CME Pit-Traded Soybean Future September 2010
| Trading Metrics calculated at close of trading on 11-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2010 |
11-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
903-0 |
898-4 |
-4-4 |
-0.5% |
904-0 |
| High |
903-0 |
910-6 |
7-6 |
0.9% |
910-6 |
| Low |
897-0 |
898-4 |
1-4 |
0.2% |
897-0 |
| Close |
899-6 |
910-6 |
11-0 |
1.2% |
910-6 |
| Range |
6-0 |
12-2 |
6-2 |
104.2% |
13-6 |
| ATR |
9-0 |
9-2 |
0-2 |
2.6% |
0-0 |
| Volume |
5,702 |
3,743 |
-1,959 |
-34.4% |
18,880 |
|
| Daily Pivots for day following 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
943-3 |
939-3 |
917-4 |
|
| R3 |
931-1 |
927-1 |
914-1 |
|
| R2 |
918-7 |
918-7 |
913-0 |
|
| R1 |
914-7 |
914-7 |
911-7 |
916-7 |
| PP |
906-5 |
906-5 |
906-5 |
907-6 |
| S1 |
902-5 |
902-5 |
909-5 |
904-5 |
| S2 |
894-3 |
894-3 |
908-4 |
|
| S3 |
882-1 |
890-3 |
907-3 |
|
| S4 |
869-7 |
878-1 |
904-0 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
947-3 |
942-7 |
918-2 |
|
| R3 |
933-5 |
929-1 |
914-4 |
|
| R2 |
919-7 |
919-7 |
913-2 |
|
| R1 |
915-3 |
915-3 |
912-0 |
917-5 |
| PP |
906-1 |
906-1 |
906-1 |
907-2 |
| S1 |
901-5 |
901-5 |
909-4 |
903-7 |
| S2 |
892-3 |
892-3 |
908-2 |
|
| S3 |
878-5 |
887-7 |
907-0 |
|
| S4 |
864-7 |
874-1 |
903-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
910-6 |
897-0 |
13-6 |
1.5% |
6-5 |
0.7% |
100% |
True |
False |
3,776 |
| 10 |
923-0 |
897-0 |
26-0 |
2.9% |
6-5 |
0.7% |
53% |
False |
False |
3,179 |
| 20 |
935-0 |
897-0 |
38-0 |
4.2% |
6-2 |
0.7% |
36% |
False |
False |
2,471 |
| 40 |
996-4 |
897-0 |
99-4 |
10.9% |
4-0 |
0.4% |
14% |
False |
False |
1,980 |
| 60 |
996-4 |
897-0 |
99-4 |
10.9% |
3-5 |
0.4% |
14% |
False |
False |
1,971 |
| 80 |
996-4 |
897-0 |
99-4 |
10.9% |
3-1 |
0.3% |
14% |
False |
False |
1,636 |
| 100 |
996-4 |
897-0 |
99-4 |
10.9% |
2-6 |
0.3% |
14% |
False |
False |
1,413 |
| 120 |
1041-0 |
897-0 |
144-0 |
15.8% |
2-2 |
0.2% |
10% |
False |
False |
1,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
962-6 |
|
2.618 |
942-7 |
|
1.618 |
930-5 |
|
1.000 |
923-0 |
|
0.618 |
918-3 |
|
HIGH |
910-6 |
|
0.618 |
906-1 |
|
0.500 |
904-5 |
|
0.382 |
903-1 |
|
LOW |
898-4 |
|
0.618 |
890-7 |
|
1.000 |
886-2 |
|
1.618 |
878-5 |
|
2.618 |
866-3 |
|
4.250 |
846-4 |
|
|
| Fisher Pivots for day following 11-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
908-6 |
908-4 |
| PP |
906-5 |
906-1 |
| S1 |
904-5 |
903-7 |
|