CME Pit-Traded Soybean Future July 2010
Trading Metrics calculated at close of trading on 29-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2010 |
29-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
958-0 |
949-4 |
-8-4 |
-0.9% |
969-0 |
High |
961-0 |
957-4 |
-3-4 |
-0.4% |
972-0 |
Low |
954-0 |
947-2 |
-6-6 |
-0.7% |
955-4 |
Close |
955-0 |
947-2 |
-7-6 |
-0.8% |
957-0 |
Range |
7-0 |
10-2 |
3-2 |
46.4% |
16-4 |
ATR |
11-4 |
11-3 |
-0-1 |
-0.8% |
0-0 |
Volume |
33,554 |
48,179 |
14,625 |
43.6% |
215,428 |
|
Daily Pivots for day following 29-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
981-3 |
974-5 |
952-7 |
|
R3 |
971-1 |
964-3 |
950-1 |
|
R2 |
960-7 |
960-7 |
949-1 |
|
R1 |
954-1 |
954-1 |
948-2 |
952-3 |
PP |
950-5 |
950-5 |
950-5 |
949-6 |
S1 |
943-7 |
943-7 |
946-2 |
942-1 |
S2 |
940-3 |
940-3 |
945-3 |
|
S3 |
930-1 |
933-5 |
944-3 |
|
S4 |
919-7 |
923-3 |
941-5 |
|
|
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 |
964-0 |
947-2 |
16-6 |
1.8% |
7-2 |
0.8% |
0% |
False |
True |
40,052 |
10 |
972-0 |
947-2 |
24-6 |
2.6% |
8-0 |
0.8% |
0% |
False |
True |
45,682 |
20 |
972-0 |
927-0 |
45-0 |
4.8% |
10-5 |
1.1% |
45% |
False |
False |
60,707 |
40 |
990-0 |
927-0 |
63-0 |
6.7% |
11-4 |
1.2% |
32% |
False |
False |
64,994 |
60 |
1019-0 |
927-0 |
92-0 |
9.7% |
11-6 |
1.2% |
22% |
False |
False |
67,931 |
80 |
1019-0 |
927-0 |
92-0 |
9.7% |
12-1 |
1.3% |
22% |
False |
False |
58,854 |
100 |
1019-0 |
927-0 |
92-0 |
9.7% |
12-0 |
1.3% |
22% |
False |
False |
52,393 |
120 |
1053-0 |
922-0 |
131-0 |
13.8% |
12-1 |
1.3% |
19% |
False |
False |
47,112 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1001-0 |
2.618 |
984-3 |
1.618 |
974-1 |
1.000 |
967-6 |
0.618 |
963-7 |
HIGH |
957-4 |
0.618 |
953-5 |
0.500 |
952-3 |
0.382 |
951-1 |
LOW |
947-2 |
0.618 |
940-7 |
1.000 |
937-0 |
1.618 |
930-5 |
2.618 |
920-3 |
4.250 |
903-6 |
|
|
Fisher Pivots for day following 29-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
952-3 |
954-1 |
PP |
950-5 |
951-7 |
S1 |
949-0 |
949-4 |
|