CME Pit-Traded Soybean Future July 2010
Trading Metrics calculated at close of trading on 02-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2010 |
02-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
951-0 |
958-0 |
7-0 |
0.7% |
958-0 |
High |
953-4 |
967-0 |
13-4 |
1.4% |
972-0 |
Low |
945-0 |
956-0 |
11-0 |
1.2% |
945-0 |
Close |
953-4 |
962-6 |
9-2 |
1.0% |
962-6 |
Range |
8-4 |
11-0 |
2-4 |
29.4% |
27-0 |
ATR |
12-2 |
12-2 |
0-1 |
0.8% |
0-0 |
Volume |
12,654 |
7,003 |
-5,651 |
-44.7% |
137,705 |
|
Daily Pivots for day following 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
994-7 |
989-7 |
968-6 |
|
R3 |
983-7 |
978-7 |
965-6 |
|
R2 |
972-7 |
972-7 |
964-6 |
|
R1 |
967-7 |
967-7 |
963-6 |
970-3 |
PP |
961-7 |
961-7 |
961-7 |
963-2 |
S1 |
956-7 |
956-7 |
961-6 |
959-3 |
S2 |
950-7 |
950-7 |
960-6 |
|
S3 |
939-7 |
945-7 |
959-6 |
|
S4 |
928-7 |
934-7 |
956-6 |
|
|
Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1040-7 |
1028-7 |
977-5 |
|
R3 |
1013-7 |
1001-7 |
970-1 |
|
R2 |
986-7 |
986-7 |
967-6 |
|
R1 |
974-7 |
974-7 |
965-2 |
980-7 |
PP |
959-7 |
959-7 |
959-7 |
963-0 |
S1 |
947-7 |
947-7 |
960-2 |
953-7 |
S2 |
932-7 |
932-7 |
957-6 |
|
S3 |
905-7 |
920-7 |
955-3 |
|
S4 |
878-7 |
893-7 |
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% |
12-6 |
1.3% |
66% |
False |
False |
27,541 |
10 |
972-0 |
945-0 |
27-0 |
2.8% |
10-1 |
1.0% |
66% |
False |
False |
35,313 |
20 |
972-0 |
927-0 |
45-0 |
4.7% |
10-6 |
1.1% |
79% |
False |
False |
53,865 |
40 |
976-0 |
927-0 |
49-0 |
5.1% |
11-2 |
1.2% |
73% |
False |
False |
60,531 |
60 |
1019-0 |
927-0 |
92-0 |
9.6% |
12-0 |
1.2% |
39% |
False |
False |
67,081 |
80 |
1019-0 |
927-0 |
92-0 |
9.6% |
12-1 |
1.3% |
39% |
False |
False |
58,694 |
100 |
1019-0 |
927-0 |
92-0 |
9.6% |
12-1 |
1.3% |
39% |
False |
False |
52,031 |
120 |
1019-0 |
922-0 |
97-0 |
10.1% |
12-2 |
1.3% |
42% |
False |
False |
47,229 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1013-6 |
2.618 |
995-6 |
1.618 |
984-6 |
1.000 |
978-0 |
0.618 |
973-6 |
HIGH |
967-0 |
0.618 |
962-6 |
0.500 |
961-4 |
0.382 |
960-2 |
LOW |
956-0 |
0.618 |
949-2 |
1.000 |
945-0 |
1.618 |
938-2 |
2.618 |
927-2 |
4.250 |
909-2 |
|
|
Fisher Pivots for day following 02-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
962-3 |
961-3 |
PP |
961-7 |
959-7 |
S1 |
961-4 |
958-4 |
|