CME Pit-Traded Soybean Future September 2010
| Trading Metrics calculated at close of trading on 19-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2010 |
19-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
998-0 |
991-0 |
-7-0 |
-0.7% |
964-0 |
| High |
1005-0 |
991-0 |
-14-0 |
-1.4% |
1005-0 |
| Low |
991-0 |
983-0 |
-8-0 |
-0.8% |
963-0 |
| Close |
998-0 |
986-2 |
-11-6 |
-1.2% |
998-0 |
| Range |
14-0 |
8-0 |
-6-0 |
-42.9% |
42-0 |
| ATR |
13-3 |
13-4 |
0-1 |
0.9% |
0-0 |
| Volume |
12,210 |
7,551 |
-4,659 |
-38.2% |
46,256 |
|
| Daily Pivots for day following 19-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1010-6 |
1006-4 |
990-5 |
|
| R3 |
1002-6 |
998-4 |
988-4 |
|
| R2 |
994-6 |
994-6 |
987-6 |
|
| R1 |
990-4 |
990-4 |
987-0 |
988-5 |
| PP |
986-6 |
986-6 |
986-6 |
985-6 |
| S1 |
982-4 |
982-4 |
985-4 |
980-5 |
| S2 |
978-6 |
978-6 |
984-6 |
|
| S3 |
970-6 |
974-4 |
984-0 |
|
| S4 |
962-6 |
966-4 |
981-7 |
|
|
| 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 |
967-0 |
38-0 |
3.9% |
9-7 |
1.0% |
51% |
False |
False |
9,502 |
| 10 |
1005-0 |
912-0 |
93-0 |
9.4% |
12-2 |
1.2% |
80% |
False |
False |
7,949 |
| 20 |
1005-0 |
905-0 |
100-0 |
10.1% |
10-7 |
1.1% |
81% |
False |
False |
6,286 |
| 40 |
1005-0 |
897-0 |
108-0 |
11.0% |
8-4 |
0.9% |
83% |
False |
False |
4,593 |
| 60 |
1005-0 |
897-0 |
108-0 |
11.0% |
6-5 |
0.7% |
83% |
False |
False |
3,538 |
| 80 |
1005-0 |
897-0 |
108-0 |
11.0% |
5-5 |
0.6% |
83% |
False |
False |
3,187 |
| 100 |
1005-0 |
897-0 |
108-0 |
11.0% |
5-0 |
0.5% |
83% |
False |
False |
2,689 |
| 120 |
1005-0 |
897-0 |
108-0 |
11.0% |
4-2 |
0.4% |
83% |
False |
False |
2,328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1025-0 |
|
2.618 |
1012-0 |
|
1.618 |
1004-0 |
|
1.000 |
999-0 |
|
0.618 |
996-0 |
|
HIGH |
991-0 |
|
0.618 |
988-0 |
|
0.500 |
987-0 |
|
0.382 |
986-0 |
|
LOW |
983-0 |
|
0.618 |
978-0 |
|
1.000 |
975-0 |
|
1.618 |
970-0 |
|
2.618 |
962-0 |
|
4.250 |
949-0 |
|
|
| Fisher Pivots for day following 19-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
987-0 |
994-0 |
| PP |
986-6 |
991-3 |
| S1 |
986-4 |
988-7 |
|