CME Pit-Traded Soybean Future May 2010
Trading Metrics calculated at close of trading on 01-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2010 |
01-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
942-0 |
925-4 |
-16-4 |
-1.8% |
957-4 |
High |
944-4 |
933-0 |
-11-4 |
-1.2% |
960-0 |
Low |
925-0 |
920-4 |
-4-4 |
-0.5% |
925-0 |
Close |
924-6 |
920-6 |
-4-0 |
-0.4% |
924-6 |
Range |
19-4 |
12-4 |
-7-0 |
-35.9% |
35-0 |
ATR |
16-6 |
16-4 |
-0-2 |
-1.8% |
0-0 |
Volume |
34,016 |
26,395 |
-7,621 |
-22.4% |
132,398 |
|
Daily Pivots for day following 01-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
962-2 |
954-0 |
927-5 |
|
R3 |
949-6 |
941-4 |
924-2 |
|
R2 |
937-2 |
937-2 |
923-0 |
|
R1 |
929-0 |
929-0 |
921-7 |
926-7 |
PP |
924-6 |
924-6 |
924-6 |
923-6 |
S1 |
916-4 |
916-4 |
919-5 |
914-3 |
S2 |
912-2 |
912-2 |
918-4 |
|
S3 |
899-6 |
904-0 |
917-2 |
|
S4 |
887-2 |
891-4 |
913-7 |
|
|
Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1041-5 |
1018-1 |
944-0 |
|
R3 |
1006-5 |
983-1 |
934-3 |
|
R2 |
971-5 |
971-5 |
931-1 |
|
R1 |
948-1 |
948-1 |
928-0 |
942-3 |
PP |
936-5 |
936-5 |
936-5 |
933-6 |
S1 |
913-1 |
913-1 |
921-4 |
907-3 |
S2 |
901-5 |
901-5 |
918-3 |
|
S3 |
866-5 |
878-1 |
915-1 |
|
S4 |
831-5 |
843-1 |
905-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
958-0 |
920-4 |
37-4 |
4.1% |
14-7 |
1.6% |
1% |
False |
True |
28,665 |
10 |
980-0 |
920-4 |
59-4 |
6.5% |
12-5 |
1.4% |
0% |
False |
True |
24,675 |
20 |
1076-0 |
920-4 |
155-4 |
16.9% |
13-6 |
1.5% |
0% |
False |
True |
20,786 |
40 |
1079-4 |
920-4 |
159-0 |
17.3% |
14-1 |
1.5% |
0% |
False |
True |
15,940 |
60 |
1087-4 |
920-4 |
167-0 |
18.1% |
14-5 |
1.6% |
0% |
False |
True |
13,528 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
986-1 |
2.618 |
965-6 |
1.618 |
953-2 |
1.000 |
945-4 |
0.618 |
940-6 |
HIGH |
933-0 |
0.618 |
928-2 |
0.500 |
926-6 |
0.382 |
925-2 |
LOW |
920-4 |
0.618 |
912-6 |
1.000 |
908-0 |
1.618 |
900-2 |
2.618 |
887-6 |
4.250 |
867-3 |
|
|
Fisher Pivots for day following 01-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
926-6 |
932-4 |
PP |
924-6 |
928-5 |
S1 |
922-6 |
924-5 |
|