CME Pit-Traded Soybean Future September 2010
Trading Metrics calculated at close of trading on 16-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2010 |
16-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
987-0 |
998-0 |
11-0 |
1.1% |
964-0 |
High |
1001-0 |
1005-0 |
4-0 |
0.4% |
1005-0 |
Low |
987-0 |
991-0 |
4-0 |
0.4% |
963-0 |
Close |
1001-0 |
998-0 |
-3-0 |
-0.3% |
998-0 |
Range |
14-0 |
14-0 |
0-0 |
0.0% |
42-0 |
ATR |
13-2 |
13-3 |
0-0 |
0.4% |
0-0 |
Volume |
9,885 |
12,210 |
2,325 |
23.5% |
46,256 |
|
Daily Pivots for day following 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1040-0 |
1033-0 |
1005-6 |
|
R3 |
1026-0 |
1019-0 |
1001-7 |
|
R2 |
1012-0 |
1012-0 |
1000-5 |
|
R1 |
1005-0 |
1005-0 |
999-2 |
1005-0 |
PP |
998-0 |
998-0 |
998-0 |
998-0 |
S1 |
991-0 |
991-0 |
996-6 |
991-0 |
S2 |
984-0 |
984-0 |
995-3 |
|
S3 |
970-0 |
977-0 |
994-1 |
|
S4 |
956-0 |
963-0 |
990-2 |
|
|
Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1114-5 |
1098-3 |
1021-1 |
|
R3 |
1072-5 |
1056-3 |
1009-4 |
|
R2 |
1030-5 |
1030-5 |
1005-6 |
|
R1 |
1014-3 |
1014-3 |
1001-7 |
1022-4 |
PP |
988-5 |
988-5 |
988-5 |
992-6 |
S1 |
972-3 |
972-3 |
994-1 |
980-4 |
S2 |
946-5 |
946-5 |
990-2 |
|
S3 |
904-5 |
930-3 |
986-4 |
|
S4 |
862-5 |
888-3 |
974-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1005-0 |
963-0 |
42-0 |
4.2% |
10-7 |
1.1% |
83% |
True |
False |
9,251 |
10 |
1005-0 |
912-0 |
93-0 |
9.3% |
12-0 |
1.2% |
92% |
True |
False |
7,668 |
20 |
1005-0 |
905-0 |
100-0 |
10.0% |
10-6 |
1.1% |
93% |
True |
False |
6,076 |
40 |
1005-0 |
897-0 |
108-0 |
10.8% |
8-4 |
0.9% |
94% |
True |
False |
4,432 |
60 |
1005-0 |
897-0 |
108-0 |
10.8% |
6-4 |
0.7% |
94% |
True |
False |
3,439 |
80 |
1005-0 |
897-0 |
108-0 |
10.8% |
5-5 |
0.6% |
94% |
True |
False |
3,102 |
100 |
1005-0 |
897-0 |
108-0 |
10.8% |
4-7 |
0.5% |
94% |
True |
False |
2,615 |
120 |
1005-0 |
897-0 |
108-0 |
10.8% |
4-1 |
0.4% |
94% |
True |
False |
2,266 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1064-4 |
2.618 |
1041-5 |
1.618 |
1027-5 |
1.000 |
1019-0 |
0.618 |
1013-5 |
HIGH |
1005-0 |
0.618 |
999-5 |
0.500 |
998-0 |
0.382 |
996-3 |
LOW |
991-0 |
0.618 |
982-3 |
1.000 |
977-0 |
1.618 |
968-3 |
2.618 |
954-3 |
4.250 |
931-4 |
|
|
Fisher Pivots for day following 16-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
998-0 |
994-6 |
PP |
998-0 |
991-4 |
S1 |
998-0 |
988-2 |
|