CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 28-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2010 |
28-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
958-0 |
958-0 |
0-0 |
0.0% |
969-0 |
| High |
960-0 |
961-0 |
1-0 |
0.1% |
972-0 |
| Low |
956-0 |
954-0 |
-2-0 |
-0.2% |
955-4 |
| Close |
957-0 |
955-0 |
-2-0 |
-0.2% |
957-0 |
| Range |
4-0 |
7-0 |
3-0 |
75.0% |
16-4 |
| ATR |
11-6 |
11-4 |
-0-3 |
-2.9% |
0-0 |
| Volume |
36,751 |
33,554 |
-3,197 |
-8.7% |
215,428 |
|
| Daily Pivots for day following 28-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
977-5 |
973-3 |
958-7 |
|
| R3 |
970-5 |
966-3 |
956-7 |
|
| R2 |
963-5 |
963-5 |
956-2 |
|
| R1 |
959-3 |
959-3 |
955-5 |
958-0 |
| PP |
956-5 |
956-5 |
956-5 |
956-0 |
| S1 |
952-3 |
952-3 |
954-3 |
951-0 |
| S2 |
949-5 |
949-5 |
953-6 |
|
| S3 |
942-5 |
945-3 |
953-1 |
|
| S4 |
935-5 |
938-3 |
951-1 |
|
|
| Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1011-0 |
1000-4 |
966-1 |
|
| R3 |
994-4 |
984-0 |
961-4 |
|
| R2 |
978-0 |
978-0 |
960-0 |
|
| R1 |
967-4 |
967-4 |
958-4 |
964-4 |
| PP |
961-4 |
961-4 |
961-4 |
960-0 |
| S1 |
951-0 |
951-0 |
955-4 |
948-0 |
| S2 |
945-0 |
945-0 |
954-0 |
|
| S3 |
928-4 |
934-4 |
952-4 |
|
| S4 |
912-0 |
918-0 |
947-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
969-0 |
954-0 |
15-0 |
1.6% |
6-2 |
0.7% |
7% |
False |
True |
40,081 |
| 10 |
972-0 |
948-4 |
23-4 |
2.5% |
8-1 |
0.9% |
28% |
False |
False |
47,778 |
| 20 |
972-0 |
927-0 |
45-0 |
4.7% |
10-4 |
1.1% |
62% |
False |
False |
61,716 |
| 40 |
997-0 |
927-0 |
70-0 |
7.3% |
11-4 |
1.2% |
40% |
False |
False |
65,355 |
| 60 |
1019-0 |
927-0 |
92-0 |
9.6% |
11-6 |
1.2% |
30% |
False |
False |
67,128 |
| 80 |
1019-0 |
927-0 |
92-0 |
9.6% |
12-1 |
1.3% |
30% |
False |
False |
58,708 |
| 100 |
1019-0 |
922-0 |
97-0 |
10.2% |
12-0 |
1.3% |
34% |
False |
False |
52,142 |
| 120 |
1069-0 |
922-0 |
147-0 |
15.4% |
12-1 |
1.3% |
22% |
False |
False |
46,793 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
990-6 |
|
2.618 |
979-3 |
|
1.618 |
972-3 |
|
1.000 |
968-0 |
|
0.618 |
965-3 |
|
HIGH |
961-0 |
|
0.618 |
958-3 |
|
0.500 |
957-4 |
|
0.382 |
956-5 |
|
LOW |
954-0 |
|
0.618 |
949-5 |
|
1.000 |
947-0 |
|
1.618 |
942-5 |
|
2.618 |
935-5 |
|
4.250 |
924-2 |
|
|
| Fisher Pivots for day following 28-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
957-4 |
959-0 |
| PP |
956-5 |
957-5 |
| S1 |
955-7 |
956-3 |
|