CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 11-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2010 |
11-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
950-0 |
937-0 |
-13-0 |
-1.4% |
936-0 |
| High |
951-0 |
947-0 |
-4-0 |
-0.4% |
951-0 |
| Low |
931-0 |
931-0 |
0-0 |
0.0% |
927-0 |
| Close |
935-0 |
946-2 |
11-2 |
1.2% |
946-2 |
| Range |
20-0 |
16-0 |
-4-0 |
-20.0% |
24-0 |
| ATR |
14-3 |
14-4 |
0-1 |
0.8% |
0-0 |
| Volume |
108,439 |
93,353 |
-15,086 |
-13.9% |
430,194 |
|
| Daily Pivots for day following 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
989-3 |
983-7 |
955-0 |
|
| R3 |
973-3 |
967-7 |
950-5 |
|
| R2 |
957-3 |
957-3 |
949-1 |
|
| R1 |
951-7 |
951-7 |
947-6 |
954-5 |
| PP |
941-3 |
941-3 |
941-3 |
942-6 |
| S1 |
935-7 |
935-7 |
944-6 |
938-5 |
| S2 |
925-3 |
925-3 |
943-3 |
|
| S3 |
909-3 |
919-7 |
941-7 |
|
| S4 |
893-3 |
903-7 |
937-4 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1013-3 |
1003-7 |
959-4 |
|
| R3 |
989-3 |
979-7 |
952-7 |
|
| R2 |
965-3 |
965-3 |
950-5 |
|
| R1 |
955-7 |
955-7 |
948-4 |
960-5 |
| PP |
941-3 |
941-3 |
941-3 |
943-6 |
| S1 |
931-7 |
931-7 |
944-0 |
936-5 |
| S2 |
917-3 |
917-3 |
941-7 |
|
| S3 |
893-3 |
907-7 |
939-5 |
|
| S4 |
869-3 |
883-7 |
933-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
951-0 |
927-0 |
24-0 |
2.5% |
13-3 |
1.4% |
80% |
False |
False |
86,038 |
| 10 |
958-0 |
927-0 |
31-0 |
3.3% |
13-3 |
1.4% |
62% |
False |
False |
75,650 |
| 20 |
960-0 |
927-0 |
33-0 |
3.5% |
12-0 |
1.3% |
58% |
False |
False |
69,027 |
| 40 |
1019-0 |
927-0 |
92-0 |
9.7% |
12-4 |
1.3% |
21% |
False |
False |
74,461 |
| 60 |
1019-0 |
927-0 |
92-0 |
9.7% |
12-5 |
1.3% |
21% |
False |
False |
64,983 |
| 80 |
1019-0 |
927-0 |
92-0 |
9.7% |
12-4 |
1.3% |
21% |
False |
False |
55,081 |
| 100 |
1019-0 |
922-0 |
97-0 |
10.3% |
12-4 |
1.3% |
25% |
False |
False |
49,122 |
| 120 |
1078-0 |
922-0 |
156-0 |
16.5% |
12-4 |
1.3% |
16% |
False |
False |
43,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1015-0 |
|
2.618 |
988-7 |
|
1.618 |
972-7 |
|
1.000 |
963-0 |
|
0.618 |
956-7 |
|
HIGH |
947-0 |
|
0.618 |
940-7 |
|
0.500 |
939-0 |
|
0.382 |
937-1 |
|
LOW |
931-0 |
|
0.618 |
921-1 |
|
1.000 |
915-0 |
|
1.618 |
905-1 |
|
2.618 |
889-1 |
|
4.250 |
863-0 |
|
|
| Fisher Pivots for day following 11-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
943-7 |
944-4 |
| PP |
941-3 |
942-6 |
| S1 |
939-0 |
941-0 |
|