% |
False |
False |
5,130 |
| 40 |
976-0 |
897-0 |
79-0 |
8.2% |
8-1 |
0.8% |
89% |
False |
False |
3,800 |
| 60 |
996-4 |
897-0 |
99-4 |
10.3% |
6-0 |
0.6% |
70% |
False |
False |
3,030 |
| 80 |
996-4 |
897-0 |
99-4 |
10.3% |
5-2 |
0.5% |
70% |
False |
False |
2,761 |
| 100 |
996-4 |
897-0 |
99-4 |
10.3% |
4-4 |
0.5% |
70% |
False |
False |
2,335 |
| 120 |
996-4 |
897-0 |
99-4 |
10.3% |
4-0 |
0.4% |
70% |
False |
False |
2,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
998-4 |
|
2.618 |
988-6 |
|
1.618 |
982-6 |
|
1.000 |
979-0 |
|
0.618 |
976-6 |
|
HIGH |
973-0 |
|
0.618 |
970-6 |
|
0.500 |
970-0 |
|
0.382 |
969-2 |
|
LOW |
967-0 |
|
0.618 |
963-2 |
|
1.000 |
961-0 |
|
1.618 |
957-2 |
|
2.618 |
951-2 |
|
4.250 |
941-4 |
|
|
| Fisher Pivots for day following 13-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
970-0 |
966-7 |
| PP |
969-0 |
966-5 |
| S1 |
968-0 |
966-4 |
|