CME Pit-Traded Soybean Future September 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 |
910-0 |
914-0 |
4-0 |
0.4% |
926-0 |
| High |
910-0 |
923-0 |
13-0 |
1.4% |
926-4 |
| Low |
908-0 |
912-4 |
4-4 |
0.5% |
908-0 |
| Close |
909-0 |
925-6 |
16-6 |
1.8% |
914-6 |
| Range |
2-0 |
10-4 |
8-4 |
425.0% |
18-4 |
| ATR |
8-3 |
8-6 |
0-3 |
4.8% |
0-0 |
| Volume |
2,094 |
2,282 |
188 |
9.0% |
8,949 |
|
| Daily Pivots for day following 03-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
951-7 |
949-3 |
931-4 |
|
| R3 |
941-3 |
938-7 |
928-5 |
|
| R2 |
930-7 |
930-7 |
927-5 |
|
| R1 |
928-3 |
928-3 |
926-6 |
929-5 |
| PP |
920-3 |
920-3 |
920-3 |
921-0 |
| S1 |
917-7 |
917-7 |
924-6 |
919-1 |
| S2 |
909-7 |
909-7 |
923-7 |
|
| S3 |
899-3 |
907-3 |
922-7 |
|
| S4 |
888-7 |
896-7 |
920-0 |
|
|
| 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% |
5-0 |
0.5% |
96% |
False |
False |
1,995 |
| 10 |
926-4 |
903-4 |
23-0 |
2.5% |
5-3 |
0.6% |
97% |
False |
False |
2,057 |
| 20 |
946-0 |
903-4 |
42-4 |
4.6% |
4-3 |
0.5% |
52% |
False |
False |
1,716 |
| 40 |
996-4 |
903-4 |
93-0 |
10.0% |
3-3 |
0.4% |
24% |
False |
False |
1,751 |
| 60 |
996-4 |
903-4 |
93-0 |
10.0% |
3-3 |
0.4% |
24% |
False |
False |
1,664 |
| 80 |
996-4 |
903-4 |
93-0 |
10.0% |
2-6 |
0.3% |
24% |
False |
False |
1,406 |
| 100 |
1003-4 |
903-4 |
100-0 |
10.8% |
2-2 |
0.2% |
22% |
False |
False |
1,199 |
| 120 |
1049-4 |
903-4 |
146-0 |
15.8% |
2-0 |
0.2% |
15% |
False |
False |
1,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
967-5 |
|
2.618 |
950-4 |
|
1.618 |
940-0 |
|
1.000 |
933-4 |
|
0.618 |
929-4 |
|
HIGH |
923-0 |
|
0.618 |
919-0 |
|
0.500 |
917-6 |
|
0.382 |
916-4 |
|
LOW |
912-4 |
|
0.618 |
906-0 |
|
1.000 |
902-0 |
|
1.618 |
895-4 |
|
2.618 |
885-0 |
|
4.250 |
867-7 |
|
|
| Fisher Pivots for day following 03-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
923-1 |
922-3 |
| PP |
920-3 |
918-7 |
| S1 |
917-6 |
915-4 |
|