CME Pit-Traded Soybean Future September 2010
| Trading Metrics calculated at close of trading on 01-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2010 |
01-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
921-4 |
915-0 |
-6-4 |
-0.7% |
926-0 |
| High |
921-4 |
915-0 |
-6-4 |
-0.7% |
926-4 |
| Low |
915-0 |
910-0 |
-5-0 |
-0.5% |
908-0 |
| Close |
914-6 |
908-4 |
-6-2 |
-0.7% |
914-6 |
| Range |
6-4 |
5-0 |
-1-4 |
-23.1% |
18-4 |
| ATR |
9-1 |
8-7 |
-0-2 |
-3.2% |
0-0 |
| Volume |
1,706 |
1,904 |
198 |
11.6% |
8,949 |
|
| Daily Pivots for day following 01-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
926-1 |
922-3 |
911-2 |
|
| R3 |
921-1 |
917-3 |
909-7 |
|
| R2 |
916-1 |
916-1 |
909-3 |
|
| R1 |
912-3 |
912-3 |
909-0 |
911-6 |
| PP |
911-1 |
911-1 |
911-1 |
910-7 |
| S1 |
907-3 |
907-3 |
908-0 |
906-6 |
| S2 |
906-1 |
906-1 |
907-5 |
|
| S3 |
901-1 |
902-3 |
907-1 |
|
| S4 |
896-1 |
897-3 |
905-6 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
971-7 |
961-7 |
924-7 |
|
| R3 |
953-3 |
943-3 |
919-7 |
|
| R2 |
934-7 |
934-7 |
918-1 |
|
| R1 |
924-7 |
924-7 |
916-4 |
920-5 |
| PP |
916-3 |
916-3 |
916-3 |
914-2 |
| S1 |
906-3 |
906-3 |
913-0 |
902-1 |
| S2 |
897-7 |
897-7 |
911-3 |
|
| S3 |
879-3 |
887-7 |
909-5 |
|
| S4 |
860-7 |
869-3 |
904-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
926-4 |
908-0 |
18-4 |
2.0% |
4-7 |
0.5% |
3% |
False |
False |
1,995 |
| 10 |
926-4 |
903-4 |
23-0 |
2.5% |
5-5 |
0.6% |
22% |
False |
False |
1,872 |
| 20 |
970-0 |
903-4 |
66-4 |
7.3% |
3-6 |
0.4% |
8% |
False |
False |
1,673 |
| 40 |
996-4 |
903-4 |
93-0 |
10.2% |
3-1 |
0.3% |
5% |
False |
False |
1,729 |
| 60 |
996-4 |
903-4 |
93-0 |
10.2% |
3-1 |
0.3% |
5% |
False |
False |
1,602 |
| 80 |
996-4 |
903-4 |
93-0 |
10.2% |
2-4 |
0.3% |
5% |
False |
False |
1,361 |
| 100 |
1015-0 |
903-4 |
111-4 |
12.3% |
2-1 |
0.2% |
4% |
False |
False |
1,160 |
| 120 |
1049-4 |
903-4 |
146-0 |
16.1% |
1-7 |
0.2% |
3% |
False |
False |
1,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
936-2 |
|
2.618 |
928-1 |
|
1.618 |
923-1 |
|
1.000 |
920-0 |
|
0.618 |
918-1 |
|
HIGH |
915-0 |
|
0.618 |
913-1 |
|
0.500 |
912-4 |
|
0.382 |
911-7 |
|
LOW |
910-0 |
|
0.618 |
906-7 |
|
1.000 |
905-0 |
|
1.618 |
901-7 |
|
2.618 |
896-7 |
|
4.250 |
888-6 |
|
|
| Fisher Pivots for day following 01-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
912-4 |
918-2 |
| PP |
911-1 |
915-0 |
| S1 |
909-7 |
911-6 |
|