CME Pit-Traded Soybean Future September 2010
Trading Metrics calculated at close of trading on 14-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2010 |
14-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
970-4 |
971-4 |
1-0 |
0.1% |
923-0 |
High |
973-0 |
979-0 |
6-0 |
0.6% |
969-0 |
Low |
967-0 |
971-4 |
4-4 |
0.5% |
912-0 |
Close |
967-0 |
975-2 |
8-2 |
0.9% |
966-4 |
Range |
6-0 |
7-4 |
1-4 |
25.0% |
57-0 |
ATR |
12-3 |
12-3 |
0-0 |
-0.2% |
0-0 |
Volume |
10,777 |
7,087 |
-3,690 |
-34.2% |
25,683 |
|
Daily Pivots for day following 14-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
997-6 |
994-0 |
979-3 |
|
R3 |
990-2 |
986-4 |
977-2 |
|
R2 |
982-6 |
982-6 |
976-5 |
|
R1 |
979-0 |
979-0 |
976-0 |
980-7 |
PP |
975-2 |
975-2 |
975-2 |
976-2 |
S1 |
971-4 |
971-4 |
974-4 |
973-3 |
S2 |
967-6 |
967-6 |
973-7 |
|
S3 |
960-2 |
964-0 |
973-2 |
|
S4 |
952-6 |
956-4 |
971-1 |
|
|
Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1120-1 |
1100-3 |
997-7 |
|
R3 |
1063-1 |
1043-3 |
982-1 |
|
R2 |
1006-1 |
1006-1 |
977-0 |
|
R1 |
986-3 |
986-3 |
971-6 |
996-2 |
PP |
949-1 |
949-1 |
949-1 |
954-1 |
S1 |
929-3 |
929-3 |
961-2 |
939-2 |
S2 |
892-1 |
892-1 |
956-0 |
|
S3 |
835-1 |
872-3 |
950-7 |
|
S4 |
778-1 |
815-3 |
935-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
979-0 |
957-0 |
22-0 |
2.3% |
8-7 |
0.9% |
83% |
True |
False |
7,769 |
10 |
979-0 |
905-0 |
74-0 |
7.6% |
12-7 |
1.3% |
95% |
True |
False |
6,524 |
20 |
979-0 |
905-0 |
74-0 |
7.6% |
10-0 |
1.0% |
95% |
True |
False |
5,243 |
40 |
979-0 |
897-0 |
82-0 |
8.4% |
8-1 |
0.8% |
95% |
True |
False |
3,950 |
60 |
996-4 |
897-0 |
99-4 |
10.2% |
6-0 |
0.6% |
79% |
False |
False |
3,102 |
80 |
996-4 |
897-0 |
99-4 |
10.2% |
5-2 |
0.5% |
79% |
False |
False |
2,843 |
100 |
996-4 |
897-0 |
99-4 |
10.2% |
4-5 |
0.5% |
79% |
False |
False |
2,400 |
120 |
996-4 |
897-0 |
99-4 |
10.2% |
4-0 |
0.4% |
79% |
False |
False |
2,089 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1010-7 |
2.618 |
998-5 |
1.618 |
991-1 |
1.000 |
986-4 |
0.618 |
983-5 |
HIGH |
979-0 |
0.618 |
976-1 |
0.500 |
975-2 |
0.382 |
974-3 |
LOW |
971-4 |
0.618 |
966-7 |
1.000 |
964-0 |
1.618 |
959-3 |
2.618 |
951-7 |
4.250 |
939-5 |
|
|
Fisher Pivots for day following 14-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
975-2 |
973-7 |
PP |
975-2 |
972-3 |
S1 |
975-2 |
971-0 |
|