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 |
|
|
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 |
|