CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 21-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2010 |
21-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
956-0 |
969-0 |
13-0 |
1.4% |
950-0 |
| High |
961-0 |
972-0 |
11-0 |
1.1% |
963-4 |
| Low |
955-0 |
959-0 |
4-0 |
0.4% |
948-4 |
| Close |
961-0 |
963-2 |
2-2 |
0.2% |
961-0 |
| Range |
6-0 |
13-0 |
7-0 |
116.7% |
15-0 |
| ATR |
13-4 |
13-4 |
0-0 |
-0.3% |
0-0 |
| Volume |
53,903 |
48,574 |
-5,329 |
-9.9% |
293,990 |
|
| Daily Pivots for day following 21-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1003-6 |
996-4 |
970-3 |
|
| R3 |
990-6 |
983-4 |
966-7 |
|
| R2 |
977-6 |
977-6 |
965-5 |
|
| R1 |
970-4 |
970-4 |
964-4 |
967-5 |
| PP |
964-6 |
964-6 |
964-6 |
963-2 |
| S1 |
957-4 |
957-4 |
962-0 |
954-5 |
| S2 |
951-6 |
951-6 |
960-7 |
|
| S3 |
938-6 |
944-4 |
959-5 |
|
| S4 |
925-6 |
931-4 |
956-1 |
|
|
| 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 |
972-0 |
948-4 |
23-4 |
2.4% |
10-1 |
1.0% |
63% |
True |
False |
55,475 |
| 10 |
972-0 |
927-0 |
45-0 |
4.7% |
11-7 |
1.2% |
81% |
True |
False |
69,394 |
| 20 |
972-0 |
927-0 |
45-0 |
4.7% |
11-4 |
1.2% |
81% |
True |
False |
66,752 |
| 40 |
1019-0 |
927-0 |
92-0 |
9.6% |
12-2 |
1.3% |
39% |
False |
False |
71,287 |
| 60 |
1019-0 |
927-0 |
92-0 |
9.6% |
12-3 |
1.3% |
39% |
False |
False |
67,788 |
| 80 |
1019-0 |
927-0 |
92-0 |
9.6% |
12-2 |
1.3% |
39% |
False |
False |
57,475 |
| 100 |
1019-0 |
922-0 |
97-0 |
10.1% |
12-3 |
1.3% |
43% |
False |
False |
51,393 |
| 120 |
1078-0 |
922-0 |
156-0 |
16.2% |
12-3 |
1.3% |
26% |
False |
False |
45,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1027-2 |
|
2.618 |
1006-0 |
|
1.618 |
993-0 |
|
1.000 |
985-0 |
|
0.618 |
980-0 |
|
HIGH |
972-0 |
|
0.618 |
967-0 |
|
0.500 |
965-4 |
|
0.382 |
964-0 |
|
LOW |
959-0 |
|
0.618 |
951-0 |
|
1.000 |
946-0 |
|
1.618 |
938-0 |
|
2.618 |
925-0 |
|
4.250 |
903-6 |
|
|
| Fisher Pivots for day following 21-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
965-4 |
962-6 |
| PP |
964-6 |
962-2 |
| S1 |
964-0 |
961-6 |
|