CME Pit-Traded Soybean Future July 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 |
947-4 |
937-0 |
-10-4 |
-1.1% |
945-0 |
High |
951-0 |
940-0 |
-11-0 |
-1.2% |
953-0 |
Low |
937-0 |
931-4 |
-5-4 |
-0.6% |
927-4 |
Close |
937-6 |
932-0 |
-5-6 |
-0.6% |
937-6 |
Range |
14-0 |
8-4 |
-5-4 |
-39.3% |
25-4 |
ATR |
13-4 |
13-1 |
-0-3 |
-2.7% |
0-0 |
Volume |
65,148 |
68,360 |
3,212 |
4.9% |
301,117 |
|
Daily Pivots for day following 01-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
960-0 |
954-4 |
936-5 |
|
R3 |
951-4 |
946-0 |
934-3 |
|
R2 |
943-0 |
943-0 |
933-4 |
|
R1 |
937-4 |
937-4 |
932-6 |
936-0 |
PP |
934-4 |
934-4 |
934-4 |
933-6 |
S1 |
929-0 |
929-0 |
931-2 |
927-4 |
S2 |
926-0 |
926-0 |
930-4 |
|
S3 |
917-4 |
920-4 |
929-5 |
|
S4 |
909-0 |
912-0 |
927-3 |
|
|
Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1015-7 |
1002-3 |
951-6 |
|
R3 |
990-3 |
976-7 |
944-6 |
|
R2 |
964-7 |
964-7 |
942-3 |
|
R1 |
951-3 |
951-3 |
940-1 |
945-3 |
PP |
939-3 |
939-3 |
939-3 |
936-4 |
S1 |
925-7 |
925-7 |
935-3 |
919-7 |
S2 |
913-7 |
913-7 |
933-1 |
|
S3 |
888-3 |
900-3 |
930-6 |
|
S4 |
862-7 |
874-7 |
923-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
953-0 |
927-4 |
25-4 |
2.7% |
9-4 |
1.0% |
18% |
False |
False |
61,053 |
10 |
953-0 |
927-4 |
25-4 |
2.7% |
10-7 |
1.2% |
18% |
False |
False |
64,992 |
20 |
990-0 |
927-4 |
62-4 |
6.7% |
12-3 |
1.3% |
7% |
False |
False |
69,280 |
40 |
1019-0 |
927-4 |
91-4 |
9.8% |
12-2 |
1.3% |
5% |
False |
False |
71,543 |
60 |
1019-0 |
927-4 |
91-4 |
9.8% |
12-5 |
1.3% |
5% |
False |
False |
58,236 |
80 |
1019-0 |
927-4 |
91-4 |
9.8% |
12-3 |
1.3% |
5% |
False |
False |
50,314 |
100 |
1053-0 |
922-0 |
131-0 |
14.1% |
12-4 |
1.3% |
8% |
False |
False |
44,393 |
120 |
1085-0 |
922-0 |
163-0 |
17.5% |
12-4 |
1.3% |
6% |
False |
False |
38,891 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
976-1 |
2.618 |
962-2 |
1.618 |
953-6 |
1.000 |
948-4 |
0.618 |
945-2 |
HIGH |
940-0 |
0.618 |
936-6 |
0.500 |
935-6 |
0.382 |
934-6 |
LOW |
931-4 |
0.618 |
926-2 |
1.000 |
923-0 |
1.618 |
917-6 |
2.618 |
909-2 |
4.250 |
895-3 |
|
|
Fisher Pivots for day following 01-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
935-6 |
942-2 |
PP |
934-4 |
938-7 |
S1 |
933-2 |
935-3 |
|