CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 07-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2010 |
07-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
949-0 |
936-0 |
-13-0 |
-1.4% |
937-0 |
| High |
951-4 |
939-0 |
-12-4 |
-1.3% |
958-0 |
| Low |
932-0 |
932-0 |
0-0 |
0.0% |
931-0 |
| Close |
935-0 |
935-0 |
0-0 |
0.0% |
935-0 |
| Range |
19-4 |
7-0 |
-12-4 |
-64.1% |
27-0 |
| ATR |
14-2 |
13-6 |
-0-4 |
-3.6% |
0-0 |
| Volume |
87,817 |
78,812 |
-9,005 |
-10.3% |
261,165 |
|
| Daily Pivots for day following 07-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
956-3 |
952-5 |
938-7 |
|
| R3 |
949-3 |
945-5 |
936-7 |
|
| R2 |
942-3 |
942-3 |
936-2 |
|
| R1 |
938-5 |
938-5 |
935-5 |
937-0 |
| PP |
935-3 |
935-3 |
935-3 |
934-4 |
| S1 |
931-5 |
931-5 |
934-3 |
930-0 |
| S2 |
928-3 |
928-3 |
933-6 |
|
| S3 |
921-3 |
924-5 |
933-1 |
|
| S4 |
914-3 |
917-5 |
931-1 |
|
|
| 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 |
931-0 |
27-0 |
2.9% |
12-1 |
1.3% |
15% |
False |
False |
67,995 |
| 10 |
958-0 |
927-4 |
30-4 |
3.3% |
11-1 |
1.2% |
25% |
False |
False |
64,109 |
| 20 |
976-0 |
927-4 |
48-4 |
5.2% |
11-4 |
1.2% |
15% |
False |
False |
65,467 |
| 40 |
1019-0 |
927-4 |
91-4 |
9.8% |
12-3 |
1.3% |
8% |
False |
False |
74,365 |
| 60 |
1019-0 |
927-4 |
91-4 |
9.8% |
12-4 |
1.3% |
8% |
False |
False |
61,032 |
| 80 |
1019-0 |
927-4 |
91-4 |
9.8% |
12-3 |
1.3% |
8% |
False |
False |
52,207 |
| 100 |
1019-0 |
922-0 |
97-0 |
10.4% |
12-4 |
1.3% |
13% |
False |
False |
46,582 |
| 120 |
1085-0 |
922-0 |
163-0 |
17.4% |
12-5 |
1.3% |
8% |
False |
False |
40,737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
968-6 |
|
2.618 |
957-3 |
|
1.618 |
950-3 |
|
1.000 |
946-0 |
|
0.618 |
943-3 |
|
HIGH |
939-0 |
|
0.618 |
936-3 |
|
0.500 |
935-4 |
|
0.382 |
934-5 |
|
LOW |
932-0 |
|
0.618 |
927-5 |
|
1.000 |
925-0 |
|
1.618 |
920-5 |
|
2.618 |
913-5 |
|
4.250 |
902-2 |
|
|
| Fisher Pivots for day following 07-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
935-4 |
945-0 |
| PP |
935-3 |
941-5 |
| S1 |
935-1 |
938-3 |
|