CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 09-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2010 |
09-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1001-0 |
1020-0 |
19-0 |
1.9% |
970-0 |
| High |
1023-0 |
1029-0 |
6-0 |
0.6% |
1029-0 |
| Low |
1001-0 |
1015-0 |
14-0 |
1.4% |
964-2 |
| Close |
1012-4 |
1025-4 |
13-0 |
1.3% |
1025-4 |
| Range |
22-0 |
14-0 |
-8-0 |
-36.4% |
64-6 |
| ATR |
14-6 |
14-7 |
0-1 |
0.8% |
0-0 |
| Volume |
4,037 |
2,660 |
-1,377 |
-34.1% |
14,693 |
|
| Daily Pivots for day following 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1065-1 |
1059-3 |
1033-2 |
|
| R3 |
1051-1 |
1045-3 |
1029-3 |
|
| R2 |
1037-1 |
1037-1 |
1028-1 |
|
| R1 |
1031-3 |
1031-3 |
1026-6 |
1034-2 |
| PP |
1023-1 |
1023-1 |
1023-1 |
1024-5 |
| S1 |
1017-3 |
1017-3 |
1024-2 |
1020-2 |
| S2 |
1009-1 |
1009-1 |
1022-7 |
|
| S3 |
995-1 |
1003-3 |
1021-5 |
|
| S4 |
981-1 |
989-3 |
1017-6 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1200-4 |
1177-6 |
1061-1 |
|
| R3 |
1135-6 |
1113-0 |
1043-2 |
|
| R2 |
1071-0 |
1071-0 |
1037-3 |
|
| R1 |
1048-2 |
1048-2 |
1031-3 |
1059-5 |
| PP |
1006-2 |
1006-2 |
1006-2 |
1012-0 |
| S1 |
983-4 |
983-4 |
1019-5 |
994-7 |
| S2 |
941-4 |
941-4 |
1013-5 |
|
| S3 |
876-6 |
918-6 |
1007-6 |
|
| S4 |
812-0 |
854-0 |
989-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1029-0 |
956-0 |
73-0 |
7.1% |
16-0 |
1.6% |
95% |
True |
False |
4,339 |
| 10 |
1029-0 |
945-0 |
84-0 |
8.2% |
13-6 |
1.3% |
96% |
True |
False |
18,914 |
| 20 |
1029-0 |
931-0 |
98-0 |
9.6% |
11-5 |
1.1% |
96% |
True |
False |
37,758 |
| 40 |
1029-0 |
927-0 |
102-0 |
9.9% |
11-5 |
1.1% |
97% |
True |
False |
53,145 |
| 60 |
1029-0 |
927-0 |
102-0 |
9.9% |
12-2 |
1.2% |
97% |
True |
False |
61,904 |
| 80 |
1029-0 |
927-0 |
102-0 |
9.9% |
12-3 |
1.2% |
97% |
True |
False |
57,363 |
| 100 |
1029-0 |
927-0 |
102-0 |
9.9% |
12-2 |
1.2% |
97% |
True |
False |
50,995 |
| 120 |
1029-0 |
922-0 |
107-0 |
10.4% |
12-2 |
1.2% |
97% |
True |
False |
46,653 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1088-4 |
|
2.618 |
1065-5 |
|
1.618 |
1051-5 |
|
1.000 |
1043-0 |
|
0.618 |
1037-5 |
|
HIGH |
1029-0 |
|
0.618 |
1023-5 |
|
0.500 |
1022-0 |
|
0.382 |
1020-3 |
|
LOW |
1015-0 |
|
0.618 |
1006-3 |
|
1.000 |
1001-0 |
|
1.618 |
992-3 |
|
2.618 |
978-3 |
|
4.250 |
955-4 |
|
|
| Fisher Pivots for day following 09-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1024-3 |
1017-1 |
| PP |
1023-1 |
1008-7 |
| S1 |
1022-0 |
1000-4 |
|