CME Pit-Traded Soybean Future July 2010
Trading Metrics calculated at close of trading on 01-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2010 |
01-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
971-0 |
951-0 |
-20-0 |
-2.1% |
969-0 |
High |
972-0 |
953-4 |
-18-4 |
-1.9% |
972-0 |
Low |
945-0 |
945-0 |
0-0 |
0.0% |
955-4 |
Close |
948-4 |
953-4 |
5-0 |
0.5% |
957-0 |
Range |
27-0 |
8-4 |
-18-4 |
-68.5% |
16-4 |
ATR |
12-4 |
12-2 |
-0-2 |
-2.3% |
0-0 |
Volume |
36,315 |
12,654 |
-23,661 |
-65.2% |
215,428 |
|
Daily Pivots for day following 01-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
976-1 |
973-3 |
958-1 |
|
R3 |
967-5 |
964-7 |
955-7 |
|
R2 |
959-1 |
959-1 |
955-0 |
|
R1 |
956-3 |
956-3 |
954-2 |
957-6 |
PP |
950-5 |
950-5 |
950-5 |
951-3 |
S1 |
947-7 |
947-7 |
952-6 |
949-2 |
S2 |
942-1 |
942-1 |
952-0 |
|
S3 |
933-5 |
939-3 |
951-1 |
|
S4 |
925-1 |
930-7 |
948-7 |
|
|
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 |
972-0 |
945-0 |
27-0 |
2.8% |
11-3 |
1.2% |
31% |
False |
True |
33,490 |
10 |
972-0 |
945-0 |
27-0 |
2.8% |
9-5 |
1.0% |
31% |
False |
True |
40,003 |
20 |
972-0 |
927-0 |
45-0 |
4.7% |
11-1 |
1.2% |
59% |
False |
False |
57,906 |
40 |
981-4 |
927-0 |
54-4 |
5.7% |
11-6 |
1.2% |
49% |
False |
False |
62,207 |
60 |
1019-0 |
927-0 |
92-0 |
9.6% |
11-7 |
1.2% |
29% |
False |
False |
67,686 |
80 |
1019-0 |
927-0 |
92-0 |
9.6% |
12-2 |
1.3% |
29% |
False |
False |
58,911 |
100 |
1019-0 |
927-0 |
92-0 |
9.6% |
12-1 |
1.3% |
29% |
False |
False |
52,234 |
120 |
1034-4 |
922-0 |
112-4 |
11.8% |
12-2 |
1.3% |
28% |
False |
False |
47,286 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
989-5 |
2.618 |
975-6 |
1.618 |
967-2 |
1.000 |
962-0 |
0.618 |
958-6 |
HIGH |
953-4 |
0.618 |
950-2 |
0.500 |
949-2 |
0.382 |
948-2 |
LOW |
945-0 |
0.618 |
939-6 |
1.000 |
936-4 |
1.618 |
931-2 |
2.618 |
922-6 |
4.250 |
908-7 |
|
|
Fisher Pivots for day following 01-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
952-1 |
958-4 |
PP |
950-5 |
956-7 |
S1 |
949-2 |
955-1 |
|