CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 07-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2010 |
07-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
970-0 |
972-0 |
2-0 |
0.2% |
958-0 |
| High |
974-4 |
995-0 |
20-4 |
2.1% |
972-0 |
| Low |
964-2 |
972-0 |
7-6 |
0.8% |
945-0 |
| Close |
964-2 |
993-0 |
28-6 |
3.0% |
962-6 |
| Range |
10-2 |
23-0 |
12-6 |
124.4% |
27-0 |
| ATR |
12-2 |
13-5 |
1-3 |
10.8% |
0-0 |
| Volume |
5,497 |
2,499 |
-2,998 |
-54.5% |
137,705 |
|
| Daily Pivots for day following 07-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1055-5 |
1047-3 |
1005-5 |
|
| R3 |
1032-5 |
1024-3 |
999-3 |
|
| R2 |
1009-5 |
1009-5 |
997-2 |
|
| R1 |
1001-3 |
1001-3 |
995-1 |
1005-4 |
| PP |
986-5 |
986-5 |
986-5 |
988-6 |
| S1 |
978-3 |
978-3 |
990-7 |
982-4 |
| S2 |
963-5 |
963-5 |
988-6 |
|
| S3 |
940-5 |
955-3 |
986-5 |
|
| S4 |
917-5 |
932-3 |
980-3 |
|
|
| 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 |
995-0 |
945-0 |
50-0 |
5.0% |
16-0 |
1.6% |
96% |
True |
False |
12,793 |
| 10 |
995-0 |
945-0 |
50-0 |
5.0% |
11-5 |
1.2% |
96% |
True |
False |
26,423 |
| 20 |
995-0 |
931-0 |
64-0 |
6.4% |
11-4 |
1.2% |
97% |
True |
False |
46,735 |
| 40 |
995-0 |
927-0 |
68-0 |
6.8% |
11-4 |
1.2% |
97% |
True |
False |
55,933 |
| 60 |
1019-0 |
927-0 |
92-0 |
9.3% |
12-1 |
1.2% |
72% |
False |
False |
65,239 |
| 80 |
1019-0 |
927-0 |
92-0 |
9.3% |
12-1 |
1.2% |
72% |
False |
False |
57,883 |
| 100 |
1019-0 |
927-0 |
92-0 |
9.3% |
12-1 |
1.2% |
72% |
False |
False |
51,498 |
| 120 |
1019-0 |
922-0 |
97-0 |
9.8% |
12-2 |
1.2% |
73% |
False |
False |
46,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1092-6 |
|
2.618 |
1055-2 |
|
1.618 |
1032-2 |
|
1.000 |
1018-0 |
|
0.618 |
1009-2 |
|
HIGH |
995-0 |
|
0.618 |
986-2 |
|
0.500 |
983-4 |
|
0.382 |
980-6 |
|
LOW |
972-0 |
|
0.618 |
957-6 |
|
1.000 |
949-0 |
|
1.618 |
934-6 |
|
2.618 |
911-6 |
|
4.250 |
874-2 |
|
|
| Fisher Pivots for day following 07-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
989-7 |
987-1 |
| PP |
986-5 |
981-3 |
| S1 |
983-4 |
975-4 |
|