CME Pit-Traded Soybean Future July 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 01-Jul-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    30-Jun-2010 | 
                    01-Jul-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        971-0 | 
                        951-0 | 
                        -20-0 | 
                        -2.1% | 
                        969-0 | 
                     
                    
                        | High | 
                        972-0 | 
                        953-4 | 
                        -18-4 | 
                        -1.9% | 
                        972-0 | 
                     
                    
                        | Low | 
                        945-0 | 
                        945-0 | 
                        0-0 | 
                        0.0% | 
                        955-4 | 
                     
                    
                        | Close | 
                        948-4 | 
                        953-4 | 
                        5-0 | 
                        0.5% | 
                        957-0 | 
                     
                    
                        | Range | 
                        27-0 | 
                        8-4 | 
                        -18-4 | 
                        -68.5% | 
                        16-4 | 
                     
                    
                        | ATR | 
                        12-4 | 
                        12-2 | 
                        -0-2 | 
                        -2.3% | 
                        0-0 | 
                     
                    
                        | Volume | 
                        36,315 | 
                        12,654 | 
                        -23,661 | 
                        -65.2% | 
                        215,428 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 01-Jul-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                976-1 | 
                973-3 | 
                958-1 | 
                 | 
             
            
                | R3 | 
                967-5 | 
                964-7 | 
                955-7 | 
                 | 
             
            
                | R2 | 
                959-1 | 
                959-1 | 
                955-0 | 
                 | 
             
            
                | R1 | 
                956-3 | 
                956-3 | 
                954-2 | 
                957-6 | 
             
            
                | PP | 
                950-5 | 
                950-5 | 
                950-5 | 
                951-3 | 
             
            
                | S1 | 
                947-7 | 
                947-7 | 
                952-6 | 
                949-2 | 
             
            
                | S2 | 
                942-1 | 
                942-1 | 
                952-0 | 
                 | 
             
            
                | S3 | 
                933-5 | 
                939-3 | 
                951-1 | 
                 | 
             
            
                | S4 | 
                925-1 | 
                930-7 | 
                948-7 | 
                 | 
             
     
 | 
    
        
            | 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% | 
                31% | 
                False | 
                True | 
                33,490 | 
                 
                
                | 10 | 
                972-0 | 
                945-0 | 
                27-0 | 
                2.8% | 
                9-5 | 
                1.0% | 
                31% | 
                False | 
                True | 
                40,003 | 
                 
                
                | 20 | 
                972-0 | 
                927-0 | 
                45-0 | 
                4.7% | 
                11-1 | 
                1.2% | 
                59% | 
                False | 
                False | 
                57,906 | 
                 
                
                | 40 | 
                981-4 | 
                927-0 | 
                54-4 | 
                5.7% | 
                11-6 | 
                1.2% | 
                49% | 
                False | 
                False | 
                62,207 | 
                 
                
                | 60 | 
                1019-0 | 
                927-0 | 
                92-0 | 
                9.6% | 
                11-7 | 
                1.2% | 
                29% | 
                False | 
                False | 
                67,686 | 
                 
                
                | 80 | 
                1019-0 | 
                927-0 | 
                92-0 | 
                9.6% | 
                12-2 | 
                1.3% | 
                29% | 
                False | 
                False | 
                58,911 | 
                 
                
                | 100 | 
                1019-0 | 
                927-0 | 
                92-0 | 
                9.6% | 
                12-1 | 
                1.3% | 
                29% | 
                False | 
                False | 
                52,234 | 
                 
                
                | 120 | 
                1034-4 | 
                922-0 | 
                112-4 | 
                11.8% | 
                12-2 | 
                1.3% | 
                28% | 
                False | 
                False | 
                47,286 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            989-5 | 
         
        
            | 
2.618             | 
            975-6 | 
         
        
            | 
1.618             | 
            967-2 | 
         
        
            | 
1.000             | 
            962-0 | 
         
        
            | 
0.618             | 
            958-6 | 
         
        
            | 
HIGH             | 
            953-4 | 
         
        
            | 
0.618             | 
            950-2 | 
         
        
            | 
0.500             | 
            949-2 | 
         
        
            | 
0.382             | 
            948-2 | 
         
        
            | 
LOW             | 
            945-0 | 
         
        
            | 
0.618             | 
            939-6 | 
         
        
            | 
1.000             | 
            936-4 | 
         
        
            | 
1.618             | 
            931-2 | 
         
        
            | 
2.618             | 
            922-6 | 
         
        
            | 
4.250             | 
            908-7 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 01-Jul-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                952-1 | 
                                958-4 | 
                             
                            
                                | PP | 
                                950-5 | 
                                956-7 | 
                             
                            
                                | S1 | 
                                949-2 | 
                                955-1 | 
                             
             
         |