CME Pit-Traded Soybean Future July 2010
Trading Metrics calculated at close of trading on 18-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2010 |
18-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
959-0 |
956-0 |
-3-0 |
-0.3% |
950-0 |
High |
963-4 |
961-0 |
-2-4 |
-0.3% |
963-4 |
Low |
951-4 |
955-0 |
3-4 |
0.4% |
948-4 |
Close |
952-0 |
961-0 |
9-0 |
0.9% |
961-0 |
Range |
12-0 |
6-0 |
-6-0 |
-50.0% |
15-0 |
ATR |
13-7 |
13-4 |
-0-3 |
-2.5% |
0-0 |
Volume |
47,071 |
53,903 |
6,832 |
14.5% |
293,990 |
|
Daily Pivots for day following 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
977-0 |
975-0 |
964-2 |
|
R3 |
971-0 |
969-0 |
962-5 |
|
R2 |
965-0 |
965-0 |
962-1 |
|
R1 |
963-0 |
963-0 |
961-4 |
964-0 |
PP |
959-0 |
959-0 |
959-0 |
959-4 |
S1 |
957-0 |
957-0 |
960-4 |
958-0 |
S2 |
953-0 |
953-0 |
959-7 |
|
S3 |
947-0 |
951-0 |
959-3 |
|
S4 |
941-0 |
945-0 |
957-6 |
|
|
Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1002-5 |
996-7 |
969-2 |
|
R3 |
987-5 |
981-7 |
965-1 |
|
R2 |
972-5 |
972-5 |
963-6 |
|
R1 |
966-7 |
966-7 |
962-3 |
969-6 |
PP |
957-5 |
957-5 |
957-5 |
959-1 |
S1 |
951-7 |
951-7 |
959-5 |
954-6 |
S2 |
942-5 |
942-5 |
958-2 |
|
S3 |
927-5 |
936-7 |
956-7 |
|
S4 |
912-5 |
921-7 |
952-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
963-4 |
948-4 |
15-0 |
1.6% |
9-2 |
1.0% |
83% |
False |
False |
58,798 |
10 |
963-4 |
927-0 |
36-4 |
3.8% |
11-2 |
1.2% |
93% |
False |
False |
72,418 |
20 |
963-4 |
927-0 |
36-4 |
3.8% |
11-4 |
1.2% |
93% |
False |
False |
68,373 |
40 |
1019-0 |
927-0 |
92-0 |
9.6% |
12-1 |
1.3% |
37% |
False |
False |
72,045 |
60 |
1019-0 |
927-0 |
92-0 |
9.6% |
12-4 |
1.3% |
37% |
False |
False |
67,681 |
80 |
1019-0 |
927-0 |
92-0 |
9.6% |
12-2 |
1.3% |
37% |
False |
False |
57,201 |
100 |
1019-0 |
922-0 |
97-0 |
10.1% |
12-3 |
1.3% |
40% |
False |
False |
51,124 |
120 |
1078-0 |
922-0 |
156-0 |
16.2% |
12-3 |
1.3% |
25% |
False |
False |
45,094 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
986-4 |
2.618 |
976-6 |
1.618 |
970-6 |
1.000 |
967-0 |
0.618 |
964-6 |
HIGH |
961-0 |
0.618 |
958-6 |
0.500 |
958-0 |
0.382 |
957-2 |
LOW |
955-0 |
0.618 |
951-2 |
1.000 |
949-0 |
1.618 |
945-2 |
2.618 |
939-2 |
4.250 |
929-4 |
|
|
Fisher Pivots for day following 18-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
960-0 |
959-7 |
PP |
959-0 |
958-5 |
S1 |
958-0 |
957-4 |
|