CME Pit-Traded Soybean Future September 2010
| Trading Metrics calculated at close of trading on 01-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2010 |
01-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
932-0 |
912-0 |
-20-0 |
-2.1% |
947-0 |
| High |
934-0 |
915-4 |
-18-4 |
-2.0% |
947-0 |
| Low |
908-0 |
905-0 |
-3-0 |
-0.3% |
920-0 |
| Close |
912-0 |
915-4 |
3-4 |
0.4% |
921-0 |
| Range |
26-0 |
10-4 |
-15-4 |
-59.6% |
27-0 |
| ATR |
10-4 |
10-4 |
0-0 |
0.0% |
0-0 |
| Volume |
4,503 |
6,153 |
1,650 |
36.6% |
22,381 |
|
| Daily Pivots for day following 01-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
943-4 |
940-0 |
921-2 |
|
| R3 |
933-0 |
929-4 |
918-3 |
|
| R2 |
922-4 |
922-4 |
917-3 |
|
| R1 |
919-0 |
919-0 |
916-4 |
920-6 |
| PP |
912-0 |
912-0 |
912-0 |
912-7 |
| S1 |
908-4 |
908-4 |
914-4 |
910-2 |
| S2 |
901-4 |
901-4 |
913-5 |
|
| S3 |
891-0 |
898-0 |
912-5 |
|
| S4 |
880-4 |
887-4 |
909-6 |
|
|
| 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 |
905-0 |
29-0 |
3.2% |
12-2 |
1.3% |
36% |
False |
True |
4,718 |
| 10 |
947-0 |
905-0 |
42-0 |
4.6% |
9-4 |
1.0% |
25% |
False |
True |
4,485 |
| 20 |
947-0 |
897-0 |
50-0 |
5.5% |
8-4 |
0.9% |
37% |
False |
False |
4,060 |
| 40 |
965-0 |
897-0 |
68-0 |
7.4% |
6-2 |
0.7% |
27% |
False |
False |
2,888 |
| 60 |
996-4 |
897-0 |
99-4 |
10.9% |
5-0 |
0.5% |
19% |
False |
False |
2,501 |
| 80 |
996-4 |
897-0 |
99-4 |
10.9% |
4-4 |
0.5% |
19% |
False |
False |
2,236 |
| 100 |
996-4 |
897-0 |
99-4 |
10.9% |
3-6 |
0.4% |
19% |
False |
False |
1,917 |
| 120 |
1012-4 |
897-0 |
115-4 |
12.6% |
3-2 |
0.4% |
16% |
False |
False |
1,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
960-1 |
|
2.618 |
943-0 |
|
1.618 |
932-4 |
|
1.000 |
926-0 |
|
0.618 |
922-0 |
|
HIGH |
915-4 |
|
0.618 |
911-4 |
|
0.500 |
910-2 |
|
0.382 |
909-0 |
|
LOW |
905-0 |
|
0.618 |
898-4 |
|
1.000 |
894-4 |
|
1.618 |
888-0 |
|
2.618 |
877-4 |
|
4.250 |
860-3 |
|
|
| Fisher Pivots for day following 01-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
913-6 |
919-4 |
| PP |
912-0 |
918-1 |
| S1 |
910-2 |
916-7 |
|