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 |
|
|
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 |
|