CME Pit-Traded Soybean Future September 2010
| Trading Metrics calculated at close of trading on 10-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2010 |
10-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
909-4 |
903-0 |
-6-4 |
-0.7% |
915-0 |
| High |
909-4 |
903-0 |
-6-4 |
-0.7% |
923-0 |
| Low |
903-0 |
897-0 |
-6-0 |
-0.7% |
904-0 |
| Close |
903-2 |
899-6 |
-3-4 |
-0.4% |
905-6 |
| Range |
6-4 |
6-0 |
-0-4 |
-7.7% |
19-0 |
| ATR |
9-2 |
9-0 |
-0-2 |
-2.3% |
0-0 |
| Volume |
4,430 |
5,702 |
1,272 |
28.7% |
11,205 |
|
| Daily Pivots for day following 10-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
917-7 |
914-7 |
903-0 |
|
| R3 |
911-7 |
908-7 |
901-3 |
|
| R2 |
905-7 |
905-7 |
900-7 |
|
| R1 |
902-7 |
902-7 |
900-2 |
901-3 |
| PP |
899-7 |
899-7 |
899-7 |
899-2 |
| S1 |
896-7 |
896-7 |
899-2 |
895-3 |
| S2 |
893-7 |
893-7 |
898-5 |
|
| S3 |
887-7 |
890-7 |
898-1 |
|
| S4 |
881-7 |
884-7 |
896-4 |
|
|
| 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 |
913-0 |
897-0 |
16-0 |
1.8% |
6-0 |
0.7% |
17% |
False |
True |
4,012 |
| 10 |
926-4 |
897-0 |
29-4 |
3.3% |
5-4 |
0.6% |
9% |
False |
True |
3,003 |
| 20 |
942-0 |
897-0 |
45-0 |
5.0% |
5-5 |
0.6% |
6% |
False |
True |
2,406 |
| 40 |
996-4 |
897-0 |
99-4 |
11.1% |
3-7 |
0.4% |
3% |
False |
True |
1,940 |
| 60 |
996-4 |
897-0 |
99-4 |
11.1% |
3-3 |
0.4% |
3% |
False |
True |
1,914 |
| 80 |
996-4 |
897-0 |
99-4 |
11.1% |
3-0 |
0.3% |
3% |
False |
True |
1,607 |
| 100 |
996-4 |
897-0 |
99-4 |
11.1% |
2-5 |
0.3% |
3% |
False |
True |
1,380 |
| 120 |
1041-0 |
897-0 |
144-0 |
16.0% |
2-1 |
0.2% |
2% |
False |
True |
1,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
928-4 |
|
2.618 |
918-6 |
|
1.618 |
912-6 |
|
1.000 |
909-0 |
|
0.618 |
906-6 |
|
HIGH |
903-0 |
|
0.618 |
900-6 |
|
0.500 |
900-0 |
|
0.382 |
899-2 |
|
LOW |
897-0 |
|
0.618 |
893-2 |
|
1.000 |
891-0 |
|
1.618 |
887-2 |
|
2.618 |
881-2 |
|
4.250 |
871-4 |
|
|
| Fisher Pivots for day following 10-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
900-0 |
903-2 |
| PP |
899-7 |
902-1 |
| S1 |
899-7 |
900-7 |
|