CME Pit-Traded Soybean Future September 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 |
921-4 |
915-0 |
-6-4 |
-0.7% |
926-0 |
High |
921-4 |
915-0 |
-6-4 |
-0.7% |
926-4 |
Low |
915-0 |
910-0 |
-5-0 |
-0.5% |
908-0 |
Close |
914-6 |
908-4 |
-6-2 |
-0.7% |
914-6 |
Range |
6-4 |
5-0 |
-1-4 |
-23.1% |
18-4 |
ATR |
9-1 |
8-7 |
-0-2 |
-3.2% |
0-0 |
Volume |
1,706 |
1,904 |
198 |
11.6% |
8,949 |
|
Daily Pivots for day following 01-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
926-1 |
922-3 |
911-2 |
|
R3 |
921-1 |
917-3 |
909-7 |
|
R2 |
916-1 |
916-1 |
909-3 |
|
R1 |
912-3 |
912-3 |
909-0 |
911-6 |
PP |
911-1 |
911-1 |
911-1 |
910-7 |
S1 |
907-3 |
907-3 |
908-0 |
906-6 |
S2 |
906-1 |
906-1 |
907-5 |
|
S3 |
901-1 |
902-3 |
907-1 |
|
S4 |
896-1 |
897-3 |
905-6 |
|
|
Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
971-7 |
961-7 |
924-7 |
|
R3 |
953-3 |
943-3 |
919-7 |
|
R2 |
934-7 |
934-7 |
918-1 |
|
R1 |
924-7 |
924-7 |
916-4 |
920-5 |
PP |
916-3 |
916-3 |
916-3 |
914-2 |
S1 |
906-3 |
906-3 |
913-0 |
902-1 |
S2 |
897-7 |
897-7 |
911-3 |
|
S3 |
879-3 |
887-7 |
909-5 |
|
S4 |
860-7 |
869-3 |
904-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
926-4 |
908-0 |
18-4 |
2.0% |
4-7 |
0.5% |
3% |
False |
False |
1,995 |
10 |
926-4 |
903-4 |
23-0 |
2.5% |
5-5 |
0.6% |
22% |
False |
False |
1,872 |
20 |
970-0 |
903-4 |
66-4 |
7.3% |
3-6 |
0.4% |
8% |
False |
False |
1,673 |
40 |
996-4 |
903-4 |
93-0 |
10.2% |
3-1 |
0.3% |
5% |
False |
False |
1,729 |
60 |
996-4 |
903-4 |
93-0 |
10.2% |
3-1 |
0.3% |
5% |
False |
False |
1,602 |
80 |
996-4 |
903-4 |
93-0 |
10.2% |
2-4 |
0.3% |
5% |
False |
False |
1,361 |
100 |
1015-0 |
903-4 |
111-4 |
12.3% |
2-1 |
0.2% |
4% |
False |
False |
1,160 |
120 |
1049-4 |
903-4 |
146-0 |
16.1% |
1-7 |
0.2% |
3% |
False |
False |
1,001 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
936-2 |
2.618 |
928-1 |
1.618 |
923-1 |
1.000 |
920-0 |
0.618 |
918-1 |
HIGH |
915-0 |
0.618 |
913-1 |
0.500 |
912-4 |
0.382 |
911-7 |
LOW |
910-0 |
0.618 |
906-7 |
1.000 |
905-0 |
1.618 |
901-7 |
2.618 |
896-7 |
4.250 |
888-6 |
|
|
Fisher Pivots for day following 01-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
912-4 |
918-2 |
PP |
911-1 |
915-0 |
S1 |
909-7 |
911-6 |
|