CME Pit-Traded Soybean Future September 2010
| Trading Metrics calculated at close of trading on 25-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2010 |
25-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
930-4 |
923-4 |
-7-0 |
-0.8% |
947-0 |
| High |
930-4 |
925-0 |
-5-4 |
-0.6% |
947-0 |
| Low |
920-0 |
921-0 |
1-0 |
0.1% |
920-0 |
| Close |
920-2 |
921-0 |
0-6 |
0.1% |
921-0 |
| Range |
10-4 |
4-0 |
-6-4 |
-61.9% |
27-0 |
| ATR |
9-4 |
9-1 |
-0-3 |
-3.6% |
0-0 |
| Volume |
5,521 |
4,480 |
-1,041 |
-18.9% |
22,381 |
|
| Daily Pivots for day following 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
934-3 |
931-5 |
923-2 |
|
| R3 |
930-3 |
927-5 |
922-1 |
|
| R2 |
926-3 |
926-3 |
921-6 |
|
| R1 |
923-5 |
923-5 |
921-3 |
923-0 |
| PP |
922-3 |
922-3 |
922-3 |
922-0 |
| S1 |
919-5 |
919-5 |
920-5 |
919-0 |
| S2 |
918-3 |
918-3 |
920-2 |
|
| S3 |
914-3 |
915-5 |
919-7 |
|
| S4 |
910-3 |
911-5 |
918-6 |
|
|
| Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1010-3 |
992-5 |
935-7 |
|
| R3 |
983-3 |
965-5 |
928-3 |
|
| R2 |
956-3 |
956-3 |
926-0 |
|
| R1 |
938-5 |
938-5 |
923-4 |
934-0 |
| PP |
929-3 |
929-3 |
929-3 |
927-0 |
| S1 |
911-5 |
911-5 |
918-4 |
907-0 |
| S2 |
902-3 |
902-3 |
916-0 |
|
| S3 |
875-3 |
884-5 |
913-5 |
|
| S4 |
848-3 |
857-5 |
906-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
947-0 |
920-0 |
27-0 |
2.9% |
6-2 |
0.7% |
4% |
False |
False |
4,476 |
| 10 |
947-0 |
898-4 |
48-4 |
5.3% |
7-2 |
0.8% |
46% |
False |
False |
3,974 |
| 20 |
947-0 |
897-0 |
50-0 |
5.4% |
6-3 |
0.7% |
48% |
False |
False |
3,489 |
| 40 |
983-6 |
897-0 |
86-6 |
9.4% |
4-7 |
0.5% |
28% |
False |
False |
2,526 |
| 60 |
996-4 |
897-0 |
99-4 |
10.8% |
4-2 |
0.5% |
24% |
False |
False |
2,391 |
| 80 |
996-4 |
897-0 |
99-4 |
10.8% |
3-6 |
0.4% |
24% |
False |
False |
2,030 |
| 100 |
996-4 |
897-0 |
99-4 |
10.8% |
3-2 |
0.3% |
24% |
False |
False |
1,738 |
| 120 |
1041-0 |
897-0 |
144-0 |
15.6% |
2-6 |
0.3% |
17% |
False |
False |
1,505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
942-0 |
|
2.618 |
935-4 |
|
1.618 |
931-4 |
|
1.000 |
929-0 |
|
0.618 |
927-4 |
|
HIGH |
925-0 |
|
0.618 |
923-4 |
|
0.500 |
923-0 |
|
0.382 |
922-4 |
|
LOW |
921-0 |
|
0.618 |
918-4 |
|
1.000 |
917-0 |
|
1.618 |
914-4 |
|
2.618 |
910-4 |
|
4.250 |
904-0 |
|
|
| Fisher Pivots for day following 25-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
923-0 |
928-0 |
| PP |
922-3 |
925-5 |
| S1 |
921-5 |
923-3 |
|