CME Pit-Traded Soybean Future September 2010
| Trading Metrics calculated at close of trading on 28-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2010 |
28-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
923-4 |
920-0 |
-3-4 |
-0.4% |
947-0 |
| High |
925-0 |
926-4 |
1-4 |
0.2% |
947-0 |
| Low |
921-0 |
919-4 |
-1-4 |
-0.2% |
920-0 |
| Close |
921-0 |
926-4 |
5-4 |
0.6% |
921-0 |
| Range |
4-0 |
7-0 |
3-0 |
75.0% |
27-0 |
| ATR |
9-1 |
9-0 |
-0-1 |
-1.7% |
0-0 |
| Volume |
4,480 |
2,915 |
-1,565 |
-34.9% |
22,381 |
|
| Daily Pivots for day following 28-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
945-1 |
942-7 |
930-3 |
|
| R3 |
938-1 |
935-7 |
928-3 |
|
| R2 |
931-1 |
931-1 |
927-6 |
|
| R1 |
928-7 |
928-7 |
927-1 |
930-0 |
| PP |
924-1 |
924-1 |
924-1 |
924-6 |
| S1 |
921-7 |
921-7 |
925-7 |
923-0 |
| S2 |
917-1 |
917-1 |
925-2 |
|
| S3 |
910-1 |
914-7 |
924-5 |
|
| S4 |
903-1 |
907-7 |
922-5 |
|
|
| Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1010-3 |
992-5 |
935-7 |
|
| R3 |
983-3 |
965-5 |
928-3 |
|
| R2 |
956-3 |
956-3 |
926-0 |
|
| R1 |
938-5 |
938-5 |
923-4 |
934-0 |
| PP |
929-3 |
929-3 |
929-3 |
927-0 |
| S1 |
911-5 |
911-5 |
918-4 |
907-0 |
| S2 |
902-3 |
902-3 |
916-0 |
|
| S3 |
875-3 |
884-5 |
913-5 |
|
| S4 |
848-3 |
857-5 |
906-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
946-0 |
919-4 |
26-4 |
2.9% |
6-4 |
0.7% |
26% |
False |
True |
4,156 |
| 10 |
947-0 |
919-4 |
27-4 |
3.0% |
6-6 |
0.7% |
25% |
False |
True |
3,891 |
| 20 |
947-0 |
897-0 |
50-0 |
5.4% |
6-6 |
0.7% |
59% |
False |
False |
3,535 |
| 40 |
983-6 |
897-0 |
86-6 |
9.4% |
5-0 |
0.5% |
34% |
False |
False |
2,560 |
| 60 |
996-4 |
897-0 |
99-4 |
10.7% |
4-3 |
0.5% |
30% |
False |
False |
2,399 |
| 80 |
996-4 |
897-0 |
99-4 |
10.7% |
3-7 |
0.4% |
30% |
False |
False |
2,064 |
| 100 |
996-4 |
897-0 |
99-4 |
10.7% |
3-2 |
0.4% |
30% |
False |
False |
1,766 |
| 120 |
1041-0 |
897-0 |
144-0 |
15.5% |
2-7 |
0.3% |
20% |
False |
False |
1,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
956-2 |
|
2.618 |
944-7 |
|
1.618 |
937-7 |
|
1.000 |
933-4 |
|
0.618 |
930-7 |
|
HIGH |
926-4 |
|
0.618 |
923-7 |
|
0.500 |
923-0 |
|
0.382 |
922-1 |
|
LOW |
919-4 |
|
0.618 |
915-1 |
|
1.000 |
912-4 |
|
1.618 |
908-1 |
|
2.618 |
901-1 |
|
4.250 |
889-6 |
|
|
| Fisher Pivots for day following 28-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
925-3 |
926-0 |
| PP |
924-1 |
925-4 |
| S1 |
923-0 |
925-0 |
|