CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 22-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2010 |
22-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
969-0 |
964-4 |
-4-4 |
-0.5% |
950-0 |
| High |
972-0 |
969-0 |
-3-0 |
-0.3% |
963-4 |
| Low |
959-0 |
964-0 |
5-0 |
0.5% |
948-4 |
| Close |
963-2 |
965-4 |
2-2 |
0.2% |
961-0 |
| Range |
13-0 |
5-0 |
-8-0 |
-61.5% |
15-0 |
| ATR |
13-4 |
12-7 |
-0-4 |
-4.1% |
0-0 |
| Volume |
48,574 |
48,323 |
-251 |
-0.5% |
293,990 |
|
| Daily Pivots for day following 22-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
981-1 |
978-3 |
968-2 |
|
| R3 |
976-1 |
973-3 |
966-7 |
|
| R2 |
971-1 |
971-1 |
966-3 |
|
| R1 |
968-3 |
968-3 |
966-0 |
969-6 |
| PP |
966-1 |
966-1 |
966-1 |
966-7 |
| S1 |
963-3 |
963-3 |
965-0 |
964-6 |
| S2 |
961-1 |
961-1 |
964-5 |
|
| S3 |
956-1 |
958-3 |
964-1 |
|
| S4 |
951-1 |
953-3 |
962-6 |
|
|
| Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1002-5 |
996-7 |
969-2 |
|
| R3 |
987-5 |
981-7 |
965-1 |
|
| R2 |
972-5 |
972-5 |
963-6 |
|
| R1 |
966-7 |
966-7 |
962-3 |
969-6 |
| PP |
957-5 |
957-5 |
957-5 |
959-1 |
| S1 |
951-7 |
951-7 |
959-5 |
954-6 |
| S2 |
942-5 |
942-5 |
958-2 |
|
| S3 |
927-5 |
936-7 |
956-7 |
|
| S4 |
912-5 |
921-7 |
952-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
972-0 |
951-4 |
20-4 |
2.1% |
8-5 |
0.9% |
68% |
False |
False |
51,311 |
| 10 |
972-0 |
931-0 |
41-0 |
4.2% |
11-3 |
1.2% |
84% |
False |
False |
67,048 |
| 20 |
972-0 |
927-0 |
45-0 |
4.7% |
11-1 |
1.2% |
86% |
False |
False |
65,957 |
| 40 |
1006-0 |
927-0 |
79-0 |
8.2% |
12-1 |
1.3% |
49% |
False |
False |
70,950 |
| 60 |
1019-0 |
927-0 |
92-0 |
9.5% |
12-2 |
1.3% |
42% |
False |
False |
68,017 |
| 80 |
1019-0 |
927-0 |
92-0 |
9.5% |
12-2 |
1.3% |
42% |
False |
False |
57,746 |
| 100 |
1019-0 |
922-0 |
97-0 |
10.0% |
12-3 |
1.3% |
45% |
False |
False |
51,667 |
| 120 |
1078-0 |
922-0 |
156-0 |
16.2% |
12-3 |
1.3% |
28% |
False |
False |
45,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
990-2 |
|
2.618 |
982-1 |
|
1.618 |
977-1 |
|
1.000 |
974-0 |
|
0.618 |
972-1 |
|
HIGH |
969-0 |
|
0.618 |
967-1 |
|
0.500 |
966-4 |
|
0.382 |
965-7 |
|
LOW |
964-0 |
|
0.618 |
960-7 |
|
1.000 |
959-0 |
|
1.618 |
955-7 |
|
2.618 |
950-7 |
|
4.250 |
942-6 |
|
|
| Fisher Pivots for day following 22-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
966-4 |
964-7 |
| PP |
966-1 |
964-1 |
| S1 |
965-7 |
963-4 |
|