CME Pit-Traded Soybean Future September 2010
| Trading Metrics calculated at close of trading on 02-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2010 |
02-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
912-0 |
919-4 |
7-4 |
0.8% |
920-0 |
| High |
915-4 |
921-0 |
5-4 |
0.6% |
934-0 |
| Low |
905-0 |
915-0 |
10-0 |
1.1% |
905-0 |
| Close |
915-4 |
916-2 |
0-6 |
0.1% |
916-2 |
| Range |
10-4 |
6-0 |
-4-4 |
-42.9% |
29-0 |
| ATR |
10-4 |
10-2 |
-0-3 |
-3.1% |
0-0 |
| Volume |
6,153 |
4,741 |
-1,412 |
-22.9% |
23,852 |
|
| Daily Pivots for day following 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
935-3 |
931-7 |
919-4 |
|
| R3 |
929-3 |
925-7 |
917-7 |
|
| R2 |
923-3 |
923-3 |
917-3 |
|
| R1 |
919-7 |
919-7 |
916-6 |
918-5 |
| PP |
917-3 |
917-3 |
917-3 |
916-6 |
| S1 |
913-7 |
913-7 |
915-6 |
912-5 |
| S2 |
911-3 |
911-3 |
915-1 |
|
| S3 |
905-3 |
907-7 |
914-5 |
|
| S4 |
899-3 |
901-7 |
913-0 |
|
|
| Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1005-3 |
989-7 |
932-2 |
|
| R3 |
976-3 |
960-7 |
924-2 |
|
| R2 |
947-3 |
947-3 |
921-5 |
|
| R1 |
931-7 |
931-7 |
918-7 |
925-1 |
| PP |
918-3 |
918-3 |
918-3 |
915-0 |
| S1 |
902-7 |
902-7 |
913-5 |
896-1 |
| S2 |
889-3 |
889-3 |
910-7 |
|
| S3 |
860-3 |
873-7 |
908-2 |
|
| S4 |
831-3 |
844-7 |
900-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
934-0 |
905-0 |
29-0 |
3.2% |
12-5 |
1.4% |
39% |
False |
False |
4,770 |
| 10 |
947-0 |
905-0 |
42-0 |
4.6% |
9-4 |
1.0% |
27% |
False |
False |
4,623 |
| 20 |
947-0 |
897-0 |
50-0 |
5.5% |
8-2 |
0.9% |
39% |
False |
False |
4,182 |
| 40 |
947-0 |
897-0 |
50-0 |
5.5% |
6-2 |
0.7% |
39% |
False |
False |
2,949 |
| 60 |
996-4 |
897-0 |
99-4 |
10.9% |
5-0 |
0.5% |
19% |
False |
False |
2,562 |
| 80 |
996-4 |
897-0 |
99-4 |
10.9% |
4-5 |
0.5% |
19% |
False |
False |
2,293 |
| 100 |
996-4 |
897-0 |
99-4 |
10.9% |
3-7 |
0.4% |
19% |
False |
False |
1,962 |
| 120 |
1003-4 |
897-0 |
106-4 |
11.6% |
3-2 |
0.4% |
18% |
False |
False |
1,696 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
946-4 |
|
2.618 |
936-6 |
|
1.618 |
930-6 |
|
1.000 |
927-0 |
|
0.618 |
924-6 |
|
HIGH |
921-0 |
|
0.618 |
918-6 |
|
0.500 |
918-0 |
|
0.382 |
917-2 |
|
LOW |
915-0 |
|
0.618 |
911-2 |
|
1.000 |
909-0 |
|
1.618 |
905-2 |
|
2.618 |
899-2 |
|
4.250 |
889-4 |
|
|
| Fisher Pivots for day following 02-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
918-0 |
919-4 |
| PP |
917-3 |
918-3 |
| S1 |
916-7 |
917-3 |
|