CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 08-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2010 |
08-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
972-0 |
1001-0 |
29-0 |
3.0% |
958-0 |
| High |
995-0 |
1023-0 |
28-0 |
2.8% |
972-0 |
| Low |
972-0 |
1001-0 |
29-0 |
3.0% |
945-0 |
| Close |
993-0 |
1012-4 |
19-4 |
2.0% |
962-6 |
| Range |
23-0 |
22-0 |
-1-0 |
-4.3% |
27-0 |
| ATR |
13-5 |
14-6 |
1-1 |
8.6% |
0-0 |
| Volume |
2,499 |
4,037 |
1,538 |
61.5% |
137,705 |
|
| Daily Pivots for day following 08-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1078-1 |
1067-3 |
1024-5 |
|
| R3 |
1056-1 |
1045-3 |
1018-4 |
|
| R2 |
1034-1 |
1034-1 |
1016-4 |
|
| R1 |
1023-3 |
1023-3 |
1014-4 |
1028-6 |
| PP |
1012-1 |
1012-1 |
1012-1 |
1014-7 |
| S1 |
1001-3 |
1001-3 |
1010-4 |
1006-6 |
| S2 |
990-1 |
990-1 |
1008-4 |
|
| S3 |
968-1 |
979-3 |
1006-4 |
|
| S4 |
946-1 |
957-3 |
1000-3 |
|
|
| 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 |
1023-0 |
945-0 |
78-0 |
7.7% |
15-0 |
1.5% |
87% |
True |
False |
6,338 |
| 10 |
1023-0 |
945-0 |
78-0 |
7.7% |
13-1 |
1.3% |
87% |
True |
False |
23,115 |
| 20 |
1023-0 |
931-0 |
92-0 |
9.1% |
11-7 |
1.2% |
89% |
True |
False |
43,047 |
| 40 |
1023-0 |
927-0 |
96-0 |
9.5% |
11-6 |
1.2% |
89% |
True |
False |
54,690 |
| 60 |
1023-0 |
927-0 |
96-0 |
9.5% |
12-2 |
1.2% |
89% |
True |
False |
63,657 |
| 80 |
1023-0 |
927-0 |
96-0 |
9.5% |
12-3 |
1.2% |
89% |
True |
False |
57,593 |
| 100 |
1023-0 |
927-0 |
96-0 |
9.5% |
12-2 |
1.2% |
89% |
True |
False |
51,219 |
| 120 |
1023-0 |
922-0 |
101-0 |
10.0% |
12-2 |
1.2% |
90% |
True |
False |
46,820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1116-4 |
|
2.618 |
1080-5 |
|
1.618 |
1058-5 |
|
1.000 |
1045-0 |
|
0.618 |
1036-5 |
|
HIGH |
1023-0 |
|
0.618 |
1014-5 |
|
0.500 |
1012-0 |
|
0.382 |
1009-3 |
|
LOW |
1001-0 |
|
0.618 |
987-3 |
|
1.000 |
979-0 |
|
1.618 |
965-3 |
|
2.618 |
943-3 |
|
4.250 |
907-4 |
|
|
| Fisher Pivots for day following 08-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1012-3 |
1006-2 |
| PP |
1012-1 |
999-7 |
| S1 |
1012-0 |
993-5 |
|