CME Pit-Traded Soybean Future September 2010
Trading Metrics calculated at close of trading on 09-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2010 |
09-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
905-0 |
909-4 |
4-4 |
0.5% |
915-0 |
High |
905-0 |
909-4 |
4-4 |
0.5% |
923-0 |
Low |
898-2 |
903-0 |
4-6 |
0.5% |
904-0 |
Close |
898-2 |
903-2 |
5-0 |
0.6% |
905-6 |
Range |
6-6 |
6-4 |
-0-2 |
-3.7% |
19-0 |
ATR |
9-0 |
9-2 |
0-1 |
1.7% |
0-0 |
Volume |
2,864 |
4,430 |
1,566 |
54.7% |
11,205 |
|
Daily Pivots for day following 09-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
924-6 |
920-4 |
906-7 |
|
R3 |
918-2 |
914-0 |
905-0 |
|
R2 |
911-6 |
911-6 |
904-4 |
|
R1 |
907-4 |
907-4 |
903-7 |
906-3 |
PP |
905-2 |
905-2 |
905-2 |
904-6 |
S1 |
901-0 |
901-0 |
902-5 |
899-7 |
S2 |
898-6 |
898-6 |
902-0 |
|
S3 |
892-2 |
894-4 |
901-4 |
|
S4 |
885-6 |
888-0 |
899-5 |
|
|
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 |
2.7% |
6-7 |
0.8% |
20% |
False |
False |
3,328 |
10 |
926-4 |
898-2 |
28-2 |
3.1% |
5-3 |
0.6% |
18% |
False |
False |
2,641 |
20 |
943-4 |
898-2 |
45-2 |
5.0% |
5-4 |
0.6% |
11% |
False |
False |
2,203 |
40 |
996-4 |
898-2 |
98-2 |
10.9% |
3-6 |
0.4% |
5% |
False |
False |
1,866 |
60 |
996-4 |
898-2 |
98-2 |
10.9% |
3-4 |
0.4% |
5% |
False |
False |
1,824 |
80 |
996-4 |
898-2 |
98-2 |
10.9% |
3-0 |
0.3% |
5% |
False |
False |
1,539 |
100 |
996-4 |
898-2 |
98-2 |
10.9% |
2-4 |
0.3% |
5% |
False |
False |
1,327 |
120 |
1049-4 |
898-2 |
151-2 |
16.7% |
2-1 |
0.2% |
3% |
False |
False |
1,151 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
937-1 |
2.618 |
926-4 |
1.618 |
920-0 |
1.000 |
916-0 |
0.618 |
913-4 |
HIGH |
909-4 |
0.618 |
907-0 |
0.500 |
906-2 |
0.382 |
905-4 |
LOW |
903-0 |
0.618 |
899-0 |
1.000 |
896-4 |
1.618 |
892-4 |
2.618 |
886-0 |
4.250 |
875-3 |
|
|
Fisher Pivots for day following 09-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
906-2 |
903-7 |
PP |
905-2 |
903-5 |
S1 |
904-2 |
903-4 |
|