CME Pit-Traded Soybean Future September 2010


Trading Metrics calculated at close of trading on 18-Jun-2010
Day Change Summary
Previous Current
17-Jun-2010 18-Jun-2010 Change Change % Previous Week
Open 932-0 933-0 1-0 0.1% 921-4
High 935-0 940-0 5-0 0.5% 940-0
Low 930-0 933-0 3-0 0.3% 920-0
Close 931-2 937-6 6-4 0.7% 937-6
Range 5-0 7-0 2-0 40.0% 20-0
ATR 9-5 9-4 0-0 -0.6% 0-0
Volume 2,670 3,363 693 26.0% 13,621
Daily Pivots for day following 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 957-7 954-7 941-5
R3 950-7 947-7 939-5
R2 943-7 943-7 939-0
R1 940-7 940-7 938-3 942-3
PP 936-7 936-7 936-7 937-6
S1 933-7 933-7 937-1 935-3
S2 929-7 929-7 936-4
S3 922-7 926-7 935-7
S4 915-7 919-7 933-7
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 992-5 985-1 948-6
R3 972-5 965-1 943-2
R2 952-5 952-5 941-3
R1 945-1 945-1 939-5 948-7
PP 932-5 932-5 932-5 934-4
S1 925-1 925-1 935-7 928-7
S2 912-5 912-5 934-1
S3 892-5 905-1 932-2
S4 872-5 885-1 926-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 940-0 898-4 41-4 4.4% 8-2 0.9% 95% True False 3,472
10 940-0 897-0 43-0 4.6% 7-1 0.8% 95% True False 3,742
20 940-0 897-0 43-0 4.6% 6-2 0.7% 95% True False 2,899
40 996-4 897-0 99-4 10.6% 4-4 0.5% 41% False False 2,164
60 996-4 897-0 99-4 10.6% 4-0 0.4% 41% False False 2,154
80 996-4 897-0 99-4 10.6% 3-4 0.4% 41% False False 1,790
100 996-4 897-0 99-4 10.6% 2-7 0.3% 41% False False 1,536
120 1041-0 897-0 144-0 15.4% 2-4 0.3% 28% False False 1,329
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 969-6
2.618 958-3
1.618 951-3
1.000 947-0
0.618 944-3
HIGH 940-0
0.618 937-3
0.500 936-4
0.382 935-5
LOW 933-0
0.618 928-5
1.000 926-0
1.618 921-5
2.618 914-5
4.250 903-2
Fisher Pivots for day following 18-Jun-2010
Pivot 1 day 3 day
R1 937-3 935-5
PP 936-7 933-5
S1 936-4 931-4

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

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