CME Pit-Traded Soybean Future May 2010
Trading Metrics calculated at close of trading on 04-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2010 |
04-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
934-0 |
914-0 |
-20-0 |
-2.1% |
957-4 |
High |
934-0 |
925-0 |
-9-0 |
-1.0% |
960-0 |
Low |
918-4 |
911-0 |
-7-4 |
-0.8% |
925-0 |
Close |
919-0 |
924-6 |
5-6 |
0.6% |
924-6 |
Range |
15-4 |
14-0 |
-1-4 |
-9.7% |
35-0 |
ATR |
16-6 |
16-5 |
-0-2 |
-1.2% |
0-0 |
Volume |
44,651 |
32,105 |
-12,546 |
-28.1% |
132,398 |
|
Daily Pivots for day following 04-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
962-2 |
957-4 |
932-4 |
|
R3 |
948-2 |
943-4 |
928-5 |
|
R2 |
934-2 |
934-2 |
927-3 |
|
R1 |
929-4 |
929-4 |
926-0 |
931-7 |
PP |
920-2 |
920-2 |
920-2 |
921-4 |
S1 |
915-4 |
915-4 |
923-4 |
917-7 |
S2 |
906-2 |
906-2 |
922-1 |
|
S3 |
892-2 |
901-4 |
920-7 |
|
S4 |
878-2 |
887-4 |
917-0 |
|
|
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 |
911-0 |
33-4 |
3.6% |
15-0 |
1.6% |
41% |
False |
True |
36,279 |
10 |
962-0 |
911-0 |
51-0 |
5.5% |
13-7 |
1.5% |
27% |
False |
True |
29,503 |
20 |
1050-0 |
911-0 |
139-0 |
15.0% |
14-0 |
1.5% |
10% |
False |
True |
24,907 |
40 |
1079-4 |
911-0 |
168-4 |
18.2% |
14-2 |
1.5% |
8% |
False |
True |
18,176 |
60 |
1087-4 |
911-0 |
176-4 |
19.1% |
14-6 |
1.6% |
8% |
False |
True |
14,974 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
984-4 |
2.618 |
961-5 |
1.618 |
947-5 |
1.000 |
939-0 |
0.618 |
933-5 |
HIGH |
925-0 |
0.618 |
919-5 |
0.500 |
918-0 |
0.382 |
916-3 |
LOW |
911-0 |
0.618 |
902-3 |
1.000 |
897-0 |
1.618 |
888-3 |
2.618 |
874-3 |
4.250 |
851-4 |
|
|
Fisher Pivots for day following 04-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
922-4 |
925-6 |
PP |
920-2 |
925-3 |
S1 |
918-0 |
925-1 |
|