CME Pit-Traded Soybean Future September 2010
| Trading Metrics calculated at close of trading on 30-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2010 |
30-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
915-0 |
932-0 |
17-0 |
1.9% |
947-0 |
| High |
927-4 |
934-0 |
6-4 |
0.7% |
947-0 |
| Low |
914-0 |
908-0 |
-6-0 |
-0.7% |
920-0 |
| Close |
919-0 |
912-0 |
-7-0 |
-0.8% |
921-0 |
| Range |
13-4 |
26-0 |
12-4 |
92.6% |
27-0 |
| ATR |
9-3 |
10-4 |
1-2 |
12.8% |
0-0 |
| Volume |
5,540 |
4,503 |
-1,037 |
-18.7% |
22,381 |
|
| Daily Pivots for day following 30-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
996-0 |
980-0 |
926-2 |
|
| R3 |
970-0 |
954-0 |
919-1 |
|
| R2 |
944-0 |
944-0 |
916-6 |
|
| R1 |
928-0 |
928-0 |
914-3 |
923-0 |
| PP |
918-0 |
918-0 |
918-0 |
915-4 |
| S1 |
902-0 |
902-0 |
909-5 |
897-0 |
| S2 |
892-0 |
892-0 |
907-2 |
|
| S3 |
866-0 |
876-0 |
904-7 |
|
| S4 |
840-0 |
850-0 |
897-6 |
|
|
| 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 |
934-0 |
908-0 |
26-0 |
2.9% |
12-2 |
1.3% |
15% |
True |
True |
4,591 |
| 10 |
947-0 |
908-0 |
39-0 |
4.3% |
9-0 |
1.0% |
10% |
False |
True |
4,137 |
| 20 |
947-0 |
897-0 |
50-0 |
5.5% |
8-1 |
0.9% |
30% |
False |
False |
3,857 |
| 40 |
970-0 |
897-0 |
73-0 |
8.0% |
6-0 |
0.7% |
21% |
False |
False |
2,765 |
| 60 |
996-4 |
897-0 |
99-4 |
10.9% |
4-6 |
0.5% |
15% |
False |
False |
2,438 |
| 80 |
996-4 |
897-0 |
99-4 |
10.9% |
4-3 |
0.5% |
15% |
False |
False |
2,166 |
| 100 |
996-4 |
897-0 |
99-4 |
10.9% |
3-5 |
0.4% |
15% |
False |
False |
1,860 |
| 120 |
1015-0 |
897-0 |
118-0 |
12.9% |
3-1 |
0.3% |
13% |
False |
False |
1,609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1044-4 |
|
2.618 |
1002-1 |
|
1.618 |
976-1 |
|
1.000 |
960-0 |
|
0.618 |
950-1 |
|
HIGH |
934-0 |
|
0.618 |
924-1 |
|
0.500 |
921-0 |
|
0.382 |
917-7 |
|
LOW |
908-0 |
|
0.618 |
891-7 |
|
1.000 |
882-0 |
|
1.618 |
865-7 |
|
2.618 |
839-7 |
|
4.250 |
797-4 |
|
|
| Fisher Pivots for day following 30-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
921-0 |
921-0 |
| PP |
918-0 |
918-0 |
| S1 |
915-0 |
915-0 |
|