CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 30-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2010 |
30-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
949-4 |
971-0 |
21-4 |
2.3% |
969-0 |
| High |
957-4 |
972-0 |
14-4 |
1.5% |
972-0 |
| Low |
947-2 |
945-0 |
-2-2 |
-0.2% |
955-4 |
| Close |
947-2 |
948-4 |
1-2 |
0.1% |
957-0 |
| Range |
10-2 |
27-0 |
16-6 |
163.4% |
16-4 |
| ATR |
11-3 |
12-4 |
1-1 |
9.8% |
0-0 |
| Volume |
48,179 |
36,315 |
-11,864 |
-24.6% |
215,428 |
|
| Daily Pivots for day following 30-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1036-1 |
1019-3 |
963-3 |
|
| R3 |
1009-1 |
992-3 |
955-7 |
|
| R2 |
982-1 |
982-1 |
953-4 |
|
| R1 |
965-3 |
965-3 |
951-0 |
960-2 |
| PP |
955-1 |
955-1 |
955-1 |
952-5 |
| S1 |
938-3 |
938-3 |
946-0 |
933-2 |
| S2 |
928-1 |
928-1 |
943-4 |
|
| S3 |
901-1 |
911-3 |
941-1 |
|
| S4 |
874-1 |
884-3 |
933-5 |
|
|
| 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 |
945-0 |
27-0 |
2.8% |
11-3 |
1.2% |
13% |
True |
True |
39,892 |
| 10 |
972-0 |
945-0 |
27-0 |
2.8% |
10-0 |
1.0% |
13% |
True |
True |
43,445 |
| 20 |
972-0 |
927-0 |
45-0 |
4.7% |
11-6 |
1.2% |
48% |
True |
False |
59,661 |
| 40 |
986-0 |
927-0 |
59-0 |
6.2% |
11-6 |
1.2% |
36% |
False |
False |
64,082 |
| 60 |
1019-0 |
927-0 |
92-0 |
9.7% |
12-0 |
1.3% |
23% |
False |
False |
68,060 |
| 80 |
1019-0 |
927-0 |
92-0 |
9.7% |
12-3 |
1.3% |
23% |
False |
False |
58,989 |
| 100 |
1019-0 |
927-0 |
92-0 |
9.7% |
12-2 |
1.3% |
23% |
False |
False |
52,440 |
| 120 |
1034-4 |
922-0 |
112-4 |
11.9% |
12-2 |
1.3% |
24% |
False |
False |
47,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1086-6 |
|
2.618 |
1042-5 |
|
1.618 |
1015-5 |
|
1.000 |
999-0 |
|
0.618 |
988-5 |
|
HIGH |
972-0 |
|
0.618 |
961-5 |
|
0.500 |
958-4 |
|
0.382 |
955-3 |
|
LOW |
945-0 |
|
0.618 |
928-3 |
|
1.000 |
918-0 |
|
1.618 |
901-3 |
|
2.618 |
874-3 |
|
4.250 |
830-2 |
|
|
| Fisher Pivots for day following 30-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
958-4 |
958-4 |
| PP |
955-1 |
955-1 |
| S1 |
951-7 |
951-7 |
|