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 |
|