CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 16-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2010 |
16-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
954-4 |
954-4 |
0-0 |
0.0% |
936-0 |
| High |
961-0 |
961-4 |
0-4 |
0.1% |
951-0 |
| Low |
948-4 |
954-4 |
6-0 |
0.6% |
927-0 |
| Close |
949-4 |
957-6 |
8-2 |
0.9% |
946-2 |
| Range |
12-4 |
7-0 |
-5-4 |
-44.0% |
24-0 |
| ATR |
14-1 |
14-0 |
-0-1 |
-1.1% |
0-0 |
| Volume |
69,139 |
58,688 |
-10,451 |
-15.1% |
430,194 |
|
| Daily Pivots for day following 16-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
978-7 |
975-3 |
961-5 |
|
| R3 |
971-7 |
968-3 |
959-5 |
|
| R2 |
964-7 |
964-7 |
959-0 |
|
| R1 |
961-3 |
961-3 |
958-3 |
963-1 |
| PP |
957-7 |
957-7 |
957-7 |
958-6 |
| S1 |
954-3 |
954-3 |
957-1 |
956-1 |
| S2 |
950-7 |
950-7 |
956-4 |
|
| S3 |
943-7 |
947-3 |
955-7 |
|
| S4 |
936-7 |
940-3 |
953-7 |
|
|
| 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 |
961-4 |
931-0 |
30-4 |
3.2% |
12-6 |
1.3% |
88% |
True |
False |
78,961 |
| 10 |
961-4 |
927-0 |
34-4 |
3.6% |
13-3 |
1.4% |
89% |
True |
False |
75,878 |
| 20 |
961-4 |
927-0 |
34-4 |
3.6% |
11-7 |
1.2% |
89% |
True |
False |
70,189 |
| 40 |
1019-0 |
927-0 |
92-0 |
9.6% |
12-5 |
1.3% |
33% |
False |
False |
73,645 |
| 60 |
1019-0 |
927-0 |
92-0 |
9.6% |
12-4 |
1.3% |
33% |
False |
False |
67,225 |
| 80 |
1019-0 |
927-0 |
92-0 |
9.6% |
12-4 |
1.3% |
33% |
False |
False |
56,824 |
| 100 |
1019-0 |
922-0 |
97-0 |
10.1% |
12-4 |
1.3% |
37% |
False |
False |
50,412 |
| 120 |
1078-0 |
922-0 |
156-0 |
16.3% |
12-3 |
1.3% |
23% |
False |
False |
44,500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
991-2 |
|
2.618 |
979-7 |
|
1.618 |
972-7 |
|
1.000 |
968-4 |
|
0.618 |
965-7 |
|
HIGH |
961-4 |
|
0.618 |
958-7 |
|
0.500 |
958-0 |
|
0.382 |
957-1 |
|
LOW |
954-4 |
|
0.618 |
950-1 |
|
1.000 |
947-4 |
|
1.618 |
943-1 |
|
2.618 |
936-1 |
|
4.250 |
924-6 |
|
|
| Fisher Pivots for day following 16-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
958-0 |
956-7 |
| PP |
957-7 |
955-7 |
| S1 |
957-7 |
955-0 |
|