CME Pit-Traded Soybean Future July 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 17-Jun-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    16-Jun-2010 | 
                    17-Jun-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        954-4 | 
                        959-0 | 
                        4-4 | 
                        0.5% | 
                        936-0 | 
                     
                    
                        | High | 
                        961-4 | 
                        963-4 | 
                        2-0 | 
                        0.2% | 
                        951-0 | 
                     
                    
                        | Low | 
                        954-4 | 
                        951-4 | 
                        -3-0 | 
                        -0.3% | 
                        927-0 | 
                     
                    
                        | Close | 
                        957-6 | 
                        952-0 | 
                        -5-6 | 
                        -0.6% | 
                        946-2 | 
                     
                    
                        | Range | 
                        7-0 | 
                        12-0 | 
                        5-0 | 
                        71.4% | 
                        24-0 | 
                     
                    
                        | ATR | 
                        14-0 | 
                        13-7 | 
                        -0-1 | 
                        -1.0% | 
                        0-0 | 
                     
                    
                        | Volume | 
                        58,688 | 
                        47,071 | 
                        -11,617 | 
                        -19.8% | 
                        430,194 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 17-Jun-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                991-5 | 
                983-7 | 
                958-5 | 
                 | 
             
            
                | R3 | 
                979-5 | 
                971-7 | 
                955-2 | 
                 | 
             
            
                | R2 | 
                967-5 | 
                967-5 | 
                954-2 | 
                 | 
             
            
                | R1 | 
                959-7 | 
                959-7 | 
                953-1 | 
                957-6 | 
             
            
                | PP | 
                955-5 | 
                955-5 | 
                955-5 | 
                954-5 | 
             
            
                | S1 | 
                947-7 | 
                947-7 | 
                950-7 | 
                945-6 | 
             
            
                | S2 | 
                943-5 | 
                943-5 | 
                949-6 | 
                 | 
             
            
                | S3 | 
                931-5 | 
                935-7 | 
                948-6 | 
                 | 
             
            
                | S4 | 
                919-5 | 
                923-7 | 
                945-3 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                963-4 | 
                931-0 | 
                32-4 | 
                3.4% | 
                11-2 | 
                1.2% | 
                65% | 
                True | 
                False | 
                66,688 | 
                 
                
                | 10 | 
                963-4 | 
                927-0 | 
                36-4 | 
                3.8% | 
                12-5 | 
                1.3% | 
                68% | 
                True | 
                False | 
                75,809 | 
                 
                
                | 20 | 
                963-4 | 
                927-0 | 
                36-4 | 
                3.8% | 
                11-7 | 
                1.3% | 
                68% | 
                True | 
                False | 
                69,549 | 
                 
                
                | 40 | 
                1019-0 | 
                927-0 | 
                92-0 | 
                9.7% | 
                12-3 | 
                1.3% | 
                27% | 
                False | 
                False | 
                73,228 | 
                 
                
                | 60 | 
                1019-0 | 
                927-0 | 
                92-0 | 
                9.7% | 
                12-4 | 
                1.3% | 
                27% | 
                False | 
                False | 
                67,359 | 
                 
                
                | 80 | 
                1019-0 | 
                927-0 | 
                92-0 | 
                9.7% | 
                12-2 | 
                1.3% | 
                27% | 
                False | 
                False | 
                57,099 | 
                 
                
                | 100 | 
                1019-0 | 
                922-0 | 
                97-0 | 
                10.2% | 
                12-4 | 
                1.3% | 
                31% | 
                False | 
                False | 
                50,735 | 
                 
                
                | 120 | 
                1078-0 | 
                922-0 | 
                156-0 | 
                16.4% | 
                12-4 | 
                1.3% | 
                19% | 
                False | 
                False | 
                44,737 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1014-4 | 
         
        
            | 
2.618             | 
            994-7 | 
         
        
            | 
1.618             | 
            982-7 | 
         
        
            | 
1.000             | 
            975-4 | 
         
        
            | 
0.618             | 
            970-7 | 
         
        
            | 
HIGH             | 
            963-4 | 
         
        
            | 
0.618             | 
            958-7 | 
         
        
            | 
0.500             | 
            957-4 | 
         
        
            | 
0.382             | 
            956-1 | 
         
        
            | 
LOW             | 
            951-4 | 
         
        
            | 
0.618             | 
            944-1 | 
         
        
            | 
1.000             | 
            939-4 | 
         
        
            | 
1.618             | 
            932-1 | 
         
        
            | 
2.618             | 
            920-1 | 
         
        
            | 
4.250             | 
            900-4 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 17-Jun-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                957-4 | 
                                956-0 | 
                             
                            
                                | PP | 
                                955-5 | 
                                954-5 | 
                             
                            
                                | S1 | 
                                953-7 | 
                                953-3 | 
                             
             
         |