CME Pit-Traded Soybean Future July 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 02-Jun-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    01-Jun-2010 | 
                    02-Jun-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        937-0 | 
                        934-0 | 
                        -3-0 | 
                        -0.3% | 
                        945-0 | 
                     
                    
                        | High | 
                        940-0 | 
                        936-4 | 
                        -3-4 | 
                        -0.4% | 
                        953-0 | 
                     
                    
                        | Low | 
                        931-4 | 
                        931-0 | 
                        -0-4 | 
                        -0.1% | 
                        927-4 | 
                     
                    
                        | Close | 
                        932-0 | 
                        932-4 | 
                        0-4 | 
                        0.1% | 
                        937-6 | 
                     
                    
                        | Range | 
                        8-4 | 
                        5-4 | 
                        -3-0 | 
                        -35.3% | 
                        25-4 | 
                     
                    
                        | ATR | 
                        13-1 | 
                        12-5 | 
                        -0-4 | 
                        -4.2% | 
                        0-0 | 
                     
                    
                        | Volume | 
                        68,360 | 
                        57,228 | 
                        -11,132 | 
                        -16.3% | 
                        301,117 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 02-Jun-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                949-7 | 
                946-5 | 
                935-4 | 
                 | 
             
            
                | R3 | 
                944-3 | 
                941-1 | 
                934-0 | 
                 | 
             
            
                | R2 | 
                938-7 | 
                938-7 | 
                933-4 | 
                 | 
             
            
                | R1 | 
                935-5 | 
                935-5 | 
                933-0 | 
                934-4 | 
             
            
                | PP | 
                933-3 | 
                933-3 | 
                933-3 | 
                932-6 | 
             
            
                | S1 | 
                930-1 | 
                930-1 | 
                932-0 | 
                929-0 | 
             
            
                | S2 | 
                927-7 | 
                927-7 | 
                931-4 | 
                 | 
             
            
                | S3 | 
                922-3 | 
                924-5 | 
                931-0 | 
                 | 
             
            
                | S4 | 
                916-7 | 
                919-1 | 
                929-4 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 28-May-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1015-7 | 
                1002-3 | 
                951-6 | 
                 | 
             
            
                | R3 | 
                990-3 | 
                976-7 | 
                944-6 | 
                 | 
             
            
                | R2 | 
                964-7 | 
                964-7 | 
                942-3 | 
                 | 
             
            
                | R1 | 
                951-3 | 
                951-3 | 
                940-1 | 
                945-3 | 
             
            
                | PP | 
                939-3 | 
                939-3 | 
                939-3 | 
                936-4 | 
             
            
                | S1 | 
                925-7 | 
                925-7 | 
                935-3 | 
                919-7 | 
             
            
                | S2 | 
                913-7 | 
                913-7 | 
                933-1 | 
                 | 
             
            
                | S3 | 
                888-3 | 
                900-3 | 
                930-6 | 
                 | 
             
            
                | S4 | 
                862-7 | 
                874-7 | 
                923-6 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                953-0 | 
                931-0 | 
                22-0 | 
                2.4% | 
                8-7 | 
                1.0% | 
                7% | 
                False | 
                True | 
                60,301 | 
                 
                
                | 10 | 
                953-0 | 
                927-4 | 
                25-4 | 
                2.7% | 
                10-3 | 
                1.1% | 
                20% | 
                False | 
                False | 
                64,500 | 
                 
                
                | 20 | 
                986-0 | 
                927-4 | 
                58-4 | 
                6.3% | 
                11-7 | 
                1.3% | 
                9% | 
                False | 
                False | 
                68,503 | 
                 
                
                | 40 | 
                1019-0 | 
                927-4 | 
                91-4 | 
                9.8% | 
                12-1 | 
                1.3% | 
                5% | 
                False | 
                False | 
                72,259 | 
                 
                
                | 60 | 
                1019-0 | 
                927-4 | 
                91-4 | 
                9.8% | 
                12-4 | 
                1.3% | 
                5% | 
                False | 
                False | 
                58,765 | 
                 
                
                | 80 | 
                1019-0 | 
                927-4 | 
                91-4 | 
                9.8% | 
                12-3 | 
                1.3% | 
                5% | 
                False | 
                False | 
                50,635 | 
                 
                
                | 100 | 
                1034-4 | 
                922-0 | 
                112-4 | 
                12.1% | 
                12-3 | 
                1.3% | 
                9% | 
                False | 
                False | 
                44,846 | 
                 
                
                | 120 | 
                1085-0 | 
                922-0 | 
                163-0 | 
                17.5% | 
                12-4 | 
                1.3% | 
                6% | 
                False | 
                False | 
                39,247 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            959-7 | 
         
        
            | 
2.618             | 
            950-7 | 
         
        
            | 
1.618             | 
            945-3 | 
         
        
            | 
1.000             | 
            942-0 | 
         
        
            | 
0.618             | 
            939-7 | 
         
        
            | 
HIGH             | 
            936-4 | 
         
        
            | 
0.618             | 
            934-3 | 
         
        
            | 
0.500             | 
            933-6 | 
         
        
            | 
0.382             | 
            933-1 | 
         
        
            | 
LOW             | 
            931-0 | 
         
        
            | 
0.618             | 
            927-5 | 
         
        
            | 
1.000             | 
            925-4 | 
         
        
            | 
1.618             | 
            922-1 | 
         
        
            | 
2.618             | 
            916-5 | 
         
        
            | 
4.250             | 
            907-5 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 02-Jun-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                933-6 | 
                                941-0 | 
                             
                            
                                | PP | 
                                933-3 | 
                                938-1 | 
                             
                            
                                | S1 | 
                                932-7 | 
                                935-3 | 
                             
             
         |