CME Pit-Traded Soybean Future July 2010
Trading Metrics calculated at close of trading on 14-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2010 |
14-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
1041-0 |
1030-0 |
-11-0 |
-1.1% |
970-0 |
High |
1041-0 |
1038-0 |
-3-0 |
-0.3% |
1029-0 |
Low |
1030-4 |
1030-0 |
-0-4 |
0.0% |
964-2 |
Close |
1030-4 |
1036-0 |
5-4 |
0.5% |
1025-4 |
Range |
10-4 |
8-0 |
-2-4 |
-23.8% |
64-6 |
ATR |
14-4 |
14-1 |
-0-4 |
-3.2% |
0-0 |
Volume |
1,476 |
1,519 |
43 |
2.9% |
14,693 |
|
Daily Pivots for day following 14-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1058-5 |
1055-3 |
1040-3 |
|
R3 |
1050-5 |
1047-3 |
1038-2 |
|
R2 |
1042-5 |
1042-5 |
1037-4 |
|
R1 |
1039-3 |
1039-3 |
1036-6 |
1041-0 |
PP |
1034-5 |
1034-5 |
1034-5 |
1035-4 |
S1 |
1031-3 |
1031-3 |
1035-2 |
1033-0 |
S2 |
1026-5 |
1026-5 |
1034-4 |
|
S3 |
1018-5 |
1023-3 |
1033-6 |
|
S4 |
1010-5 |
1015-3 |
1031-5 |
|
|
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 |
1001-0 |
40-0 |
3.9% |
13-2 |
1.3% |
88% |
False |
False |
2,415 |
10 |
1041-0 |
945-0 |
96-0 |
9.3% |
14-5 |
1.4% |
95% |
False |
False |
7,604 |
20 |
1041-0 |
945-0 |
96-0 |
9.3% |
11-2 |
1.1% |
95% |
False |
False |
26,643 |
40 |
1041-0 |
927-0 |
114-0 |
11.0% |
11-6 |
1.1% |
96% |
False |
False |
48,503 |
60 |
1041-0 |
927-0 |
114-0 |
11.0% |
12-1 |
1.2% |
96% |
False |
False |
58,212 |
80 |
1041-0 |
927-0 |
114-0 |
11.0% |
12-2 |
1.2% |
96% |
False |
False |
56,520 |
100 |
1041-0 |
927-0 |
114-0 |
11.0% |
12-2 |
1.2% |
96% |
False |
False |
50,339 |
120 |
1041-0 |
922-0 |
119-0 |
11.5% |
12-2 |
1.2% |
96% |
False |
False |
46,106 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1072-0 |
2.618 |
1059-0 |
1.618 |
1051-0 |
1.000 |
1046-0 |
0.618 |
1043-0 |
HIGH |
1038-0 |
0.618 |
1035-0 |
0.500 |
1034-0 |
0.382 |
1033-0 |
LOW |
1030-0 |
0.618 |
1025-0 |
1.000 |
1022-0 |
1.618 |
1017-0 |
2.618 |
1009-0 |
4.250 |
996-0 |
|
|
Fisher Pivots for day following 14-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1035-3 |
1035-4 |
PP |
1034-5 |
1035-0 |
S1 |
1034-0 |
1034-4 |
|