CME Pit-Traded Soybean Future September 2010
| Trading Metrics calculated at close of trading on 22-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2010 |
22-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
947-0 |
944-0 |
-3-0 |
-0.3% |
921-4 |
| High |
947-0 |
946-0 |
-1-0 |
-0.1% |
940-0 |
| Low |
941-0 |
941-0 |
0-0 |
0.0% |
920-0 |
| Close |
944-0 |
942-4 |
-1-4 |
-0.2% |
937-6 |
| Range |
6-0 |
5-0 |
-1-0 |
-16.7% |
20-0 |
| ATR |
9-4 |
9-2 |
-0-3 |
-3.4% |
0-0 |
| Volume |
4,516 |
4,183 |
-333 |
-7.4% |
13,621 |
|
| Daily Pivots for day following 22-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
958-1 |
955-3 |
945-2 |
|
| R3 |
953-1 |
950-3 |
943-7 |
|
| R2 |
948-1 |
948-1 |
943-3 |
|
| R1 |
945-3 |
945-3 |
943-0 |
944-2 |
| PP |
943-1 |
943-1 |
943-1 |
942-5 |
| S1 |
940-3 |
940-3 |
942-0 |
939-2 |
| S2 |
938-1 |
938-1 |
941-5 |
|
| S3 |
933-1 |
935-3 |
941-1 |
|
| S4 |
928-1 |
930-3 |
939-6 |
|
|
| 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 |
947-0 |
923-0 |
24-0 |
2.5% |
6-2 |
0.7% |
81% |
False |
False |
3,496 |
| 10 |
947-0 |
897-0 |
50-0 |
5.3% |
7-1 |
0.8% |
91% |
False |
False |
3,905 |
| 20 |
947-0 |
897-0 |
50-0 |
5.3% |
6-1 |
0.6% |
91% |
False |
False |
3,067 |
| 40 |
991-0 |
897-0 |
94-0 |
10.0% |
4-6 |
0.5% |
48% |
False |
False |
2,275 |
| 60 |
996-4 |
897-0 |
99-4 |
10.6% |
4-1 |
0.4% |
46% |
False |
False |
2,254 |
| 80 |
996-4 |
897-0 |
99-4 |
10.6% |
3-4 |
0.4% |
46% |
False |
False |
1,875 |
| 100 |
996-4 |
897-0 |
99-4 |
10.6% |
3-0 |
0.3% |
46% |
False |
False |
1,615 |
| 120 |
1041-0 |
897-0 |
144-0 |
15.3% |
2-5 |
0.3% |
32% |
False |
False |
1,399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
967-2 |
|
2.618 |
959-1 |
|
1.618 |
954-1 |
|
1.000 |
951-0 |
|
0.618 |
949-1 |
|
HIGH |
946-0 |
|
0.618 |
944-1 |
|
0.500 |
943-4 |
|
0.382 |
942-7 |
|
LOW |
941-0 |
|
0.618 |
937-7 |
|
1.000 |
936-0 |
|
1.618 |
932-7 |
|
2.618 |
927-7 |
|
4.250 |
919-6 |
|
|
| Fisher Pivots for day following 22-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
943-4 |
941-5 |
| PP |
943-1 |
940-7 |
| S1 |
942-7 |
940-0 |
|