CME Pit-Traded Soybean Future September 2010


Trading Metrics calculated at close of trading on 14-Jul-2010
Day Change Summary
Previous Current
13-Jul-2010 14-Jul-2010 Change Change % Previous Week
Open 970-4 971-4 1-0 0.1% 923-0
High 973-0 979-0 6-0 0.6% 969-0
Low 967-0 971-4 4-4 0.5% 912-0
Close 967-0 975-2 8-2 0.9% 966-4
Range 6-0 7-4 1-4 25.0% 57-0
ATR 12-3 12-3 0-0 -0.2% 0-0
Volume 10,777 7,087 -3,690 -34.2% 25,683
Daily Pivots for day following 14-Jul-2010
Classic Woodie Camarilla DeMark
R4 997-6 994-0 979-3
R3 990-2 986-4 977-2
R2 982-6 982-6 976-5
R1 979-0 979-0 976-0 980-7
PP 975-2 975-2 975-2 976-2
S1 971-4 971-4 974-4 973-3
S2 967-6 967-6 973-7
S3 960-2 964-0 973-2
S4 952-6 956-4 971-1
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
5 979-0 957-0 22-0 2.3% 8-7 0.9% 83% True False 7,769
10 979-0 905-0 74-0 7.6% 12-7 1.3% 95% True False 6,524
20 979-0 905-0 74-0 7.6% 10-0 1.0% 95% True False 5,243
40 979-0 897-0 82-0 8.4% 8-1 0.8% 95% True False 3,950
60 996-4 897-0 99-4 10.2% 6-0 0.6% 79% False False 3,102
80 996-4 897-0 99-4 10.2% 5-2 0.5% 79% False False 2,843
100 996-4 897-0 99-4 10.2% 4-5 0.5% 79% False False 2,400
120 996-4 897-0 99-4 10.2% 4-0 0.4% 79% False False 2,089
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 2-1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1010-7
2.618 998-5
1.618 991-1
1.000 986-4
0.618 983-5
HIGH 979-0
0.618 976-1
0.500 975-2
0.382 974-3
LOW 971-4
0.618 966-7
1.000 964-0
1.618 959-3
2.618 951-7
4.250 939-5
Fisher Pivots for day following 14-Jul-2010
Pivot 1 day 3 day
R1 975-2 973-7
PP 975-2 972-3
S1 975-2 971-0

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

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