CME Pit-Traded Soybean Future July 2010
Trading Metrics calculated at close of trading on 15-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2010 |
15-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
950-0 |
954-4 |
4-4 |
0.5% |
936-0 |
High |
958-4 |
961-0 |
2-4 |
0.3% |
951-0 |
Low |
950-0 |
948-4 |
-1-4 |
-0.2% |
927-0 |
Close |
951-4 |
949-4 |
-2-0 |
-0.2% |
946-2 |
Range |
8-4 |
12-4 |
4-0 |
47.1% |
24-0 |
ATR |
14-2 |
14-1 |
-0-1 |
-0.9% |
0-0 |
Volume |
65,189 |
69,139 |
3,950 |
6.1% |
430,194 |
|
Daily Pivots for day following 15-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
990-4 |
982-4 |
956-3 |
|
R3 |
978-0 |
970-0 |
953-0 |
|
R2 |
965-4 |
965-4 |
951-6 |
|
R1 |
957-4 |
957-4 |
950-5 |
955-2 |
PP |
953-0 |
953-0 |
953-0 |
951-7 |
S1 |
945-0 |
945-0 |
948-3 |
942-6 |
S2 |
940-4 |
940-4 |
947-2 |
|
S3 |
928-0 |
932-4 |
946-0 |
|
S4 |
915-4 |
920-0 |
942-5 |
|
|
Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1013-3 |
1003-7 |
959-4 |
|
R3 |
989-3 |
979-7 |
952-7 |
|
R2 |
965-3 |
965-3 |
950-5 |
|
R1 |
955-7 |
955-7 |
948-4 |
960-5 |
PP |
941-3 |
941-3 |
941-3 |
943-6 |
S1 |
931-7 |
931-7 |
944-0 |
936-5 |
S2 |
917-3 |
917-3 |
941-7 |
|
S3 |
893-3 |
907-7 |
939-5 |
|
S4 |
869-3 |
883-7 |
933-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
961-0 |
931-0 |
30-0 |
3.2% |
14-1 |
1.5% |
62% |
True |
False |
82,784 |
10 |
961-0 |
927-0 |
34-0 |
3.6% |
13-2 |
1.4% |
66% |
True |
False |
75,732 |
20 |
961-0 |
927-0 |
34-0 |
3.6% |
12-1 |
1.3% |
66% |
True |
False |
70,362 |
40 |
1019-0 |
927-0 |
92-0 |
9.7% |
12-5 |
1.3% |
24% |
False |
False |
73,996 |
60 |
1019-0 |
927-0 |
92-0 |
9.7% |
12-5 |
1.3% |
24% |
False |
False |
66,479 |
80 |
1019-0 |
927-0 |
92-0 |
9.7% |
12-4 |
1.3% |
24% |
False |
False |
56,263 |
100 |
1019-0 |
922-0 |
97-0 |
10.2% |
12-4 |
1.3% |
28% |
False |
False |
49,999 |
120 |
1078-0 |
922-0 |
156-0 |
16.4% |
12-4 |
1.3% |
18% |
False |
False |
44,061 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1014-1 |
2.618 |
993-6 |
1.618 |
981-2 |
1.000 |
973-4 |
0.618 |
968-6 |
HIGH |
961-0 |
0.618 |
956-2 |
0.500 |
954-6 |
0.382 |
953-2 |
LOW |
948-4 |
0.618 |
940-6 |
1.000 |
936-0 |
1.618 |
928-2 |
2.618 |
915-6 |
4.250 |
895-3 |
|
|
Fisher Pivots for day following 15-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
954-6 |
948-3 |
PP |
953-0 |
947-1 |
S1 |
951-2 |
946-0 |
|