CME Pit-Traded Soybean Future September 2010


Trading Metrics calculated at close of trading on 19-Jul-2010
Day Change Summary
Previous Current
16-Jul-2010 19-Jul-2010 Change Change % Previous Week
Open 998-0 991-0 -7-0 -0.7% 964-0
High 1005-0 991-0 -14-0 -1.4% 1005-0
Low 991-0 983-0 -8-0 -0.8% 963-0
Close 998-0 986-2 -11-6 -1.2% 998-0
Range 14-0 8-0 -6-0 -42.9% 42-0
ATR 13-3 13-4 0-1 0.9% 0-0
Volume 12,210 7,551 -4,659 -38.2% 46,256
Daily Pivots for day following 19-Jul-2010
Classic Woodie Camarilla DeMark
R4 1010-6 1006-4 990-5
R3 1002-6 998-4 988-4
R2 994-6 994-6 987-6
R1 990-4 990-4 987-0 988-5
PP 986-6 986-6 986-6 985-6
S1 982-4 982-4 985-4 980-5
S2 978-6 978-6 984-6
S3 970-6 974-4 984-0
S4 962-6 966-4 981-7
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 1114-5 1098-3 1021-1
R3 1072-5 1056-3 1009-4
R2 1030-5 1030-5 1005-6
R1 1014-3 1014-3 1001-7 1022-4
PP 988-5 988-5 988-5 992-6
S1 972-3 972-3 994-1 980-4
S2 946-5 946-5 990-2
S3 904-5 930-3 986-4
S4 862-5 888-3 974-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1005-0 967-0 38-0 3.9% 9-7 1.0% 51% False False 9,502
10 1005-0 912-0 93-0 9.4% 12-2 1.2% 80% False False 7,949
20 1005-0 905-0 100-0 10.1% 10-7 1.1% 81% False False 6,286
40 1005-0 897-0 108-0 11.0% 8-4 0.9% 83% False False 4,593
60 1005-0 897-0 108-0 11.0% 6-5 0.7% 83% False False 3,538
80 1005-0 897-0 108-0 11.0% 5-5 0.6% 83% False False 3,187
100 1005-0 897-0 108-0 11.0% 5-0 0.5% 83% False False 2,689
120 1005-0 897-0 108-0 11.0% 4-2 0.4% 83% False False 2,328
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1025-0
2.618 1012-0
1.618 1004-0
1.000 999-0
0.618 996-0
HIGH 991-0
0.618 988-0
0.500 987-0
0.382 986-0
LOW 983-0
0.618 978-0
1.000 975-0
1.618 970-0
2.618 962-0
4.250 949-0
Fisher Pivots for day following 19-Jul-2010
Pivot 1 day 3 day
R1 987-0 994-0
PP 986-6 991-3
S1 986-4 988-7

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

View Archives - Comment on this page... - Back to Index of Symbols