CME Pit-Traded Soybean Future September 2010
| Trading Metrics calculated at close of trading on 07-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2010 |
07-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
923-0 |
919-0 |
-4-0 |
-0.4% |
920-0 |
| High |
929-0 |
944-0 |
15-0 |
1.6% |
934-0 |
| Low |
912-0 |
919-0 |
7-0 |
0.8% |
905-0 |
| Close |
912-4 |
941-0 |
28-4 |
3.1% |
916-2 |
| Range |
17-0 |
25-0 |
8-0 |
47.1% |
29-0 |
| ATR |
10-5 |
12-1 |
1-4 |
13.9% |
0-0 |
| Volume |
5,555 |
5,442 |
-113 |
-2.0% |
23,852 |
|
| Daily Pivots for day following 07-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1009-5 |
1000-3 |
954-6 |
|
| R3 |
984-5 |
975-3 |
947-7 |
|
| R2 |
959-5 |
959-5 |
945-5 |
|
| R1 |
950-3 |
950-3 |
943-2 |
955-0 |
| PP |
934-5 |
934-5 |
934-5 |
937-0 |
| S1 |
925-3 |
925-3 |
938-6 |
930-0 |
| S2 |
909-5 |
909-5 |
936-3 |
|
| S3 |
884-5 |
900-3 |
934-1 |
|
| S4 |
859-5 |
875-3 |
927-2 |
|
|
| 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 |
944-0 |
905-0 |
39-0 |
4.1% |
16-7 |
1.8% |
92% |
True |
False |
5,278 |
| 10 |
944-0 |
905-0 |
39-0 |
4.1% |
12-4 |
1.3% |
92% |
True |
False |
4,853 |
| 20 |
947-0 |
897-0 |
50-0 |
5.3% |
9-7 |
1.0% |
88% |
False |
False |
4,379 |
| 40 |
947-0 |
897-0 |
50-0 |
5.3% |
7-3 |
0.8% |
88% |
False |
False |
3,152 |
| 60 |
996-4 |
897-0 |
99-4 |
10.6% |
5-4 |
0.6% |
44% |
False |
False |
2,681 |
| 80 |
996-4 |
897-0 |
99-4 |
10.6% |
4-7 |
0.5% |
44% |
False |
False |
2,389 |
| 100 |
996-4 |
897-0 |
99-4 |
10.6% |
4-2 |
0.4% |
44% |
False |
False |
2,044 |
| 120 |
996-4 |
897-0 |
99-4 |
10.6% |
3-5 |
0.4% |
44% |
False |
False |
1,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1050-2 |
|
2.618 |
1009-4 |
|
1.618 |
984-4 |
|
1.000 |
969-0 |
|
0.618 |
959-4 |
|
HIGH |
944-0 |
|
0.618 |
934-4 |
|
0.500 |
931-4 |
|
0.382 |
928-4 |
|
LOW |
919-0 |
|
0.618 |
903-4 |
|
1.000 |
894-0 |
|
1.618 |
878-4 |
|
2.618 |
853-4 |
|
4.250 |
812-6 |
|
|
| Fisher Pivots for day following 07-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
937-7 |
936-5 |
| PP |
934-5 |
932-3 |
| S1 |
931-4 |
928-0 |
|