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 |
|
|
|
| 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 |
|