CME Pit-Traded Soybean Future July 2010
Trading Metrics calculated at close of trading on 03-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2010 |
03-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
934-0 |
938-4 |
4-4 |
0.5% |
945-0 |
High |
936-4 |
958-0 |
21-4 |
2.3% |
953-0 |
Low |
931-0 |
938-0 |
7-0 |
0.8% |
927-4 |
Close |
932-4 |
955-0 |
22-4 |
2.4% |
937-6 |
Range |
5-4 |
20-0 |
14-4 |
263.6% |
25-4 |
ATR |
12-5 |
13-4 |
0-7 |
7.3% |
0-0 |
Volume |
57,228 |
47,760 |
-9,468 |
-16.5% |
301,117 |
|
Daily Pivots for day following 03-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1010-3 |
1002-5 |
966-0 |
|
R3 |
990-3 |
982-5 |
960-4 |
|
R2 |
970-3 |
970-3 |
958-5 |
|
R1 |
962-5 |
962-5 |
956-7 |
966-4 |
PP |
950-3 |
950-3 |
950-3 |
952-2 |
S1 |
942-5 |
942-5 |
953-1 |
946-4 |
S2 |
930-3 |
930-3 |
951-3 |
|
S3 |
910-3 |
922-5 |
949-4 |
|
S4 |
890-3 |
902-5 |
944-0 |
|
|
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 |
958-0 |
931-0 |
27-0 |
2.8% |
11-4 |
1.2% |
89% |
True |
False |
58,038 |
10 |
958-0 |
927-4 |
30-4 |
3.2% |
11-2 |
1.2% |
90% |
True |
False |
63,289 |
20 |
981-4 |
927-4 |
54-0 |
5.7% |
12-3 |
1.3% |
51% |
False |
False |
66,507 |
40 |
1019-0 |
927-4 |
91-4 |
9.6% |
12-2 |
1.3% |
30% |
False |
False |
72,576 |
60 |
1019-0 |
927-4 |
91-4 |
9.6% |
12-5 |
1.3% |
30% |
False |
False |
59,246 |
80 |
1019-0 |
927-4 |
91-4 |
9.6% |
12-3 |
1.3% |
30% |
False |
False |
50,817 |
100 |
1034-4 |
922-0 |
112-4 |
11.8% |
12-4 |
1.3% |
29% |
False |
False |
45,162 |
120 |
1085-0 |
922-0 |
163-0 |
17.1% |
12-5 |
1.3% |
20% |
False |
False |
39,553 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1043-0 |
2.618 |
1010-3 |
1.618 |
990-3 |
1.000 |
978-0 |
0.618 |
970-3 |
HIGH |
958-0 |
0.618 |
950-3 |
0.500 |
948-0 |
0.382 |
945-5 |
LOW |
938-0 |
0.618 |
925-5 |
1.000 |
918-0 |
1.618 |
905-5 |
2.618 |
885-5 |
4.250 |
853-0 |
|
|
Fisher Pivots for day following 03-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
952-5 |
951-4 |
PP |
950-3 |
948-0 |
S1 |
948-0 |
944-4 |
|