CME Pit-Traded Soybean Future September 2010
| Trading Metrics calculated at close of trading on 08-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2010 |
08-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
919-0 |
959-0 |
40-0 |
4.4% |
920-0 |
| High |
944-0 |
963-0 |
19-0 |
2.0% |
934-0 |
| Low |
919-0 |
957-0 |
38-0 |
4.1% |
905-0 |
| Close |
941-0 |
957-4 |
16-4 |
1.8% |
916-2 |
| Range |
25-0 |
6-0 |
-19-0 |
-76.0% |
29-0 |
| ATR |
12-1 |
12-7 |
0-6 |
5.8% |
0-0 |
| Volume |
5,442 |
5,797 |
355 |
6.5% |
23,852 |
|
| Daily Pivots for day following 08-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
977-1 |
973-3 |
960-6 |
|
| R3 |
971-1 |
967-3 |
959-1 |
|
| R2 |
965-1 |
965-1 |
958-5 |
|
| R1 |
961-3 |
961-3 |
958-0 |
960-2 |
| PP |
959-1 |
959-1 |
959-1 |
958-5 |
| S1 |
955-3 |
955-3 |
957-0 |
954-2 |
| S2 |
953-1 |
953-1 |
956-3 |
|
| S3 |
947-1 |
949-3 |
955-7 |
|
| S4 |
941-1 |
943-3 |
954-2 |
|
|
| 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 |
963-0 |
905-0 |
58-0 |
6.1% |
12-7 |
1.3% |
91% |
True |
False |
5,537 |
| 10 |
963-0 |
905-0 |
58-0 |
6.1% |
12-4 |
1.3% |
91% |
True |
False |
5,064 |
| 20 |
963-0 |
897-0 |
66-0 |
6.9% |
9-6 |
1.0% |
92% |
True |
False |
4,526 |
| 40 |
963-0 |
897-0 |
66-0 |
6.9% |
7-4 |
0.8% |
92% |
True |
False |
3,265 |
| 60 |
996-4 |
897-0 |
99-4 |
10.4% |
5-5 |
0.6% |
61% |
False |
False |
2,735 |
| 80 |
996-4 |
897-0 |
99-4 |
10.4% |
5-0 |
0.5% |
61% |
False |
False |
2,451 |
| 100 |
996-4 |
897-0 |
99-4 |
10.4% |
4-2 |
0.4% |
61% |
False |
False |
2,096 |
| 120 |
996-4 |
897-0 |
99-4 |
10.4% |
3-6 |
0.4% |
61% |
False |
False |
1,825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
988-4 |
|
2.618 |
978-6 |
|
1.618 |
972-6 |
|
1.000 |
969-0 |
|
0.618 |
966-6 |
|
HIGH |
963-0 |
|
0.618 |
960-6 |
|
0.500 |
960-0 |
|
0.382 |
959-2 |
|
LOW |
957-0 |
|
0.618 |
953-2 |
|
1.000 |
951-0 |
|
1.618 |
947-2 |
|
2.618 |
941-2 |
|
4.250 |
931-4 |
|
|
| Fisher Pivots for day following 08-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
960-0 |
950-7 |
| PP |
959-1 |
944-1 |
| S1 |
958-3 |
937-4 |
|