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
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-2
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

These figures are updated between 7pm and 10pm EST after a trading day.

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