CME Pit-Traded Soybean Future September 2010


Trading Metrics calculated at close of trading on 16-Jun-2010
Day Change Summary
Previous Current
15-Jun-2010 16-Jun-2010 Change Change % Previous Week
Open 921-4 923-0 1-4 0.2% 904-0
High 929-0 931-0 2-0 0.2% 910-6
Low 920-0 923-0 3-0 0.3% 897-0
Close 920-0 930-0 10-0 1.1% 910-6
Range 9-0 8-0 -1-0 -11.1% 13-6
ATR 9-7 10-0 0-1 0.8% 0-0
Volume 4,838 2,750 -2,088 -43.2% 18,880
Daily Pivots for day following 16-Jun-2010
Classic Woodie Camarilla DeMark
R4 952-0 949-0 934-3
R3 944-0 941-0 932-2
R2 936-0 936-0 931-4
R1 933-0 933-0 930-6 934-4
PP 928-0 928-0 928-0 928-6
S1 925-0 925-0 929-2 926-4
S2 920-0 920-0 928-4
S3 912-0 917-0 927-6
S4 904-0 909-0 925-5
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 947-3 942-7 918-2
R3 933-5 929-1 914-4
R2 919-7 919-7 913-2
R1 915-3 915-3 912-0 917-5
PP 906-1 906-1 906-1 907-2
S1 901-5 901-5 909-4 903-7
S2 892-3 892-3 908-2
S3 878-5 887-7 907-0
S4 864-7 874-1 903-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 931-0 897-0 34-0 3.7% 8-3 0.9% 97% True False 4,292
10 931-0 897-0 34-0 3.7% 7-1 0.8% 97% True False 3,576
20 931-0 897-0 34-0 3.7% 6-3 0.7% 97% True False 2,724
40 996-4 897-0 99-4 10.7% 4-2 0.5% 33% False False 2,079
60 996-4 897-0 99-4 10.7% 3-7 0.4% 33% False False 2,082
80 996-4 897-0 99-4 10.7% 3-3 0.4% 33% False False 1,721
100 996-4 897-0 99-4 10.7% 2-7 0.3% 33% False False 1,479
120 1041-0 897-0 144-0 15.5% 2-3 0.3% 23% False False 1,282
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 0-3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 965-0
2.618 952-0
1.618 944-0
1.000 939-0
0.618 936-0
HIGH 931-0
0.618 928-0
0.500 927-0
0.382 926-0
LOW 923-0
0.618 918-0
1.000 915-0
1.618 910-0
2.618 902-0
4.250 889-0
Fisher Pivots for day following 16-Jun-2010
Pivot 1 day 3 day
R1 929-0 924-7
PP 928-0 919-7
S1 927-0 914-6

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

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