CME Pit-Traded Soybean Future July 2010


Trading Metrics calculated at close of trading on 03-Jun-2010
Day Change Summary
Previous Current
02-Jun-2010 03-Jun-2010 Change Change % Previous Week
Open 934-0 938-4 4-4 0.5% 945-0
High 936-4 958-0 21-4 2.3% 953-0
Low 931-0 938-0 7-0 0.8% 927-4
Close 932-4 955-0 22-4 2.4% 937-6
Range 5-4 20-0 14-4 263.6% 25-4
ATR 12-5 13-4 0-7 7.3% 0-0
Volume 57,228 47,760 -9,468 -16.5% 301,117
Daily Pivots for day following 03-Jun-2010
Classic Woodie Camarilla DeMark
R4 1010-3 1002-5 966-0
R3 990-3 982-5 960-4
R2 970-3 970-3 958-5
R1 962-5 962-5 956-7 966-4
PP 950-3 950-3 950-3 952-2
S1 942-5 942-5 953-1 946-4
S2 930-3 930-3 951-3
S3 910-3 922-5 949-4
S4 890-3 902-5 944-0
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
5 958-0 931-0 27-0 2.8% 11-4 1.2% 89% True False 58,038
10 958-0 927-4 30-4 3.2% 11-2 1.2% 90% True False 63,289
20 981-4 927-4 54-0 5.7% 12-3 1.3% 51% False False 66,507
40 1019-0 927-4 91-4 9.6% 12-2 1.3% 30% False False 72,576
60 1019-0 927-4 91-4 9.6% 12-5 1.3% 30% False False 59,246
80 1019-0 927-4 91-4 9.6% 12-3 1.3% 30% False False 50,817
100 1034-4 922-0 112-4 11.8% 12-4 1.3% 29% False False 45,162
120 1085-0 922-0 163-0 17.1% 12-5 1.3% 20% False False 39,553
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-2
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 1043-0
2.618 1010-3
1.618 990-3
1.000 978-0
0.618 970-3
HIGH 958-0
0.618 950-3
0.500 948-0
0.382 945-5
LOW 938-0
0.618 925-5
1.000 918-0
1.618 905-5
2.618 885-5
4.250 853-0
Fisher Pivots for day following 03-Jun-2010
Pivot 1 day 3 day
R1 952-5 951-4
PP 950-3 948-0
S1 948-0 944-4

These figures are updated between 7pm and 10pm EST after a trading day.

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