CME Pit-Traded Soybean Future September 2010
| Trading Metrics calculated at close of trading on 04-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2010 |
04-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
914-0 |
913-0 |
-1-0 |
-0.1% |
915-0 |
| High |
923-0 |
913-0 |
-10-0 |
-1.1% |
923-0 |
| Low |
912-4 |
904-0 |
-8-4 |
-0.9% |
904-0 |
| Close |
925-6 |
905-6 |
-20-0 |
-2.2% |
905-6 |
| Range |
10-4 |
9-0 |
-1-4 |
-14.3% |
19-0 |
| ATR |
8-6 |
9-6 |
0-7 |
10.6% |
0-0 |
| Volume |
2,282 |
4,925 |
2,643 |
115.8% |
11,205 |
|
| Daily Pivots for day following 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
934-5 |
929-1 |
910-6 |
|
| R3 |
925-5 |
920-1 |
908-2 |
|
| R2 |
916-5 |
916-5 |
907-3 |
|
| R1 |
911-1 |
911-1 |
906-5 |
909-3 |
| PP |
907-5 |
907-5 |
907-5 |
906-6 |
| S1 |
902-1 |
902-1 |
904-7 |
900-3 |
| S2 |
898-5 |
898-5 |
904-1 |
|
| S3 |
889-5 |
893-1 |
903-2 |
|
| S4 |
880-5 |
884-1 |
900-6 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
967-7 |
955-7 |
916-2 |
|
| R3 |
948-7 |
936-7 |
911-0 |
|
| R2 |
929-7 |
929-7 |
909-2 |
|
| R1 |
917-7 |
917-7 |
907-4 |
914-3 |
| PP |
910-7 |
910-7 |
910-7 |
909-2 |
| S1 |
898-7 |
898-7 |
904-0 |
895-3 |
| S2 |
891-7 |
891-7 |
902-2 |
|
| S3 |
872-7 |
879-7 |
900-4 |
|
| S4 |
853-7 |
860-7 |
895-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
923-0 |
904-0 |
19-0 |
2.1% |
6-5 |
0.7% |
9% |
False |
True |
2,582 |
| 10 |
926-4 |
904-0 |
22-4 |
2.5% |
5-4 |
0.6% |
8% |
False |
True |
2,361 |
| 20 |
946-0 |
903-4 |
42-4 |
4.7% |
4-6 |
0.5% |
5% |
False |
False |
1,900 |
| 40 |
996-4 |
903-4 |
93-0 |
10.3% |
3-5 |
0.4% |
2% |
False |
False |
1,838 |
| 60 |
996-4 |
903-4 |
93-0 |
10.3% |
3-2 |
0.4% |
2% |
False |
False |
1,716 |
| 80 |
996-4 |
903-4 |
93-0 |
10.3% |
2-6 |
0.3% |
2% |
False |
False |
1,453 |
| 100 |
996-4 |
903-4 |
93-0 |
10.3% |
2-3 |
0.3% |
2% |
False |
False |
1,247 |
| 120 |
1049-4 |
903-4 |
146-0 |
16.1% |
2-0 |
0.2% |
2% |
False |
False |
1,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
951-2 |
|
2.618 |
936-4 |
|
1.618 |
927-4 |
|
1.000 |
922-0 |
|
0.618 |
918-4 |
|
HIGH |
913-0 |
|
0.618 |
909-4 |
|
0.500 |
908-4 |
|
0.382 |
907-4 |
|
LOW |
904-0 |
|
0.618 |
898-4 |
|
1.000 |
895-0 |
|
1.618 |
889-4 |
|
2.618 |
880-4 |
|
4.250 |
865-6 |
|
|
| Fisher Pivots for day following 04-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
908-4 |
913-4 |
| PP |
907-5 |
910-7 |
| S1 |
906-5 |
908-3 |
|