CME Pit-Traded Soybean Future September 2010
| Trading Metrics calculated at close of trading on 24-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2010 |
24-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
936-0 |
930-4 |
-5-4 |
-0.6% |
921-4 |
| High |
936-0 |
930-4 |
-5-4 |
-0.6% |
940-0 |
| Low |
930-0 |
920-0 |
-10-0 |
-1.1% |
920-0 |
| Close |
930-0 |
920-2 |
-9-6 |
-1.0% |
937-6 |
| Range |
6-0 |
10-4 |
4-4 |
75.0% |
20-0 |
| ATR |
9-3 |
9-4 |
0-1 |
0.8% |
0-0 |
| Volume |
3,681 |
5,521 |
1,840 |
50.0% |
13,621 |
|
| Daily Pivots for day following 24-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
955-1 |
948-1 |
926-0 |
|
| R3 |
944-5 |
937-5 |
923-1 |
|
| R2 |
934-1 |
934-1 |
922-1 |
|
| R1 |
927-1 |
927-1 |
921-2 |
925-3 |
| PP |
923-5 |
923-5 |
923-5 |
922-6 |
| S1 |
916-5 |
916-5 |
919-2 |
914-7 |
| S2 |
913-1 |
913-1 |
918-3 |
|
| S3 |
902-5 |
906-1 |
917-3 |
|
| S4 |
892-1 |
895-5 |
914-4 |
|
|
| Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
992-5 |
985-1 |
948-6 |
|
| R3 |
972-5 |
965-1 |
943-2 |
|
| R2 |
952-5 |
952-5 |
941-3 |
|
| R1 |
945-1 |
945-1 |
939-5 |
948-7 |
| PP |
932-5 |
932-5 |
932-5 |
934-4 |
| S1 |
925-1 |
925-1 |
935-7 |
928-7 |
| S2 |
912-5 |
912-5 |
934-1 |
|
| S3 |
892-5 |
905-1 |
932-2 |
|
| S4 |
872-5 |
885-1 |
926-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
947-0 |
920-0 |
27-0 |
2.9% |
6-7 |
0.7% |
1% |
False |
True |
4,252 |
| 10 |
947-0 |
897-0 |
50-0 |
5.4% |
7-4 |
0.8% |
47% |
False |
False |
4,096 |
| 20 |
947-0 |
897-0 |
50-0 |
5.4% |
6-4 |
0.7% |
47% |
False |
False |
3,368 |
| 40 |
984-2 |
897-0 |
87-2 |
9.5% |
5-1 |
0.6% |
27% |
False |
False |
2,441 |
| 60 |
996-4 |
897-0 |
99-4 |
10.8% |
4-1 |
0.5% |
23% |
False |
False |
2,343 |
| 80 |
996-4 |
897-0 |
99-4 |
10.8% |
3-6 |
0.4% |
23% |
False |
False |
1,981 |
| 100 |
996-4 |
897-0 |
99-4 |
10.8% |
3-1 |
0.3% |
23% |
False |
False |
1,698 |
| 120 |
1041-0 |
897-0 |
144-0 |
15.6% |
2-6 |
0.3% |
16% |
False |
False |
1,468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
975-1 |
|
2.618 |
958-0 |
|
1.618 |
947-4 |
|
1.000 |
941-0 |
|
0.618 |
937-0 |
|
HIGH |
930-4 |
|
0.618 |
926-4 |
|
0.500 |
925-2 |
|
0.382 |
924-0 |
|
LOW |
920-0 |
|
0.618 |
913-4 |
|
1.000 |
909-4 |
|
1.618 |
903-0 |
|
2.618 |
892-4 |
|
4.250 |
875-3 |
|
|
| Fisher Pivots for day following 24-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
925-2 |
933-0 |
| PP |
923-5 |
928-6 |
| S1 |
921-7 |
924-4 |
|