CME Pit-Traded Soybean Future July 2010


Trading Metrics calculated at close of trading on 17-Jun-2010
Day Change Summary
Previous Current
16-Jun-2010 17-Jun-2010 Change Change % Previous Week
Open 954-4 959-0 4-4 0.5% 936-0
High 961-4 963-4 2-0 0.2% 951-0
Low 954-4 951-4 -3-0 -0.3% 927-0
Close 957-6 952-0 -5-6 -0.6% 946-2
Range 7-0 12-0 5-0 71.4% 24-0
ATR 14-0 13-7 -0-1 -1.0% 0-0
Volume 58,688 47,071 -11,617 -19.8% 430,194
Daily Pivots for day following 17-Jun-2010
Classic Woodie Camarilla DeMark
R4 991-5 983-7 958-5
R3 979-5 971-7 955-2
R2 967-5 967-5 954-2
R1 959-7 959-7 953-1 957-6
PP 955-5 955-5 955-5 954-5
S1 947-7 947-7 950-7 945-6
S2 943-5 943-5 949-6
S3 931-5 935-7 948-6
S4 919-5 923-7 945-3
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 1013-3 1003-7 959-4
R3 989-3 979-7 952-7
R2 965-3 965-3 950-5
R1 955-7 955-7 948-4 960-5
PP 941-3 941-3 941-3 943-6
S1 931-7 931-7 944-0 936-5
S2 917-3 917-3 941-7
S3 893-3 907-7 939-5
S4 869-3 883-7 933-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 963-4 931-0 32-4 3.4% 11-2 1.2% 65% True False 66,688
10 963-4 927-0 36-4 3.8% 12-5 1.3% 68% True False 75,809
20 963-4 927-0 36-4 3.8% 11-7 1.3% 68% True False 69,549
40 1019-0 927-0 92-0 9.7% 12-3 1.3% 27% False False 73,228
60 1019-0 927-0 92-0 9.7% 12-4 1.3% 27% False False 67,359
80 1019-0 927-0 92-0 9.7% 12-2 1.3% 27% False False 57,099
100 1019-0 922-0 97-0 10.2% 12-4 1.3% 31% False False 50,735
120 1078-0 922-0 156-0 16.4% 12-4 1.3% 19% False False 44,737
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1014-4
2.618 994-7
1.618 982-7
1.000 975-4
0.618 970-7
HIGH 963-4
0.618 958-7
0.500 957-4
0.382 956-1
LOW 951-4
0.618 944-1
1.000 939-4
1.618 932-1
2.618 920-1
4.250 900-4
Fisher Pivots for day following 17-Jun-2010
Pivot 1 day 3 day
R1 957-4 956-0
PP 955-5 954-5
S1 953-7 953-3

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

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