CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 08-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2010 |
08-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
936-0 |
936-0 |
0-0 |
0.0% |
937-0 |
| High |
939-0 |
937-0 |
-2-0 |
-0.2% |
958-0 |
| Low |
932-0 |
927-0 |
-5-0 |
-0.5% |
931-0 |
| Close |
935-0 |
931-0 |
-4-0 |
-0.4% |
935-0 |
| Range |
7-0 |
10-0 |
3-0 |
42.9% |
27-0 |
| ATR |
13-6 |
13-4 |
-0-2 |
-1.9% |
0-0 |
| Volume |
78,812 |
71,789 |
-7,023 |
-8.9% |
261,165 |
|
| Daily Pivots for day following 08-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
961-5 |
956-3 |
936-4 |
|
| R3 |
951-5 |
946-3 |
933-6 |
|
| R2 |
941-5 |
941-5 |
932-7 |
|
| R1 |
936-3 |
936-3 |
931-7 |
934-0 |
| PP |
931-5 |
931-5 |
931-5 |
930-4 |
| S1 |
926-3 |
926-3 |
930-1 |
924-0 |
| S2 |
921-5 |
921-5 |
929-1 |
|
| S3 |
911-5 |
916-3 |
928-2 |
|
| S4 |
901-5 |
906-3 |
925-4 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1022-3 |
1005-5 |
949-7 |
|
| R3 |
995-3 |
978-5 |
942-3 |
|
| R2 |
968-3 |
968-3 |
940-0 |
|
| R1 |
951-5 |
951-5 |
937-4 |
946-4 |
| PP |
941-3 |
941-3 |
941-3 |
938-6 |
| S1 |
924-5 |
924-5 |
932-4 |
919-4 |
| S2 |
914-3 |
914-3 |
930-0 |
|
| S3 |
887-3 |
897-5 |
927-5 |
|
| S4 |
860-3 |
870-5 |
920-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
958-0 |
927-0 |
31-0 |
3.3% |
12-3 |
1.3% |
13% |
False |
True |
68,681 |
| 10 |
958-0 |
927-0 |
31-0 |
3.3% |
10-7 |
1.2% |
13% |
False |
True |
64,867 |
| 20 |
976-0 |
927-0 |
49-0 |
5.3% |
11-4 |
1.2% |
8% |
False |
True |
65,132 |
| 40 |
1019-0 |
927-0 |
92-0 |
9.9% |
12-3 |
1.3% |
4% |
False |
True |
74,490 |
| 60 |
1019-0 |
927-0 |
92-0 |
9.9% |
12-3 |
1.3% |
4% |
False |
True |
61,599 |
| 80 |
1019-0 |
927-0 |
92-0 |
9.9% |
12-3 |
1.3% |
4% |
False |
True |
52,689 |
| 100 |
1019-0 |
922-0 |
97-0 |
10.4% |
12-3 |
1.3% |
9% |
False |
False |
47,006 |
| 120 |
1085-0 |
922-0 |
163-0 |
17.5% |
12-4 |
1.3% |
6% |
False |
False |
41,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
979-4 |
|
2.618 |
963-1 |
|
1.618 |
953-1 |
|
1.000 |
947-0 |
|
0.618 |
943-1 |
|
HIGH |
937-0 |
|
0.618 |
933-1 |
|
0.500 |
932-0 |
|
0.382 |
930-7 |
|
LOW |
927-0 |
|
0.618 |
920-7 |
|
1.000 |
917-0 |
|
1.618 |
910-7 |
|
2.618 |
900-7 |
|
4.250 |
884-4 |
|
|
| Fisher Pivots for day following 08-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
932-0 |
939-2 |
| PP |
931-5 |
936-4 |
| S1 |
931-3 |
933-6 |
|