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
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-1
Narrowest range in 2 trading days
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

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

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