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 |
|
|
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 |
|