CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 08-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2010 |
08-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
916-0 |
925-0 |
9-0 |
1.0% |
916-0 |
| High |
921-0 |
939-4 |
18-4 |
2.0% |
930-0 |
| Low |
909-0 |
925-0 |
16-0 |
1.8% |
900-0 |
| Close |
913-4 |
929-4 |
16-0 |
1.8% |
913-4 |
| Range |
12-0 |
14-4 |
2-4 |
20.8% |
30-0 |
| ATR |
17-4 |
18-1 |
0-5 |
3.5% |
0-0 |
| Volume |
92,907 |
104,735 |
11,828 |
12.7% |
435,712 |
|
| Daily Pivots for day following 08-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
974-7 |
966-5 |
937-4 |
|
| R3 |
960-3 |
952-1 |
933-4 |
|
| R2 |
945-7 |
945-7 |
932-1 |
|
| R1 |
937-5 |
937-5 |
930-7 |
941-6 |
| PP |
931-3 |
931-3 |
931-3 |
933-3 |
| S1 |
923-1 |
923-1 |
928-1 |
927-2 |
| S2 |
916-7 |
916-7 |
926-7 |
|
| S3 |
902-3 |
908-5 |
925-4 |
|
| S4 |
887-7 |
894-1 |
921-4 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1004-4 |
989-0 |
930-0 |
|
| R3 |
974-4 |
959-0 |
921-6 |
|
| R2 |
944-4 |
944-4 |
919-0 |
|
| R1 |
929-0 |
929-0 |
916-2 |
921-6 |
| PP |
914-4 |
914-4 |
914-4 |
910-7 |
| S1 |
899-0 |
899-0 |
910-6 |
891-6 |
| S2 |
884-4 |
884-4 |
908-0 |
|
| S3 |
854-4 |
869-0 |
905-2 |
|
| S4 |
824-4 |
839-0 |
897-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
939-4 |
900-0 |
39-4 |
4.2% |
16-2 |
1.7% |
75% |
True |
False |
91,077 |
| 10 |
948-4 |
900-0 |
48-4 |
5.2% |
16-2 |
1.7% |
61% |
False |
False |
85,029 |
| 20 |
1024-4 |
900-0 |
124-4 |
13.4% |
15-5 |
1.7% |
24% |
False |
False |
83,618 |
| 40 |
1077-0 |
900-0 |
177-0 |
19.0% |
16-4 |
1.8% |
17% |
False |
False |
70,731 |
| 60 |
1083-0 |
900-0 |
183-0 |
19.7% |
17-3 |
1.9% |
16% |
False |
False |
56,059 |
| 80 |
1083-0 |
900-0 |
183-0 |
19.7% |
17-1 |
1.8% |
16% |
False |
False |
45,940 |
| 100 |
1083-0 |
890-0 |
193-0 |
20.8% |
16-0 |
1.7% |
20% |
False |
False |
38,298 |
| 120 |
1083-0 |
890-0 |
193-0 |
20.8% |
15-2 |
1.6% |
20% |
False |
False |
32,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1001-1 |
|
2.618 |
977-4 |
|
1.618 |
963-0 |
|
1.000 |
954-0 |
|
0.618 |
948-4 |
|
HIGH |
939-4 |
|
0.618 |
934-0 |
|
0.500 |
932-2 |
|
0.382 |
930-4 |
|
LOW |
925-0 |
|
0.618 |
916-0 |
|
1.000 |
910-4 |
|
1.618 |
901-4 |
|
2.618 |
887-0 |
|
4.250 |
863-3 |
|
|
| Fisher Pivots for day following 08-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
932-2 |
926-2 |
| PP |
931-3 |
923-0 |
| S1 |
930-3 |
919-6 |
|