CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 06-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2010 |
06-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
958-0 |
970-0 |
12-0 |
1.3% |
958-0 |
| High |
967-0 |
974-4 |
7-4 |
0.8% |
972-0 |
| Low |
956-0 |
964-2 |
8-2 |
0.9% |
945-0 |
| Close |
962-6 |
964-2 |
1-4 |
0.2% |
962-6 |
| Range |
11-0 |
10-2 |
-0-6 |
-6.8% |
27-0 |
| ATR |
12-2 |
12-2 |
0-0 |
-0.3% |
0-0 |
| Volume |
7,003 |
5,497 |
-1,506 |
-21.5% |
137,705 |
|
| Daily Pivots for day following 06-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
998-3 |
991-5 |
969-7 |
|
| R3 |
988-1 |
981-3 |
967-1 |
|
| R2 |
977-7 |
977-7 |
966-1 |
|
| R1 |
971-1 |
971-1 |
965-2 |
969-3 |
| PP |
967-5 |
967-5 |
967-5 |
966-6 |
| S1 |
960-7 |
960-7 |
963-2 |
959-1 |
| S2 |
957-3 |
957-3 |
962-3 |
|
| S3 |
947-1 |
950-5 |
961-3 |
|
| S4 |
936-7 |
940-3 |
958-5 |
|
|
| Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1040-7 |
1028-7 |
977-5 |
|
| R3 |
1013-7 |
1001-7 |
970-1 |
|
| R2 |
986-7 |
986-7 |
967-6 |
|
| R1 |
974-7 |
974-7 |
965-2 |
980-7 |
| PP |
959-7 |
959-7 |
959-7 |
963-0 |
| S1 |
947-7 |
947-7 |
960-2 |
953-7 |
| S2 |
932-7 |
932-7 |
957-6 |
|
| S3 |
905-7 |
920-7 |
955-3 |
|
| S4 |
878-7 |
893-7 |
947-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
974-4 |
945-0 |
29-4 |
3.1% |
13-3 |
1.4% |
65% |
True |
False |
21,929 |
| 10 |
974-4 |
945-0 |
29-4 |
3.1% |
9-7 |
1.0% |
65% |
True |
False |
31,005 |
| 20 |
974-4 |
927-0 |
47-4 |
4.9% |
10-7 |
1.1% |
78% |
True |
False |
50,200 |
| 40 |
976-0 |
927-0 |
49-0 |
5.1% |
11-1 |
1.2% |
76% |
False |
False |
57,833 |
| 60 |
1019-0 |
927-0 |
92-0 |
9.5% |
11-7 |
1.2% |
40% |
False |
False |
66,310 |
| 80 |
1019-0 |
927-0 |
92-0 |
9.5% |
12-0 |
1.2% |
40% |
False |
False |
58,324 |
| 100 |
1019-0 |
927-0 |
92-0 |
9.5% |
12-0 |
1.2% |
40% |
False |
False |
51,806 |
| 120 |
1019-0 |
922-0 |
97-0 |
10.1% |
12-2 |
1.3% |
44% |
False |
False |
47,185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1018-0 |
|
2.618 |
1001-3 |
|
1.618 |
991-1 |
|
1.000 |
984-6 |
|
0.618 |
980-7 |
|
HIGH |
974-4 |
|
0.618 |
970-5 |
|
0.500 |
969-3 |
|
0.382 |
968-1 |
|
LOW |
964-2 |
|
0.618 |
957-7 |
|
1.000 |
954-0 |
|
1.618 |
947-5 |
|
2.618 |
937-3 |
|
4.250 |
920-6 |
|
|
| Fisher Pivots for day following 06-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
969-3 |
962-6 |
| PP |
967-5 |
961-2 |
| S1 |
966-0 |
959-6 |
|