CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 04-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2010 |
04-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
938-4 |
949-0 |
10-4 |
1.1% |
937-0 |
| High |
958-0 |
951-4 |
-6-4 |
-0.7% |
958-0 |
| Low |
938-0 |
932-0 |
-6-0 |
-0.6% |
931-0 |
| Close |
955-0 |
935-0 |
-20-0 |
-2.1% |
935-0 |
| Range |
20-0 |
19-4 |
-0-4 |
-2.5% |
27-0 |
| ATR |
13-4 |
14-2 |
0-5 |
5.0% |
0-0 |
| Volume |
47,760 |
87,817 |
40,057 |
83.9% |
261,165 |
|
| Daily Pivots for day following 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
998-0 |
986-0 |
945-6 |
|
| R3 |
978-4 |
966-4 |
940-3 |
|
| R2 |
959-0 |
959-0 |
938-5 |
|
| R1 |
947-0 |
947-0 |
936-6 |
943-2 |
| PP |
939-4 |
939-4 |
939-4 |
937-5 |
| S1 |
927-4 |
927-4 |
933-2 |
923-6 |
| S2 |
920-0 |
920-0 |
931-3 |
|
| S3 |
900-4 |
908-0 |
929-5 |
|
| S4 |
881-0 |
888-4 |
924-2 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1022-3 |
1005-5 |
949-7 |
|
| R3 |
995-3 |
978-5 |
942-3 |
|
| R2 |
968-3 |
968-3 |
940-0 |
|
| R1 |
951-5 |
951-5 |
937-4 |
946-4 |
| PP |
941-3 |
941-3 |
941-3 |
938-6 |
| S1 |
924-5 |
924-5 |
932-4 |
919-4 |
| S2 |
914-3 |
914-3 |
930-0 |
|
| S3 |
887-3 |
897-5 |
927-5 |
|
| S4 |
860-3 |
870-5 |
920-1 |
|
|
| 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 |
2.9% |
13-4 |
1.4% |
15% |
False |
False |
65,262 |
| 10 |
958-0 |
927-4 |
30-4 |
3.3% |
11-5 |
1.2% |
25% |
False |
False |
64,327 |
| 20 |
976-0 |
927-4 |
48-4 |
5.2% |
11-7 |
1.3% |
15% |
False |
False |
67,196 |
| 40 |
1019-0 |
927-4 |
91-4 |
9.8% |
12-5 |
1.3% |
8% |
False |
False |
73,689 |
| 60 |
1019-0 |
927-4 |
91-4 |
9.8% |
12-5 |
1.4% |
8% |
False |
False |
60,304 |
| 80 |
1019-0 |
927-4 |
91-4 |
9.8% |
12-3 |
1.3% |
8% |
False |
False |
51,572 |
| 100 |
1019-0 |
922-0 |
97-0 |
10.4% |
12-4 |
1.3% |
13% |
False |
False |
45,902 |
| 120 |
1085-0 |
922-0 |
163-0 |
17.4% |
12-5 |
1.4% |
8% |
False |
False |
40,167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1034-3 |
|
2.618 |
1002-4 |
|
1.618 |
983-0 |
|
1.000 |
971-0 |
|
0.618 |
963-4 |
|
HIGH |
951-4 |
|
0.618 |
944-0 |
|
0.500 |
941-6 |
|
0.382 |
939-4 |
|
LOW |
932-0 |
|
0.618 |
920-0 |
|
1.000 |
912-4 |
|
1.618 |
900-4 |
|
2.618 |
881-0 |
|
4.250 |
849-1 |
|
|
| Fisher Pivots for day following 04-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
941-6 |
944-4 |
| PP |
939-4 |
941-3 |
| S1 |
937-2 |
938-1 |
|