CME Pit-Traded Soybean Future May 2010
Trading Metrics calculated at close of trading on 09-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2010 |
09-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
936-4 |
951-0 |
14-4 |
1.5% |
925-4 |
High |
948-0 |
952-0 |
4-0 |
0.4% |
940-4 |
Low |
936-4 |
931-0 |
-5-4 |
-0.6% |
911-0 |
Close |
940-0 |
935-2 |
-4-6 |
-0.5% |
924-2 |
Range |
11-4 |
21-0 |
9-4 |
82.6% |
29-4 |
ATR |
16-6 |
17-0 |
0-2 |
1.8% |
0-0 |
Volume |
47,432 |
49,322 |
1,890 |
4.0% |
186,939 |
|
Daily Pivots for day following 09-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1002-3 |
989-7 |
946-6 |
|
R3 |
981-3 |
968-7 |
941-0 |
|
R2 |
960-3 |
960-3 |
939-1 |
|
R1 |
947-7 |
947-7 |
937-1 |
943-5 |
PP |
939-3 |
939-3 |
939-3 |
937-2 |
S1 |
926-7 |
926-7 |
933-3 |
922-5 |
S2 |
918-3 |
918-3 |
931-3 |
|
S3 |
897-3 |
905-7 |
929-4 |
|
S4 |
876-3 |
884-7 |
923-6 |
|
|
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 |
952-0 |
911-0 |
41-0 |
4.4% |
14-5 |
1.6% |
59% |
True |
False |
42,613 |
10 |
952-0 |
911-0 |
41-0 |
4.4% |
14-3 |
1.5% |
59% |
True |
False |
37,427 |
20 |
1000-0 |
911-0 |
89-0 |
9.5% |
14-0 |
1.5% |
27% |
False |
False |
29,516 |
40 |
1079-4 |
911-0 |
168-4 |
18.0% |
14-2 |
1.5% |
14% |
False |
False |
20,469 |
60 |
1087-4 |
911-0 |
176-4 |
18.9% |
14-6 |
1.6% |
14% |
False |
False |
16,830 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1041-2 |
2.618 |
1007-0 |
1.618 |
986-0 |
1.000 |
973-0 |
0.618 |
965-0 |
HIGH |
952-0 |
0.618 |
944-0 |
0.500 |
941-4 |
0.382 |
939-0 |
LOW |
931-0 |
0.618 |
918-0 |
1.000 |
910-0 |
1.618 |
897-0 |
2.618 |
876-0 |
4.250 |
841-6 |
|
|
Fisher Pivots for day following 09-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
941-4 |
936-0 |
PP |
939-3 |
935-6 |
S1 |
937-3 |
935-4 |
|