CME Pit-Traded Soybean Future May 2010
Trading Metrics calculated at close of trading on 05-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2010 |
05-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
914-0 |
925-4 |
11-4 |
1.3% |
925-4 |
High |
925-0 |
931-0 |
6-0 |
0.6% |
940-4 |
Low |
911-0 |
920-0 |
9-0 |
1.0% |
911-0 |
Close |
924-6 |
924-2 |
-0-4 |
-0.1% |
924-2 |
Range |
14-0 |
11-0 |
-3-0 |
-21.4% |
29-4 |
ATR |
16-5 |
16-2 |
-0-3 |
-2.4% |
0-0 |
Volume |
32,105 |
39,558 |
7,453 |
23.2% |
186,939 |
|
Daily Pivots for day following 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
958-1 |
952-1 |
930-2 |
|
R3 |
947-1 |
941-1 |
927-2 |
|
R2 |
936-1 |
936-1 |
926-2 |
|
R1 |
930-1 |
930-1 |
925-2 |
927-5 |
PP |
925-1 |
925-1 |
925-1 |
923-6 |
S1 |
919-1 |
919-1 |
923-2 |
916-5 |
S2 |
914-1 |
914-1 |
922-2 |
|
S3 |
903-1 |
908-1 |
921-2 |
|
S4 |
892-1 |
897-1 |
918-2 |
|
|
Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1013-6 |
998-4 |
940-4 |
|
R3 |
984-2 |
969-0 |
932-3 |
|
R2 |
954-6 |
954-6 |
929-5 |
|
R1 |
939-4 |
939-4 |
927-0 |
932-3 |
PP |
925-2 |
925-2 |
925-2 |
921-6 |
S1 |
910-0 |
910-0 |
921-4 |
902-7 |
S2 |
895-6 |
895-6 |
918-7 |
|
S3 |
866-2 |
880-4 |
916-1 |
|
S4 |
836-6 |
851-0 |
908-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
940-4 |
911-0 |
29-4 |
3.2% |
13-2 |
1.4% |
45% |
False |
False |
37,387 |
10 |
960-0 |
911-0 |
49-0 |
5.3% |
14-3 |
1.6% |
27% |
False |
False |
31,933 |
20 |
1029-4 |
911-0 |
118-4 |
12.8% |
13-5 |
1.5% |
11% |
False |
False |
26,300 |
40 |
1079-4 |
911-0 |
168-4 |
18.2% |
14-2 |
1.5% |
8% |
False |
False |
18,809 |
60 |
1087-4 |
911-0 |
176-4 |
19.1% |
14-6 |
1.6% |
8% |
False |
False |
15,513 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
977-6 |
2.618 |
959-6 |
1.618 |
948-6 |
1.000 |
942-0 |
0.618 |
937-6 |
HIGH |
931-0 |
0.618 |
926-6 |
0.500 |
925-4 |
0.382 |
924-2 |
LOW |
920-0 |
0.618 |
913-2 |
1.000 |
909-0 |
1.618 |
902-2 |
2.618 |
891-2 |
4.250 |
873-2 |
|
|
Fisher Pivots for day following 05-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
925-4 |
923-5 |
PP |
925-1 |
923-1 |
S1 |
924-5 |
922-4 |
|