CME Pit-Traded Soybean Future July 2010


Trading Metrics calculated at close of trading on 09-Jun-2010
Day Change Summary
Previous Current
08-Jun-2010 09-Jun-2010 Change Change % Previous Week
Open 936-0 938-0 2-0 0.2% 937-0
High 937-0 951-0 14-0 1.5% 958-0
Low 927-0 937-2 10-2 1.1% 931-0
Close 931-0 943-4 12-4 1.3% 935-0
Range 10-0 13-6 3-6 37.5% 27-0
ATR 13-4 13-7 0-4 3.5% 0-0
Volume 71,789 77,801 6,012 8.4% 261,165
Daily Pivots for day following 09-Jun-2010
Classic Woodie Camarilla DeMark
R4 985-1 978-1 951-0
R3 971-3 964-3 947-2
R2 957-5 957-5 946-0
R1 950-5 950-5 944-6 954-1
PP 943-7 943-7 943-7 945-6
S1 936-7 936-7 942-2 940-3
S2 930-1 930-1 941-0
S3 916-3 923-1 939-6
S4 902-5 909-3 936-0
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% 14-0 1.5% 53% False False 72,795
10 958-0 927-0 31-0 3.3% 11-4 1.2% 53% False False 66,548
20 976-0 927-0 49-0 5.2% 11-4 1.2% 34% False False 66,334
40 1019-0 927-0 92-0 9.8% 12-3 1.3% 18% False False 73,962
60 1019-0 927-0 92-0 9.8% 12-4 1.3% 18% False False 62,441
80 1019-0 927-0 92-0 9.8% 12-2 1.3% 18% False False 53,262
100 1019-0 922-0 97-0 10.3% 12-3 1.3% 22% False False 47,575
120 1085-0 922-0 163-0 17.3% 12-4 1.3% 13% False False 41,751
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-0
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1009-4
2.618 987-0
1.618 973-2
1.000 964-6
0.618 959-4
HIGH 951-0
0.618 945-6
0.500 944-1
0.382 942-4
LOW 937-2
0.618 928-6
1.000 923-4
1.618 915-0
2.618 901-2
4.250 878-6
Fisher Pivots for day following 09-Jun-2010
Pivot 1 day 3 day
R1 944-1 942-0
PP 943-7 940-4
S1 943-6 939-0

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

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