CME Pit-Traded Soybean Future September 2010


Trading Metrics calculated at close of trading on 07-Jun-2010
Day Change Summary
Previous Current
04-Jun-2010 07-Jun-2010 Change Change % Previous Week
Open 913-0 904-0 -9-0 -1.0% 915-0
High 913-0 904-2 -8-6 -1.0% 923-0
Low 904-0 902-4 -1-4 -0.2% 904-0
Close 905-6 904-2 -1-4 -0.2% 905-6
Range 9-0 1-6 -7-2 -80.6% 19-0
ATR 9-6 9-2 -0-4 -4.7% 0-0
Volume 4,925 2,141 -2,784 -56.5% 11,205
Daily Pivots for day following 07-Jun-2010
Classic Woodie Camarilla DeMark
R4 908-7 908-3 905-2
R3 907-1 906-5 904-6
R2 905-3 905-3 904-5
R1 904-7 904-7 904-3 905-1
PP 903-5 903-5 903-5 903-6
S1 903-1 903-1 904-1 903-3
S2 901-7 901-7 903-7
S3 900-1 901-3 903-6
S4 898-3 899-5 903-2
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 967-7 955-7 916-2
R3 948-7 936-7 911-0
R2 929-7 929-7 909-2
R1 917-7 917-7 907-4 914-3
PP 910-7 910-7 910-7 909-2
S1 898-7 898-7 904-0 895-3
S2 891-7 891-7 902-2
S3 872-7 879-7 900-4
S4 853-7 860-7 895-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 923-0 902-4 20-4 2.3% 5-5 0.6% 9% False True 2,669
10 926-4 902-4 24-0 2.7% 5-1 0.6% 7% False True 2,229
20 946-0 902-4 43-4 4.8% 4-7 0.5% 4% False True 1,926
40 996-4 902-4 94-0 10.4% 3-3 0.4% 2% False True 1,832
60 996-4 902-4 94-0 10.4% 3-2 0.4% 2% False True 1,726
80 996-4 902-4 94-0 10.4% 2-7 0.3% 2% False True 1,461
100 996-4 902-4 94-0 10.4% 2-3 0.3% 2% False True 1,268
120 1049-4 902-4 147-0 16.3% 2-0 0.2% 1% False True 1,092
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-2
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 911-6
2.618 908-7
1.618 907-1
1.000 906-0
0.618 905-3
HIGH 904-2
0.618 903-5
0.500 903-3
0.382 903-1
LOW 902-4
0.618 901-3
1.000 900-6
1.618 899-5
2.618 897-7
4.250 895-0
Fisher Pivots for day following 07-Jun-2010
Pivot 1 day 3 day
R1 904-0 912-6
PP 903-5 909-7
S1 903-3 907-1

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

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