CME Pit-Traded Soybean Future September 2010
Trading Metrics calculated at close of trading on 06-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2010 |
06-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
919-4 |
923-0 |
3-4 |
0.4% |
920-0 |
High |
921-0 |
929-0 |
8-0 |
0.9% |
934-0 |
Low |
915-0 |
912-0 |
-3-0 |
-0.3% |
905-0 |
Close |
916-2 |
912-4 |
-3-6 |
-0.4% |
916-2 |
Range |
6-0 |
17-0 |
11-0 |
183.3% |
29-0 |
ATR |
10-2 |
10-5 |
0-4 |
4.8% |
0-0 |
Volume |
4,741 |
5,555 |
814 |
17.2% |
23,852 |
|
Daily Pivots for day following 06-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
968-7 |
957-5 |
921-7 |
|
R3 |
951-7 |
940-5 |
917-1 |
|
R2 |
934-7 |
934-7 |
915-5 |
|
R1 |
923-5 |
923-5 |
914-0 |
920-6 |
PP |
917-7 |
917-7 |
917-7 |
916-3 |
S1 |
906-5 |
906-5 |
911-0 |
903-6 |
S2 |
900-7 |
900-7 |
909-3 |
|
S3 |
883-7 |
889-5 |
907-7 |
|
S4 |
866-7 |
872-5 |
903-1 |
|
|
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% |
14-5 |
1.6% |
26% |
False |
False |
5,298 |
10 |
946-0 |
905-0 |
41-0 |
4.5% |
10-4 |
1.2% |
18% |
False |
False |
4,727 |
20 |
947-0 |
897-0 |
50-0 |
5.5% |
8-6 |
1.0% |
31% |
False |
False |
4,214 |
40 |
947-0 |
897-0 |
50-0 |
5.5% |
6-6 |
0.7% |
31% |
False |
False |
3,057 |
60 |
996-4 |
897-0 |
99-4 |
10.9% |
5-3 |
0.6% |
16% |
False |
False |
2,630 |
80 |
996-4 |
897-0 |
99-4 |
10.9% |
4-5 |
0.5% |
16% |
False |
False |
2,340 |
100 |
996-4 |
897-0 |
99-4 |
10.9% |
4-0 |
0.4% |
16% |
False |
False |
2,005 |
120 |
996-4 |
897-0 |
99-4 |
10.9% |
3-3 |
0.4% |
16% |
False |
False |
1,741 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1001-2 |
2.618 |
973-4 |
1.618 |
956-4 |
1.000 |
946-0 |
0.618 |
939-4 |
HIGH |
929-0 |
0.618 |
922-4 |
0.500 |
920-4 |
0.382 |
918-4 |
LOW |
912-0 |
0.618 |
901-4 |
1.000 |
895-0 |
1.618 |
884-4 |
2.618 |
867-4 |
4.250 |
839-6 |
|
|
Fisher Pivots for day following 06-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
920-4 |
917-0 |
PP |
917-7 |
915-4 |
S1 |
915-1 |
914-0 |
|