CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 10-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2010 |
10-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
943-0 |
920-4 |
-22-4 |
-2.4% |
916-0 |
| High |
943-0 |
939-0 |
-4-0 |
-0.4% |
930-0 |
| Low |
920-0 |
920-0 |
0-0 |
0.0% |
900-0 |
| Close |
924-4 |
937-4 |
13-0 |
1.4% |
913-4 |
| Range |
23-0 |
19-0 |
-4-0 |
-17.4% |
30-0 |
| ATR |
18-4 |
18-4 |
0-0 |
0.2% |
0-0 |
| Volume |
95,026 |
120,623 |
25,597 |
26.9% |
435,712 |
|
| Daily Pivots for day following 10-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
989-1 |
982-3 |
948-0 |
|
| R3 |
970-1 |
963-3 |
942-6 |
|
| R2 |
951-1 |
951-1 |
941-0 |
|
| R1 |
944-3 |
944-3 |
939-2 |
947-6 |
| PP |
932-1 |
932-1 |
932-1 |
933-7 |
| S1 |
925-3 |
925-3 |
935-6 |
928-6 |
| S2 |
913-1 |
913-1 |
934-0 |
|
| S3 |
894-1 |
906-3 |
932-2 |
|
| S4 |
875-1 |
887-3 |
927-0 |
|
|
| 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 |
4.6% |
16-6 |
1.8% |
87% |
False |
False |
99,030 |
| 10 |
943-0 |
900-0 |
43-0 |
4.6% |
17-3 |
1.9% |
87% |
False |
False |
91,161 |
| 20 |
993-0 |
900-0 |
93-0 |
9.9% |
15-6 |
1.7% |
40% |
False |
False |
86,470 |
| 40 |
1077-0 |
900-0 |
177-0 |
18.9% |
16-7 |
1.8% |
21% |
False |
False |
73,418 |
| 60 |
1083-0 |
900-0 |
183-0 |
19.5% |
17-3 |
1.9% |
20% |
False |
False |
59,027 |
| 80 |
1083-0 |
900-0 |
183-0 |
19.5% |
17-4 |
1.9% |
20% |
False |
False |
48,299 |
| 100 |
1083-0 |
890-0 |
193-0 |
20.6% |
16-1 |
1.7% |
25% |
False |
False |
40,290 |
| 120 |
1083-0 |
890-0 |
193-0 |
20.6% |
15-4 |
1.7% |
25% |
False |
False |
34,459 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1019-6 |
|
2.618 |
988-6 |
|
1.618 |
969-6 |
|
1.000 |
958-0 |
|
0.618 |
950-6 |
|
HIGH |
939-0 |
|
0.618 |
931-6 |
|
0.500 |
929-4 |
|
0.382 |
927-2 |
|
LOW |
920-0 |
|
0.618 |
908-2 |
|
1.000 |
901-0 |
|
1.618 |
889-2 |
|
2.618 |
870-2 |
|
4.250 |
839-2 |
|
|
| Fisher Pivots for day following 10-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
934-7 |
935-4 |
| PP |
932-1 |
933-4 |
| S1 |
929-4 |
931-4 |
|