CME Pit-Traded Soybean Future September 2010
Trading Metrics calculated at close of trading on 21-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2010 |
21-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
982-0 |
982-4 |
0-4 |
0.1% |
964-0 |
High |
989-4 |
996-0 |
6-4 |
0.7% |
1005-0 |
Low |
978-4 |
982-4 |
4-0 |
0.4% |
963-0 |
Close |
986-6 |
990-4 |
3-6 |
0.4% |
998-0 |
Range |
11-0 |
13-4 |
2-4 |
22.7% |
42-0 |
ATR |
13-2 |
13-2 |
0-0 |
0.1% |
0-0 |
Volume |
11,331 |
8,062 |
-3,269 |
-28.9% |
46,256 |
|
Daily Pivots for day following 21-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1030-1 |
1023-7 |
997-7 |
|
R3 |
1016-5 |
1010-3 |
994-2 |
|
R2 |
1003-1 |
1003-1 |
993-0 |
|
R1 |
996-7 |
996-7 |
991-6 |
1000-0 |
PP |
989-5 |
989-5 |
989-5 |
991-2 |
S1 |
983-3 |
983-3 |
989-2 |
986-4 |
S2 |
976-1 |
976-1 |
988-0 |
|
S3 |
962-5 |
969-7 |
986-6 |
|
S4 |
949-1 |
956-3 |
983-1 |
|
|
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 |
978-4 |
26-4 |
2.7% |
12-1 |
1.2% |
45% |
False |
False |
9,807 |
10 |
1005-0 |
957-0 |
48-0 |
4.8% |
10-4 |
1.1% |
70% |
False |
False |
8,788 |
20 |
1005-0 |
905-0 |
100-0 |
10.1% |
11-4 |
1.2% |
86% |
False |
False |
6,820 |
40 |
1005-0 |
897-0 |
108-0 |
10.9% |
8-7 |
0.9% |
87% |
False |
False |
4,944 |
60 |
1005-0 |
897-0 |
108-0 |
10.9% |
7-0 |
0.7% |
87% |
False |
False |
3,790 |
80 |
1005-0 |
897-0 |
108-0 |
10.9% |
5-7 |
0.6% |
87% |
False |
False |
3,396 |
100 |
1005-0 |
897-0 |
108-0 |
10.9% |
5-1 |
0.5% |
87% |
False |
False |
2,864 |
120 |
1005-0 |
897-0 |
108-0 |
10.9% |
4-3 |
0.4% |
87% |
False |
False |
2,482 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1053-3 |
2.618 |
1031-3 |
1.618 |
1017-7 |
1.000 |
1009-4 |
0.618 |
1004-3 |
HIGH |
996-0 |
0.618 |
990-7 |
0.500 |
989-2 |
0.382 |
987-5 |
LOW |
982-4 |
0.618 |
974-1 |
1.000 |
969-0 |
1.618 |
960-5 |
2.618 |
947-1 |
4.250 |
925-1 |
|
|
Fisher Pivots for day following 21-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
990-1 |
989-3 |
PP |
989-5 |
988-3 |
S1 |
989-2 |
987-2 |
|