CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 02-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2010 |
02-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
916-0 |
907-0 |
-9-0 |
-1.0% |
951-0 |
| High |
924-0 |
930-0 |
6-0 |
0.6% |
953-0 |
| Low |
909-4 |
907-0 |
-2-4 |
-0.3% |
913-0 |
| Close |
909-6 |
925-4 |
15-6 |
1.7% |
914-0 |
| Range |
14-4 |
23-0 |
8-4 |
58.6% |
40-0 |
| ATR |
17-7 |
18-2 |
0-3 |
2.1% |
0-0 |
| Volume |
85,062 |
84,217 |
-845 |
-1.0% |
364,007 |
|
| Daily Pivots for day following 02-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
989-7 |
980-5 |
938-1 |
|
| R3 |
966-7 |
957-5 |
931-7 |
|
| R2 |
943-7 |
943-7 |
929-6 |
|
| R1 |
934-5 |
934-5 |
927-5 |
939-2 |
| PP |
920-7 |
920-7 |
920-7 |
923-1 |
| S1 |
911-5 |
911-5 |
923-3 |
916-2 |
| S2 |
897-7 |
897-7 |
921-2 |
|
| S3 |
874-7 |
888-5 |
919-1 |
|
| S4 |
851-7 |
865-5 |
912-7 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1046-5 |
1020-3 |
936-0 |
|
| R3 |
1006-5 |
980-3 |
925-0 |
|
| R2 |
966-5 |
966-5 |
921-3 |
|
| R1 |
940-3 |
940-3 |
917-5 |
933-4 |
| PP |
926-5 |
926-5 |
926-5 |
923-2 |
| S1 |
900-3 |
900-3 |
910-3 |
893-4 |
| S2 |
886-5 |
886-5 |
906-5 |
|
| S3 |
846-5 |
860-3 |
903-0 |
|
| S4 |
806-5 |
820-3 |
892-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
942-4 |
907-0 |
35-4 |
3.8% |
17-4 |
1.9% |
52% |
False |
True |
81,312 |
| 10 |
959-0 |
907-0 |
52-0 |
5.6% |
15-1 |
1.6% |
36% |
False |
True |
76,621 |
| 20 |
1064-4 |
907-0 |
157-4 |
17.0% |
15-5 |
1.7% |
12% |
False |
True |
81,889 |
| 40 |
1077-0 |
907-0 |
170-0 |
18.4% |
16-7 |
1.8% |
11% |
False |
True |
65,273 |
| 60 |
1083-0 |
907-0 |
176-0 |
19.0% |
17-4 |
1.9% |
11% |
False |
True |
51,307 |
| 80 |
1083-0 |
907-0 |
176-0 |
19.0% |
17-3 |
1.9% |
11% |
False |
True |
41,844 |
| 100 |
1083-0 |
890-0 |
193-0 |
20.9% |
16-0 |
1.7% |
18% |
False |
False |
34,883 |
| 120 |
1083-0 |
890-0 |
193-0 |
20.9% |
15-4 |
1.7% |
18% |
False |
False |
29,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1027-6 |
|
2.618 |
990-2 |
|
1.618 |
967-2 |
|
1.000 |
953-0 |
|
0.618 |
944-2 |
|
HIGH |
930-0 |
|
0.618 |
921-2 |
|
0.500 |
918-4 |
|
0.382 |
915-6 |
|
LOW |
907-0 |
|
0.618 |
892-6 |
|
1.000 |
884-0 |
|
1.618 |
869-6 |
|
2.618 |
846-6 |
|
4.250 |
809-2 |
|
|
| Fisher Pivots for day following 02-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
923-1 |
924-0 |
| PP |
920-7 |
922-4 |
| S1 |
918-4 |
921-0 |
|