CME Pit-Traded Soybean Future September 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 910-0 914-0 4-0 0.4% 926-0
High 910-0 923-0 13-0 1.4% 926-4
Low 908-0 912-4 4-4 0.5% 908-0
Close 909-0 925-6 16-6 1.8% 914-6
Range 2-0 10-4 8-4 425.0% 18-4
ATR 8-3 8-6 0-3 4.8% 0-0
Volume 2,094 2,282 188 9.0% 8,949
Daily Pivots for day following 03-Jun-2010
Classic Woodie Camarilla DeMark
R4 951-7 949-3 931-4
R3 941-3 938-7 928-5
R2 930-7 930-7 927-5
R1 928-3 928-3 926-6 929-5
PP 920-3 920-3 920-3 921-0
S1 917-7 917-7 924-6 919-1
S2 909-7 909-7 923-7
S3 899-3 907-3 922-7
S4 888-7 896-7 920-0
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% 5-0 0.5% 96% False False 1,995
10 926-4 903-4 23-0 2.5% 5-3 0.6% 97% False False 2,057
20 946-0 903-4 42-4 4.6% 4-3 0.5% 52% False False 1,716
40 996-4 903-4 93-0 10.0% 3-3 0.4% 24% False False 1,751
60 996-4 903-4 93-0 10.0% 3-3 0.4% 24% False False 1,664
80 996-4 903-4 93-0 10.0% 2-6 0.3% 24% False False 1,406
100 1003-4 903-4 100-0 10.8% 2-2 0.2% 22% False False 1,199
120 1049-4 903-4 146-0 15.8% 2-0 0.2% 15% False False 1,034
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 True
Bear Hook False
Bull Hook False
Stretch 0-2
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 967-5
2.618 950-4
1.618 940-0
1.000 933-4
0.618 929-4
HIGH 923-0
0.618 919-0
0.500 917-6
0.382 916-4
LOW 912-4
0.618 906-0
1.000 902-0
1.618 895-4
2.618 885-0
4.250 867-7
Fisher Pivots for day following 03-Jun-2010
Pivot 1 day 3 day
R1 923-1 922-3
PP 920-3 918-7
S1 917-6 915-4

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

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