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 |
|
|
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 |
|