CME Pit-Traded Soybean Future September 2010
Trading Metrics calculated at close of trading on 23-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2010 |
23-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
944-0 |
936-0 |
-8-0 |
-0.8% |
921-4 |
High |
946-0 |
936-0 |
-10-0 |
-1.1% |
940-0 |
Low |
941-0 |
930-0 |
-11-0 |
-1.2% |
920-0 |
Close |
942-4 |
930-0 |
-12-4 |
-1.3% |
937-6 |
Range |
5-0 |
6-0 |
1-0 |
20.0% |
20-0 |
ATR |
9-2 |
9-3 |
0-2 |
2.6% |
0-0 |
Volume |
4,183 |
3,681 |
-502 |
-12.0% |
13,621 |
|
Daily Pivots for day following 23-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
950-0 |
946-0 |
933-2 |
|
R3 |
944-0 |
940-0 |
931-5 |
|
R2 |
938-0 |
938-0 |
931-1 |
|
R1 |
934-0 |
934-0 |
930-4 |
933-0 |
PP |
932-0 |
932-0 |
932-0 |
931-4 |
S1 |
928-0 |
928-0 |
929-4 |
927-0 |
S2 |
926-0 |
926-0 |
928-7 |
|
S3 |
920-0 |
922-0 |
928-3 |
|
S4 |
914-0 |
916-0 |
926-6 |
|
|
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 |
930-0 |
17-0 |
1.8% |
5-6 |
0.6% |
0% |
False |
True |
3,682 |
10 |
947-0 |
897-0 |
50-0 |
5.4% |
7-1 |
0.8% |
66% |
False |
False |
3,987 |
20 |
947-0 |
897-0 |
50-0 |
5.4% |
6-2 |
0.7% |
66% |
False |
False |
3,207 |
40 |
984-2 |
897-0 |
87-2 |
9.4% |
4-7 |
0.5% |
38% |
False |
False |
2,347 |
60 |
996-4 |
897-0 |
99-4 |
10.7% |
4-1 |
0.4% |
33% |
False |
False |
2,278 |
80 |
996-4 |
897-0 |
99-4 |
10.7% |
3-5 |
0.4% |
33% |
False |
False |
1,916 |
100 |
996-4 |
897-0 |
99-4 |
10.7% |
3-0 |
0.3% |
33% |
False |
False |
1,649 |
120 |
1041-0 |
897-0 |
144-0 |
15.5% |
2-5 |
0.3% |
23% |
False |
False |
1,426 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
961-4 |
2.618 |
951-6 |
1.618 |
945-6 |
1.000 |
942-0 |
0.618 |
939-6 |
HIGH |
936-0 |
0.618 |
933-6 |
0.500 |
933-0 |
0.382 |
932-2 |
LOW |
930-0 |
0.618 |
926-2 |
1.000 |
924-0 |
1.618 |
920-2 |
2.618 |
914-2 |
4.250 |
904-4 |
|
|
Fisher Pivots for day following 23-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
933-0 |
938-4 |
PP |
932-0 |
935-5 |
S1 |
931-0 |
932-7 |
|