CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 24-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2010 |
24-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
961-4 |
964-0 |
2-4 |
0.3% |
950-0 |
| High |
963-2 |
964-0 |
0-6 |
0.1% |
963-4 |
| Low |
956-4 |
955-4 |
-1-0 |
-0.1% |
948-4 |
| Close |
958-0 |
955-4 |
-2-4 |
-0.3% |
961-0 |
| Range |
6-6 |
8-4 |
1-6 |
25.9% |
15-0 |
| ATR |
12-5 |
12-3 |
-0-2 |
-2.3% |
0-0 |
| Volume |
37,116 |
44,664 |
7,548 |
20.3% |
293,990 |
|
| Daily Pivots for day following 24-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
983-7 |
978-1 |
960-1 |
|
| R3 |
975-3 |
969-5 |
957-7 |
|
| R2 |
966-7 |
966-7 |
957-0 |
|
| R1 |
961-1 |
961-1 |
956-2 |
959-6 |
| PP |
958-3 |
958-3 |
958-3 |
957-5 |
| S1 |
952-5 |
952-5 |
954-6 |
951-2 |
| S2 |
949-7 |
949-7 |
954-0 |
|
| S3 |
941-3 |
944-1 |
953-1 |
|
| S4 |
932-7 |
935-5 |
950-7 |
|
|
| 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 |
955-0 |
17-0 |
1.8% |
7-7 |
0.8% |
3% |
False |
False |
46,516 |
| 10 |
972-0 |
931-0 |
41-0 |
4.3% |
9-4 |
1.0% |
60% |
False |
False |
56,602 |
| 20 |
972-0 |
927-0 |
45-0 |
4.7% |
11-1 |
1.2% |
63% |
False |
False |
64,043 |
| 40 |
1006-0 |
927-0 |
79-0 |
8.3% |
11-6 |
1.2% |
36% |
False |
False |
68,425 |
| 60 |
1019-0 |
927-0 |
92-0 |
9.6% |
12-1 |
1.3% |
31% |
False |
False |
68,056 |
| 80 |
1019-0 |
927-0 |
92-0 |
9.6% |
12-2 |
1.3% |
31% |
False |
False |
58,391 |
| 100 |
1019-0 |
922-0 |
97-0 |
10.2% |
12-2 |
1.3% |
35% |
False |
False |
51,940 |
| 120 |
1078-0 |
922-0 |
156-0 |
16.3% |
12-2 |
1.3% |
21% |
False |
False |
46,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1000-1 |
|
2.618 |
986-2 |
|
1.618 |
977-6 |
|
1.000 |
972-4 |
|
0.618 |
969-2 |
|
HIGH |
964-0 |
|
0.618 |
960-6 |
|
0.500 |
959-6 |
|
0.382 |
958-6 |
|
LOW |
955-4 |
|
0.618 |
950-2 |
|
1.000 |
947-0 |
|
1.618 |
941-6 |
|
2.618 |
933-2 |
|
4.250 |
919-3 |
|
|
| Fisher Pivots for day following 24-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
959-6 |
962-2 |
| PP |
958-3 |
960-0 |
| S1 |
956-7 |
957-6 |
|