CME Pit-Traded Soybean Future September 2010


Trading Metrics calculated at close of trading on 08-Jun-2010
Day Change Summary
Previous Current
07-Jun-2010 08-Jun-2010 Change Change % Previous Week
Open 904-0 905-0 1-0 0.1% 915-0
High 904-2 905-0 0-6 0.1% 923-0
Low 902-4 898-2 -4-2 -0.5% 904-0
Close 904-2 898-2 -6-0 -0.7% 905-6
Range 1-6 6-6 5-0 285.7% 19-0
ATR 9-2 9-0 -0-1 -1.9% 0-0
Volume 2,141 2,864 723 33.8% 11,205
Daily Pivots for day following 08-Jun-2010
Classic Woodie Camarilla DeMark
R4 920-6 916-2 902-0
R3 914-0 909-4 900-1
R2 907-2 907-2 899-4
R1 902-6 902-6 898-7 901-5
PP 900-4 900-4 900-4 900-0
S1 896-0 896-0 897-5 894-7
S2 893-6 893-6 897-0
S3 887-0 889-2 896-3
S4 880-2 882-4 894-4
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
5 923-0 898-2 24-6 2.8% 6-0 0.7% 0% False True 2,861
10 926-4 898-2 28-2 3.1% 5-4 0.6% 0% False True 2,428
20 946-0 898-2 47-6 5.3% 5-2 0.6% 0% False True 2,004
40 996-4 898-2 98-2 10.9% 3-4 0.4% 0% False True 1,840
60 996-4 898-2 98-2 10.9% 3-3 0.4% 0% False True 1,760
80 996-4 898-2 98-2 10.9% 2-7 0.3% 0% False True 1,488
100 996-4 898-2 98-2 10.9% 2-4 0.3% 0% False True 1,285
120 1049-4 898-2 151-2 16.8% 2-0 0.2% 0% False True 1,115
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 933-6
2.618 922-5
1.618 915-7
1.000 911-6
0.618 909-1
HIGH 905-0
0.618 902-3
0.500 901-5
0.382 900-7
LOW 898-2
0.618 894-1
1.000 891-4
1.618 887-3
2.618 880-5
4.250 869-4
Fisher Pivots for day following 08-Jun-2010
Pivot 1 day 3 day
R1 901-5 905-5
PP 900-4 903-1
S1 899-3 900-6

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

View Archives - Comment on this page... - Back to Index of Symbols