CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 14-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2010 |
14-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
937-0 |
950-0 |
13-0 |
1.4% |
936-0 |
| High |
947-0 |
958-4 |
11-4 |
1.2% |
951-0 |
| Low |
931-0 |
950-0 |
19-0 |
2.0% |
927-0 |
| Close |
946-2 |
951-4 |
5-2 |
0.6% |
946-2 |
| Range |
16-0 |
8-4 |
-7-4 |
-46.9% |
24-0 |
| ATR |
14-4 |
14-2 |
-0-1 |
-1.1% |
0-0 |
| Volume |
93,353 |
65,189 |
-28,164 |
-30.2% |
430,194 |
|
| Daily Pivots for day following 14-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
978-7 |
973-5 |
956-1 |
|
| R3 |
970-3 |
965-1 |
953-7 |
|
| R2 |
961-7 |
961-7 |
953-0 |
|
| R1 |
956-5 |
956-5 |
952-2 |
959-2 |
| PP |
953-3 |
953-3 |
953-3 |
954-5 |
| S1 |
948-1 |
948-1 |
950-6 |
950-6 |
| S2 |
944-7 |
944-7 |
950-0 |
|
| S3 |
936-3 |
939-5 |
949-1 |
|
| S4 |
927-7 |
931-1 |
946-7 |
|
|
| 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 |
958-4 |
927-0 |
31-4 |
3.3% |
13-5 |
1.4% |
78% |
True |
False |
83,314 |
| 10 |
958-4 |
927-0 |
31-4 |
3.3% |
12-7 |
1.4% |
78% |
True |
False |
75,654 |
| 20 |
958-4 |
927-0 |
31-4 |
3.3% |
12-0 |
1.3% |
78% |
True |
False |
69,874 |
| 40 |
1019-0 |
927-0 |
92-0 |
9.7% |
12-4 |
1.3% |
27% |
False |
False |
74,195 |
| 60 |
1019-0 |
927-0 |
92-0 |
9.7% |
12-4 |
1.3% |
27% |
False |
False |
65,649 |
| 80 |
1019-0 |
927-0 |
92-0 |
9.7% |
12-4 |
1.3% |
27% |
False |
False |
55,664 |
| 100 |
1019-0 |
922-0 |
97-0 |
10.2% |
12-4 |
1.3% |
30% |
False |
False |
49,552 |
| 120 |
1078-0 |
922-0 |
156-0 |
16.4% |
12-3 |
1.3% |
19% |
False |
False |
43,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
994-5 |
|
2.618 |
980-6 |
|
1.618 |
972-2 |
|
1.000 |
967-0 |
|
0.618 |
963-6 |
|
HIGH |
958-4 |
|
0.618 |
955-2 |
|
0.500 |
954-2 |
|
0.382 |
953-2 |
|
LOW |
950-0 |
|
0.618 |
944-6 |
|
1.000 |
941-4 |
|
1.618 |
936-2 |
|
2.618 |
927-6 |
|
4.250 |
913-7 |
|
|
| Fisher Pivots for day following 14-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
954-2 |
949-2 |
| PP |
953-3 |
947-0 |
| S1 |
952-3 |
944-6 |
|