CME Pit-Traded Soybean Future May 2010
Trading Metrics calculated at close of trading on 03-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2010 |
03-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
927-0 |
934-0 |
7-0 |
0.8% |
957-4 |
High |
940-4 |
934-0 |
-6-4 |
-0.7% |
960-0 |
Low |
927-0 |
918-4 |
-8-4 |
-0.9% |
925-0 |
Close |
936-4 |
919-0 |
-17-4 |
-1.9% |
924-6 |
Range |
13-4 |
15-4 |
2-0 |
14.8% |
35-0 |
ATR |
16-6 |
16-6 |
0-1 |
0.6% |
0-0 |
Volume |
44,230 |
44,651 |
421 |
1.0% |
132,398 |
|
Daily Pivots for day following 03-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
970-3 |
960-1 |
927-4 |
|
R3 |
954-7 |
944-5 |
923-2 |
|
R2 |
939-3 |
939-3 |
921-7 |
|
R1 |
929-1 |
929-1 |
920-3 |
926-4 |
PP |
923-7 |
923-7 |
923-7 |
922-4 |
S1 |
913-5 |
913-5 |
917-5 |
911-0 |
S2 |
908-3 |
908-3 |
916-1 |
|
S3 |
892-7 |
898-1 |
914-6 |
|
S4 |
877-3 |
882-5 |
910-4 |
|
|
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 |
944-4 |
918-4 |
26-0 |
2.8% |
14-6 |
1.6% |
2% |
False |
True |
35,619 |
10 |
965-0 |
918-4 |
46-4 |
5.1% |
13-3 |
1.5% |
1% |
False |
True |
29,185 |
20 |
1065-0 |
918-4 |
146-4 |
15.9% |
13-6 |
1.5% |
0% |
False |
True |
23,886 |
40 |
1079-4 |
918-4 |
161-0 |
17.5% |
14-1 |
1.5% |
0% |
False |
True |
17,595 |
60 |
1087-4 |
918-4 |
169-0 |
18.4% |
14-5 |
1.6% |
0% |
False |
True |
14,624 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
999-7 |
2.618 |
974-5 |
1.618 |
959-1 |
1.000 |
949-4 |
0.618 |
943-5 |
HIGH |
934-0 |
0.618 |
928-1 |
0.500 |
926-2 |
0.382 |
924-3 |
LOW |
918-4 |
0.618 |
908-7 |
1.000 |
903-0 |
1.618 |
893-3 |
2.618 |
877-7 |
4.250 |
852-5 |
|
|
Fisher Pivots for day following 03-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
926-2 |
929-4 |
PP |
923-7 |
926-0 |
S1 |
921-3 |
922-4 |
|