CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 09-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2010 |
09-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
925-0 |
943-0 |
18-0 |
1.9% |
916-0 |
| High |
939-4 |
943-0 |
3-4 |
0.4% |
930-0 |
| Low |
925-0 |
920-0 |
-5-0 |
-0.5% |
900-0 |
| Close |
929-4 |
924-4 |
-5-0 |
-0.5% |
913-4 |
| Range |
14-4 |
23-0 |
8-4 |
58.6% |
30-0 |
| ATR |
18-1 |
18-4 |
0-3 |
1.9% |
0-0 |
| Volume |
104,735 |
95,026 |
-9,709 |
-9.3% |
435,712 |
|
| Daily Pivots for day following 09-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
998-1 |
984-3 |
937-1 |
|
| R3 |
975-1 |
961-3 |
930-7 |
|
| R2 |
952-1 |
952-1 |
928-6 |
|
| R1 |
938-3 |
938-3 |
926-5 |
933-6 |
| PP |
929-1 |
929-1 |
929-1 |
926-7 |
| S1 |
915-3 |
915-3 |
922-3 |
910-6 |
| S2 |
906-1 |
906-1 |
920-2 |
|
| S3 |
883-1 |
892-3 |
918-1 |
|
| S4 |
860-1 |
869-3 |
911-7 |
|
|
| 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 |
943-0 |
900-0 |
43-0 |
4.7% |
16-2 |
1.8% |
57% |
True |
False |
93,238 |
| 10 |
943-0 |
900-0 |
43-0 |
4.7% |
16-7 |
1.8% |
57% |
True |
False |
87,275 |
| 20 |
993-0 |
900-0 |
93-0 |
10.1% |
15-6 |
1.7% |
26% |
False |
False |
84,276 |
| 40 |
1077-0 |
900-0 |
177-0 |
19.1% |
16-7 |
1.8% |
14% |
False |
False |
71,591 |
| 60 |
1083-0 |
900-0 |
183-0 |
19.8% |
17-5 |
1.9% |
13% |
False |
False |
57,292 |
| 80 |
1083-0 |
900-0 |
183-0 |
19.8% |
17-3 |
1.9% |
13% |
False |
False |
46,945 |
| 100 |
1083-0 |
890-0 |
193-0 |
20.9% |
16-0 |
1.7% |
18% |
False |
False |
39,163 |
| 120 |
1083-0 |
890-0 |
193-0 |
20.9% |
15-3 |
1.7% |
18% |
False |
False |
33,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1040-6 |
|
2.618 |
1003-2 |
|
1.618 |
980-2 |
|
1.000 |
966-0 |
|
0.618 |
957-2 |
|
HIGH |
943-0 |
|
0.618 |
934-2 |
|
0.500 |
931-4 |
|
0.382 |
928-6 |
|
LOW |
920-0 |
|
0.618 |
905-6 |
|
1.000 |
897-0 |
|
1.618 |
882-6 |
|
2.618 |
859-6 |
|
4.250 |
822-2 |
|
|
| Fisher Pivots for day following 09-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
931-4 |
926-0 |
| PP |
929-1 |
925-4 |
| S1 |
926-7 |
925-0 |
|