CME Pit-Traded Soybean Future September 2010
| Trading Metrics calculated at close of trading on 20-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2010 |
20-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
991-0 |
982-0 |
-9-0 |
-0.9% |
964-0 |
| High |
991-0 |
989-4 |
-1-4 |
-0.2% |
1005-0 |
| Low |
983-0 |
978-4 |
-4-4 |
-0.5% |
963-0 |
| Close |
986-2 |
986-6 |
0-4 |
0.1% |
998-0 |
| Range |
8-0 |
11-0 |
3-0 |
37.5% |
42-0 |
| ATR |
13-4 |
13-2 |
-0-1 |
-1.3% |
0-0 |
| Volume |
7,551 |
11,331 |
3,780 |
50.1% |
46,256 |
|
| Daily Pivots for day following 20-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1017-7 |
1013-3 |
992-6 |
|
| R3 |
1006-7 |
1002-3 |
989-6 |
|
| R2 |
995-7 |
995-7 |
988-6 |
|
| R1 |
991-3 |
991-3 |
987-6 |
993-5 |
| PP |
984-7 |
984-7 |
984-7 |
986-0 |
| S1 |
980-3 |
980-3 |
985-6 |
982-5 |
| S2 |
973-7 |
973-7 |
984-6 |
|
| S3 |
962-7 |
969-3 |
983-6 |
|
| S4 |
951-7 |
958-3 |
980-6 |
|
|
| 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 |
971-4 |
33-4 |
3.4% |
10-7 |
1.1% |
46% |
False |
False |
9,612 |
| 10 |
1005-0 |
919-0 |
86-0 |
8.7% |
11-5 |
1.2% |
79% |
False |
False |
8,526 |
| 20 |
1005-0 |
905-0 |
100-0 |
10.1% |
11-1 |
1.1% |
82% |
False |
False |
6,626 |
| 40 |
1005-0 |
897-0 |
108-0 |
10.9% |
8-5 |
0.9% |
83% |
False |
False |
4,829 |
| 60 |
1005-0 |
897-0 |
108-0 |
10.9% |
6-6 |
0.7% |
83% |
False |
False |
3,701 |
| 80 |
1005-0 |
897-0 |
108-0 |
10.9% |
5-6 |
0.6% |
83% |
False |
False |
3,316 |
| 100 |
1005-0 |
897-0 |
108-0 |
10.9% |
5-0 |
0.5% |
83% |
False |
False |
2,787 |
| 120 |
1005-0 |
897-0 |
108-0 |
10.9% |
4-2 |
0.4% |
83% |
False |
False |
2,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1036-2 |
|
2.618 |
1018-2 |
|
1.618 |
1007-2 |
|
1.000 |
1000-4 |
|
0.618 |
996-2 |
|
HIGH |
989-4 |
|
0.618 |
985-2 |
|
0.500 |
984-0 |
|
0.382 |
982-6 |
|
LOW |
978-4 |
|
0.618 |
971-6 |
|
1.000 |
967-4 |
|
1.618 |
960-6 |
|
2.618 |
949-6 |
|
4.250 |
931-6 |
|
|
| Fisher Pivots for day following 20-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
985-7 |
991-6 |
| PP |
984-7 |
990-1 |
| S1 |
984-0 |
988-3 |
|