CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 23-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2010 |
23-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
964-4 |
961-4 |
-3-0 |
-0.3% |
950-0 |
| High |
969-0 |
963-2 |
-5-6 |
-0.6% |
963-4 |
| Low |
964-0 |
956-4 |
-7-4 |
-0.8% |
948-4 |
| Close |
965-4 |
958-0 |
-7-4 |
-0.8% |
961-0 |
| Range |
5-0 |
6-6 |
1-6 |
35.0% |
15-0 |
| ATR |
12-7 |
12-5 |
-0-2 |
-2.2% |
0-0 |
| Volume |
48,323 |
37,116 |
-11,207 |
-23.2% |
293,990 |
|
| Daily Pivots for day following 23-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
979-4 |
975-4 |
961-6 |
|
| R3 |
972-6 |
968-6 |
959-7 |
|
| R2 |
966-0 |
966-0 |
959-2 |
|
| R1 |
962-0 |
962-0 |
958-5 |
960-5 |
| PP |
959-2 |
959-2 |
959-2 |
958-4 |
| S1 |
955-2 |
955-2 |
957-3 |
953-7 |
| S2 |
952-4 |
952-4 |
956-6 |
|
| S3 |
945-6 |
948-4 |
956-1 |
|
| S4 |
939-0 |
941-6 |
954-2 |
|
|
| 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 |
951-4 |
20-4 |
2.1% |
8-4 |
0.9% |
32% |
False |
False |
46,997 |
| 10 |
972-0 |
931-0 |
41-0 |
4.3% |
10-5 |
1.1% |
66% |
False |
False |
62,979 |
| 20 |
972-0 |
927-0 |
45-0 |
4.7% |
11-1 |
1.2% |
69% |
False |
False |
64,764 |
| 40 |
1006-0 |
927-0 |
79-0 |
8.2% |
11-7 |
1.2% |
39% |
False |
False |
69,790 |
| 60 |
1019-0 |
927-0 |
92-0 |
9.6% |
12-1 |
1.3% |
34% |
False |
False |
68,167 |
| 80 |
1019-0 |
927-0 |
92-0 |
9.6% |
12-2 |
1.3% |
34% |
False |
False |
57,976 |
| 100 |
1019-0 |
922-0 |
97-0 |
10.1% |
12-2 |
1.3% |
37% |
False |
False |
51,711 |
| 120 |
1078-0 |
922-0 |
156-0 |
16.3% |
12-2 |
1.3% |
23% |
False |
False |
46,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
992-0 |
|
2.618 |
980-7 |
|
1.618 |
974-1 |
|
1.000 |
970-0 |
|
0.618 |
967-3 |
|
HIGH |
963-2 |
|
0.618 |
960-5 |
|
0.500 |
959-7 |
|
0.382 |
959-1 |
|
LOW |
956-4 |
|
0.618 |
952-3 |
|
1.000 |
949-6 |
|
1.618 |
945-5 |
|
2.618 |
938-7 |
|
4.250 |
927-6 |
|
|
| Fisher Pivots for day following 23-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
959-7 |
964-2 |
| PP |
959-2 |
962-1 |
| S1 |
958-5 |
960-1 |
|