CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 13-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2010 |
13-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1028-0 |
1041-0 |
13-0 |
1.3% |
970-0 |
| High |
1040-0 |
1041-0 |
1-0 |
0.1% |
1029-0 |
| Low |
1028-0 |
1030-4 |
2-4 |
0.2% |
964-2 |
| Close |
1031-6 |
1030-4 |
-1-2 |
-0.1% |
1025-4 |
| Range |
12-0 |
10-4 |
-1-4 |
-12.5% |
64-6 |
| ATR |
14-7 |
14-4 |
-0-2 |
-2.1% |
0-0 |
| Volume |
2,387 |
1,476 |
-911 |
-38.2% |
14,693 |
|
| Daily Pivots for day following 13-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1065-4 |
1058-4 |
1036-2 |
|
| R3 |
1055-0 |
1048-0 |
1033-3 |
|
| R2 |
1044-4 |
1044-4 |
1032-3 |
|
| R1 |
1037-4 |
1037-4 |
1031-4 |
1035-6 |
| PP |
1034-0 |
1034-0 |
1034-0 |
1033-1 |
| S1 |
1027-0 |
1027-0 |
1029-4 |
1025-2 |
| S2 |
1023-4 |
1023-4 |
1028-5 |
|
| S3 |
1013-0 |
1016-4 |
1027-5 |
|
| S4 |
1002-4 |
1006-0 |
1024-6 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1200-4 |
1177-6 |
1061-1 |
|
| R3 |
1135-6 |
1113-0 |
1043-2 |
|
| R2 |
1071-0 |
1071-0 |
1037-3 |
|
| R1 |
1048-2 |
1048-2 |
1031-3 |
1059-5 |
| PP |
1006-2 |
1006-2 |
1006-2 |
1012-0 |
| S1 |
983-4 |
983-4 |
1019-5 |
994-7 |
| S2 |
941-4 |
941-4 |
1013-5 |
|
| S3 |
876-6 |
918-6 |
1007-6 |
|
| S4 |
812-0 |
854-0 |
989-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1041-0 |
972-0 |
69-0 |
6.7% |
16-2 |
1.6% |
85% |
True |
False |
2,611 |
| 10 |
1041-0 |
945-0 |
96-0 |
9.3% |
14-7 |
1.4% |
89% |
True |
False |
12,270 |
| 20 |
1041-0 |
945-0 |
96-0 |
9.3% |
11-4 |
1.1% |
89% |
True |
False |
30,024 |
| 40 |
1041-0 |
927-0 |
114-0 |
11.1% |
11-6 |
1.1% |
91% |
True |
False |
49,949 |
| 60 |
1041-0 |
927-0 |
114-0 |
11.1% |
12-1 |
1.2% |
91% |
True |
False |
59,472 |
| 80 |
1041-0 |
927-0 |
114-0 |
11.1% |
12-2 |
1.2% |
91% |
True |
False |
56,743 |
| 100 |
1041-0 |
927-0 |
114-0 |
11.1% |
12-2 |
1.2% |
91% |
True |
False |
50,536 |
| 120 |
1041-0 |
922-0 |
119-0 |
11.5% |
12-2 |
1.2% |
91% |
True |
False |
46,297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1085-5 |
|
2.618 |
1068-4 |
|
1.618 |
1058-0 |
|
1.000 |
1051-4 |
|
0.618 |
1047-4 |
|
HIGH |
1041-0 |
|
0.618 |
1037-0 |
|
0.500 |
1035-6 |
|
0.382 |
1034-4 |
|
LOW |
1030-4 |
|
0.618 |
1024-0 |
|
1.000 |
1020-0 |
|
1.618 |
1013-4 |
|
2.618 |
1003-0 |
|
4.250 |
985-7 |
|
|
| Fisher Pivots for day following 13-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1035-6 |
1029-5 |
| PP |
1034-0 |
1028-7 |
| S1 |
1032-2 |
1028-0 |
|