CME Pit-Traded Soybean Future September 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 |
923-0 |
932-0 |
9-0 |
1.0% |
904-0 |
High |
931-0 |
935-0 |
4-0 |
0.4% |
910-6 |
Low |
923-0 |
930-0 |
7-0 |
0.8% |
897-0 |
Close |
930-0 |
931-2 |
1-2 |
0.1% |
910-6 |
Range |
8-0 |
5-0 |
-3-0 |
-37.5% |
13-6 |
ATR |
10-0 |
9-5 |
-0-3 |
-3.6% |
0-0 |
Volume |
2,750 |
2,670 |
-80 |
-2.9% |
18,880 |
|
Daily Pivots for day following 17-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
947-1 |
944-1 |
934-0 |
|
R3 |
942-1 |
939-1 |
932-5 |
|
R2 |
937-1 |
937-1 |
932-1 |
|
R1 |
934-1 |
934-1 |
931-6 |
933-1 |
PP |
932-1 |
932-1 |
932-1 |
931-4 |
S1 |
929-1 |
929-1 |
930-6 |
928-1 |
S2 |
927-1 |
927-1 |
930-3 |
|
S3 |
922-1 |
924-1 |
929-7 |
|
S4 |
917-1 |
919-1 |
928-4 |
|
|
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 |
935-0 |
897-0 |
38-0 |
4.1% |
8-0 |
0.9% |
90% |
True |
False |
3,940 |
10 |
935-0 |
897-0 |
38-0 |
4.1% |
7-4 |
0.8% |
90% |
True |
False |
3,634 |
20 |
935-0 |
897-0 |
38-0 |
4.1% |
6-2 |
0.7% |
90% |
True |
False |
2,787 |
40 |
996-4 |
897-0 |
99-4 |
10.7% |
4-3 |
0.5% |
34% |
False |
False |
2,120 |
60 |
996-4 |
897-0 |
99-4 |
10.7% |
3-7 |
0.4% |
34% |
False |
False |
2,111 |
80 |
996-4 |
897-0 |
99-4 |
10.7% |
3-3 |
0.4% |
34% |
False |
False |
1,750 |
100 |
996-4 |
897-0 |
99-4 |
10.7% |
2-6 |
0.3% |
34% |
False |
False |
1,504 |
120 |
1041-0 |
897-0 |
144-0 |
15.5% |
2-4 |
0.3% |
24% |
False |
False |
1,304 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
956-2 |
2.618 |
948-1 |
1.618 |
943-1 |
1.000 |
940-0 |
0.618 |
938-1 |
HIGH |
935-0 |
0.618 |
933-1 |
0.500 |
932-4 |
0.382 |
931-7 |
LOW |
930-0 |
0.618 |
926-7 |
1.000 |
925-0 |
1.618 |
921-7 |
2.618 |
916-7 |
4.250 |
908-6 |
|
|
Fisher Pivots for day following 17-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
932-4 |
930-0 |
PP |
932-1 |
928-6 |
S1 |
931-5 |
927-4 |
|