CME Pit-Traded Soybean Future September 2010
Trading Metrics calculated at close of trading on 29-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2010 |
29-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
920-0 |
915-0 |
-5-0 |
-0.5% |
947-0 |
High |
926-4 |
927-4 |
1-0 |
0.1% |
947-0 |
Low |
919-4 |
914-0 |
-5-4 |
-0.6% |
920-0 |
Close |
926-4 |
919-0 |
-7-4 |
-0.8% |
921-0 |
Range |
7-0 |
13-4 |
6-4 |
92.9% |
27-0 |
ATR |
9-0 |
9-3 |
0-3 |
3.6% |
0-0 |
Volume |
2,915 |
5,540 |
2,625 |
90.1% |
22,381 |
|
Daily Pivots for day following 29-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
960-5 |
953-3 |
926-3 |
|
R3 |
947-1 |
939-7 |
922-6 |
|
R2 |
933-5 |
933-5 |
921-4 |
|
R1 |
926-3 |
926-3 |
920-2 |
930-0 |
PP |
920-1 |
920-1 |
920-1 |
922-0 |
S1 |
912-7 |
912-7 |
917-6 |
916-4 |
S2 |
906-5 |
906-5 |
916-4 |
|
S3 |
893-1 |
899-3 |
915-2 |
|
S4 |
879-5 |
885-7 |
911-5 |
|
|
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 |
936-0 |
914-0 |
22-0 |
2.4% |
8-2 |
0.9% |
23% |
False |
True |
4,427 |
10 |
947-0 |
914-0 |
33-0 |
3.6% |
7-2 |
0.8% |
15% |
False |
True |
3,961 |
20 |
947-0 |
897-0 |
50-0 |
5.4% |
7-0 |
0.8% |
44% |
False |
False |
3,727 |
40 |
973-0 |
897-0 |
76-0 |
8.3% |
5-3 |
0.6% |
29% |
False |
False |
2,673 |
60 |
996-4 |
897-0 |
99-4 |
10.8% |
4-4 |
0.5% |
22% |
False |
False |
2,395 |
80 |
996-4 |
897-0 |
99-4 |
10.8% |
4-0 |
0.4% |
22% |
False |
False |
2,130 |
100 |
996-4 |
897-0 |
99-4 |
10.8% |
3-3 |
0.4% |
22% |
False |
False |
1,817 |
120 |
1041-0 |
897-0 |
144-0 |
15.7% |
2-7 |
0.3% |
15% |
False |
False |
1,572 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
984-7 |
2.618 |
962-7 |
1.618 |
949-3 |
1.000 |
941-0 |
0.618 |
935-7 |
HIGH |
927-4 |
0.618 |
922-3 |
0.500 |
920-6 |
0.382 |
919-1 |
LOW |
914-0 |
0.618 |
905-5 |
1.000 |
900-4 |
1.618 |
892-1 |
2.618 |
878-5 |
4.250 |
856-5 |
|
|
Fisher Pivots for day following 29-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
920-6 |
920-6 |
PP |
920-1 |
920-1 |
S1 |
919-5 |
919-5 |
|