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 |
|