CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 10-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2010 |
10-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
938-0 |
950-0 |
12-0 |
1.3% |
937-0 |
| High |
951-0 |
951-0 |
0-0 |
0.0% |
958-0 |
| Low |
937-2 |
931-0 |
-6-2 |
-0.7% |
931-0 |
| Close |
943-4 |
935-0 |
-8-4 |
-0.9% |
935-0 |
| Range |
13-6 |
20-0 |
6-2 |
45.5% |
27-0 |
| ATR |
13-7 |
14-3 |
0-3 |
3.1% |
0-0 |
| Volume |
77,801 |
108,439 |
30,638 |
39.4% |
261,165 |
|
| Daily Pivots for day following 10-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
999-0 |
987-0 |
946-0 |
|
| R3 |
979-0 |
967-0 |
940-4 |
|
| R2 |
959-0 |
959-0 |
938-5 |
|
| R1 |
947-0 |
947-0 |
936-7 |
943-0 |
| PP |
939-0 |
939-0 |
939-0 |
937-0 |
| S1 |
927-0 |
927-0 |
933-1 |
923-0 |
| S2 |
919-0 |
919-0 |
931-3 |
|
| S3 |
899-0 |
907-0 |
929-4 |
|
| S4 |
879-0 |
887-0 |
924-0 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1022-3 |
1005-5 |
949-7 |
|
| R3 |
995-3 |
978-5 |
942-3 |
|
| R2 |
968-3 |
968-3 |
940-0 |
|
| R1 |
951-5 |
951-5 |
937-4 |
946-4 |
| PP |
941-3 |
941-3 |
941-3 |
938-6 |
| S1 |
924-5 |
924-5 |
932-4 |
919-4 |
| S2 |
914-3 |
914-3 |
930-0 |
|
| S3 |
887-3 |
897-5 |
927-5 |
|
| S4 |
860-3 |
870-5 |
920-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
951-4 |
927-0 |
24-4 |
2.6% |
14-0 |
1.5% |
33% |
False |
False |
84,931 |
| 10 |
958-0 |
927-0 |
31-0 |
3.3% |
12-6 |
1.4% |
26% |
False |
False |
71,485 |
| 20 |
969-4 |
927-0 |
42-4 |
4.5% |
11-5 |
1.2% |
19% |
False |
False |
68,532 |
| 40 |
1019-0 |
927-0 |
92-0 |
9.8% |
12-5 |
1.4% |
9% |
False |
False |
73,977 |
| 60 |
1019-0 |
927-0 |
92-0 |
9.8% |
12-5 |
1.4% |
9% |
False |
False |
63,899 |
| 80 |
1019-0 |
927-0 |
92-0 |
9.8% |
12-3 |
1.3% |
9% |
False |
False |
54,304 |
| 100 |
1019-0 |
922-0 |
97-0 |
10.4% |
12-3 |
1.3% |
13% |
False |
False |
48,432 |
| 120 |
1078-0 |
922-0 |
156-0 |
16.7% |
12-4 |
1.3% |
8% |
False |
False |
42,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1036-0 |
|
2.618 |
1003-3 |
|
1.618 |
983-3 |
|
1.000 |
971-0 |
|
0.618 |
963-3 |
|
HIGH |
951-0 |
|
0.618 |
943-3 |
|
0.500 |
941-0 |
|
0.382 |
938-5 |
|
LOW |
931-0 |
|
0.618 |
918-5 |
|
1.000 |
911-0 |
|
1.618 |
898-5 |
|
2.618 |
878-5 |
|
4.250 |
846-0 |
|
|
| Fisher Pivots for day following 10-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
941-0 |
939-0 |
| PP |
939-0 |
937-5 |
| S1 |
937-0 |
936-3 |
|