CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 25-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2010 |
25-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
964-0 |
958-0 |
-6-0 |
-0.6% |
969-0 |
| High |
964-0 |
960-0 |
-4-0 |
-0.4% |
972-0 |
| Low |
955-4 |
956-0 |
0-4 |
0.1% |
955-4 |
| Close |
955-4 |
957-0 |
1-4 |
0.2% |
957-0 |
| Range |
8-4 |
4-0 |
-4-4 |
-52.9% |
16-4 |
| ATR |
12-3 |
11-6 |
-0-4 |
-4.5% |
0-0 |
| Volume |
44,664 |
36,751 |
-7,913 |
-17.7% |
215,428 |
|
| Daily Pivots for day following 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
969-5 |
967-3 |
959-2 |
|
| R3 |
965-5 |
963-3 |
958-1 |
|
| R2 |
961-5 |
961-5 |
957-6 |
|
| R1 |
959-3 |
959-3 |
957-3 |
958-4 |
| PP |
957-5 |
957-5 |
957-5 |
957-2 |
| S1 |
955-3 |
955-3 |
956-5 |
954-4 |
| S2 |
953-5 |
953-5 |
956-2 |
|
| S3 |
949-5 |
951-3 |
955-7 |
|
| S4 |
945-5 |
947-3 |
954-6 |
|
|
| Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1011-0 |
1000-4 |
966-1 |
|
| R3 |
994-4 |
984-0 |
961-4 |
|
| R2 |
978-0 |
978-0 |
960-0 |
|
| R1 |
967-4 |
967-4 |
958-4 |
964-4 |
| PP |
961-4 |
961-4 |
961-4 |
960-0 |
| S1 |
951-0 |
951-0 |
955-4 |
948-0 |
| S2 |
945-0 |
945-0 |
954-0 |
|
| S3 |
928-4 |
934-4 |
952-4 |
|
| S4 |
912-0 |
918-0 |
947-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
972-0 |
955-4 |
16-4 |
1.7% |
7-4 |
0.8% |
9% |
False |
False |
43,085 |
| 10 |
972-0 |
948-4 |
23-4 |
2.5% |
8-3 |
0.9% |
36% |
False |
False |
50,941 |
| 20 |
972-0 |
927-0 |
45-0 |
4.7% |
10-7 |
1.1% |
67% |
False |
False |
63,296 |
| 40 |
1002-0 |
927-0 |
75-0 |
7.8% |
11-5 |
1.2% |
40% |
False |
False |
66,710 |
| 60 |
1019-0 |
927-0 |
92-0 |
9.6% |
11-7 |
1.2% |
33% |
False |
False |
67,990 |
| 80 |
1019-0 |
927-0 |
92-0 |
9.6% |
12-1 |
1.3% |
33% |
False |
False |
58,617 |
| 100 |
1019-0 |
922-0 |
97-0 |
10.1% |
12-1 |
1.3% |
36% |
False |
False |
52,073 |
| 120 |
1070-0 |
922-0 |
148-0 |
15.5% |
12-1 |
1.3% |
24% |
False |
False |
46,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
977-0 |
|
2.618 |
970-4 |
|
1.618 |
966-4 |
|
1.000 |
964-0 |
|
0.618 |
962-4 |
|
HIGH |
960-0 |
|
0.618 |
958-4 |
|
0.500 |
958-0 |
|
0.382 |
957-4 |
|
LOW |
956-0 |
|
0.618 |
953-4 |
|
1.000 |
952-0 |
|
1.618 |
949-4 |
|
2.618 |
945-4 |
|
4.250 |
939-0 |
|
|
| Fisher Pivots for day following 25-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
958-0 |
959-6 |
| PP |
957-5 |
958-7 |
| S1 |
957-3 |
957-7 |
|