CME Pit-Traded Soybean Future September 2010
| Trading Metrics calculated at close of trading on 09-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2010 |
09-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
959-0 |
960-0 |
1-0 |
0.1% |
923-0 |
| High |
963-0 |
969-0 |
6-0 |
0.6% |
969-0 |
| Low |
957-0 |
957-0 |
0-0 |
0.0% |
912-0 |
| Close |
957-4 |
966-4 |
9-0 |
0.9% |
966-4 |
| Range |
6-0 |
12-0 |
6-0 |
100.0% |
57-0 |
| ATR |
12-7 |
12-6 |
0-0 |
-0.5% |
0-0 |
| Volume |
5,797 |
8,889 |
3,092 |
53.3% |
25,683 |
|
| Daily Pivots for day following 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1000-1 |
995-3 |
973-1 |
|
| R3 |
988-1 |
983-3 |
969-6 |
|
| R2 |
976-1 |
976-1 |
968-6 |
|
| R1 |
971-3 |
971-3 |
967-5 |
973-6 |
| PP |
964-1 |
964-1 |
964-1 |
965-3 |
| S1 |
959-3 |
959-3 |
965-3 |
961-6 |
| S2 |
952-1 |
952-1 |
964-2 |
|
| S3 |
940-1 |
947-3 |
963-2 |
|
| S4 |
928-1 |
935-3 |
959-7 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1120-1 |
1100-3 |
997-7 |
|
| R3 |
1063-1 |
1043-3 |
982-1 |
|
| R2 |
1006-1 |
1006-1 |
977-0 |
|
| R1 |
986-3 |
986-3 |
971-6 |
996-2 |
| PP |
949-1 |
949-1 |
949-1 |
954-1 |
| S1 |
929-3 |
929-3 |
961-2 |
939-2 |
| S2 |
892-1 |
892-1 |
956-0 |
|
| S3 |
835-1 |
872-3 |
950-7 |
|
| S4 |
778-1 |
815-3 |
935-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
969-0 |
912-0 |
57-0 |
5.9% |
13-2 |
1.4% |
96% |
True |
False |
6,084 |
| 10 |
969-0 |
905-0 |
64-0 |
6.6% |
12-6 |
1.3% |
96% |
True |
False |
5,401 |
| 20 |
969-0 |
897-0 |
72-0 |
7.4% |
10-1 |
1.0% |
97% |
True |
False |
4,749 |
| 40 |
969-0 |
897-0 |
72-0 |
7.4% |
7-6 |
0.8% |
97% |
True |
False |
3,476 |
| 60 |
996-4 |
897-0 |
99-4 |
10.3% |
5-7 |
0.6% |
70% |
False |
False |
2,827 |
| 80 |
996-4 |
897-0 |
99-4 |
10.3% |
5-1 |
0.5% |
70% |
False |
False |
2,555 |
| 100 |
996-4 |
897-0 |
99-4 |
10.3% |
4-3 |
0.5% |
70% |
False |
False |
2,181 |
| 120 |
996-4 |
897-0 |
99-4 |
10.3% |
3-6 |
0.4% |
70% |
False |
False |
1,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1020-0 |
|
2.618 |
1000-3 |
|
1.618 |
988-3 |
|
1.000 |
981-0 |
|
0.618 |
976-3 |
|
HIGH |
969-0 |
|
0.618 |
964-3 |
|
0.500 |
963-0 |
|
0.382 |
961-5 |
|
LOW |
957-0 |
|
0.618 |
949-5 |
|
1.000 |
945-0 |
|
1.618 |
937-5 |
|
2.618 |
925-5 |
|
4.250 |
906-0 |
|
|
| Fisher Pivots for day following 09-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
965-3 |
959-0 |
| PP |
964-1 |
951-4 |
| S1 |
963-0 |
944-0 |
|