CME Pit-Traded Soybean Future September 2010
| Trading Metrics calculated at close of trading on 15-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2010 |
15-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
971-4 |
987-0 |
15-4 |
1.6% |
923-0 |
| High |
979-0 |
1001-0 |
22-0 |
2.2% |
969-0 |
| Low |
971-4 |
987-0 |
15-4 |
1.6% |
912-0 |
| Close |
975-2 |
1001-0 |
25-6 |
2.6% |
966-4 |
| Range |
7-4 |
14-0 |
6-4 |
86.7% |
57-0 |
| ATR |
12-3 |
13-2 |
1-0 |
7.8% |
0-0 |
| Volume |
7,087 |
9,885 |
2,798 |
39.5% |
25,683 |
|
| Daily Pivots for day following 15-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1038-3 |
1033-5 |
1008-6 |
|
| R3 |
1024-3 |
1019-5 |
1004-7 |
|
| R2 |
1010-3 |
1010-3 |
1003-5 |
|
| R1 |
1005-5 |
1005-5 |
1002-2 |
1008-0 |
| PP |
996-3 |
996-3 |
996-3 |
997-4 |
| S1 |
991-5 |
991-5 |
999-6 |
994-0 |
| S2 |
982-3 |
982-3 |
998-3 |
|
| S3 |
968-3 |
977-5 |
997-1 |
|
| S4 |
954-3 |
963-5 |
993-2 |
|
|
| 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 |
1001-0 |
957-0 |
44-0 |
4.4% |
10-4 |
1.0% |
100% |
True |
False |
8,587 |
| 10 |
1001-0 |
905-0 |
96-0 |
9.6% |
11-6 |
1.2% |
100% |
True |
False |
7,062 |
| 20 |
1001-0 |
905-0 |
96-0 |
9.6% |
10-3 |
1.0% |
100% |
True |
False |
5,599 |
| 40 |
1001-0 |
897-0 |
104-0 |
10.4% |
8-3 |
0.8% |
100% |
True |
False |
4,162 |
| 60 |
1001-0 |
897-0 |
104-0 |
10.4% |
6-2 |
0.6% |
100% |
True |
False |
3,253 |
| 80 |
1001-0 |
897-0 |
104-0 |
10.4% |
5-4 |
0.5% |
100% |
True |
False |
2,961 |
| 100 |
1001-0 |
897-0 |
104-0 |
10.4% |
4-6 |
0.5% |
100% |
True |
False |
2,497 |
| 120 |
1001-0 |
897-0 |
104-0 |
10.4% |
4-1 |
0.4% |
100% |
True |
False |
2,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1060-4 |
|
2.618 |
1037-5 |
|
1.618 |
1023-5 |
|
1.000 |
1015-0 |
|
0.618 |
1009-5 |
|
HIGH |
1001-0 |
|
0.618 |
995-5 |
|
0.500 |
994-0 |
|
0.382 |
992-3 |
|
LOW |
987-0 |
|
0.618 |
978-3 |
|
1.000 |
973-0 |
|
1.618 |
964-3 |
|
2.618 |
950-3 |
|
4.250 |
927-4 |
|
|
| Fisher Pivots for day following 15-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
998-5 |
995-3 |
| PP |
996-3 |
989-5 |
| S1 |
994-0 |
984-0 |
|