CME Pit-Traded Soybean Future July 2010


Trading Metrics calculated at close of trading on 02-Jun-2010
Day Change Summary
Previous Current
01-Jun-2010 02-Jun-2010 Change Change % Previous Week
Open 937-0 934-0 -3-0 -0.3% 945-0
High 940-0 936-4 -3-4 -0.4% 953-0
Low 931-4 931-0 -0-4 -0.1% 927-4
Close 932-0 932-4 0-4 0.1% 937-6
Range 8-4 5-4 -3-0 -35.3% 25-4
ATR 13-1 12-5 -0-4 -4.2% 0-0
Volume 68,360 57,228 -11,132 -16.3% 301,117
Daily Pivots for day following 02-Jun-2010
Classic Woodie Camarilla DeMark
R4 949-7 946-5 935-4
R3 944-3 941-1 934-0
R2 938-7 938-7 933-4
R1 935-5 935-5 933-0 934-4
PP 933-3 933-3 933-3 932-6
S1 930-1 930-1 932-0 929-0
S2 927-7 927-7 931-4
S3 922-3 924-5 931-0
S4 916-7 919-1 929-4
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
5 953-0 931-0 22-0 2.4% 8-7 1.0% 7% False True 60,301
10 953-0 927-4 25-4 2.7% 10-3 1.1% 20% False False 64,500
20 986-0 927-4 58-4 6.3% 11-7 1.3% 9% False False 68,503
40 1019-0 927-4 91-4 9.8% 12-1 1.3% 5% False False 72,259
60 1019-0 927-4 91-4 9.8% 12-4 1.3% 5% False False 58,765
80 1019-0 927-4 91-4 9.8% 12-3 1.3% 5% False False 50,635
100 1034-4 922-0 112-4 12.1% 12-3 1.3% 9% False False 44,846
120 1085-0 922-0 163-0 17.5% 12-4 1.3% 6% False False 39,247
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-4
Narrowest range in 109 trading days
Fibonacci Retracements and Extensions
4.250 959-7
2.618 950-7
1.618 945-3
1.000 942-0
0.618 939-7
HIGH 936-4
0.618 934-3
0.500 933-6
0.382 933-1
LOW 931-0
0.618 927-5
1.000 925-4
1.618 922-1
2.618 916-5
4.250 907-5
Fisher Pivots for day following 02-Jun-2010
Pivot 1 day 3 day
R1 933-6 941-0
PP 933-3 938-1
S1 932-7 935-3

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

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