CME Pit-Traded Soybean Future May 2010
Trading Metrics calculated at close of trading on 10-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2010 |
10-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
951-0 |
931-0 |
-20-0 |
-2.1% |
925-4 |
High |
952-0 |
948-0 |
-4-0 |
-0.4% |
940-4 |
Low |
931-0 |
930-0 |
-1-0 |
-0.1% |
911-0 |
Close |
935-2 |
947-0 |
11-6 |
1.3% |
924-2 |
Range |
21-0 |
18-0 |
-3-0 |
-14.3% |
29-4 |
ATR |
17-0 |
17-1 |
0-1 |
0.4% |
0-0 |
Volume |
49,322 |
55,893 |
6,571 |
13.3% |
186,939 |
|
Daily Pivots for day following 10-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
995-5 |
989-3 |
956-7 |
|
R3 |
977-5 |
971-3 |
952-0 |
|
R2 |
959-5 |
959-5 |
950-2 |
|
R1 |
953-3 |
953-3 |
948-5 |
956-4 |
PP |
941-5 |
941-5 |
941-5 |
943-2 |
S1 |
935-3 |
935-3 |
945-3 |
938-4 |
S2 |
923-5 |
923-5 |
943-6 |
|
S3 |
905-5 |
917-3 |
942-0 |
|
S4 |
887-5 |
899-3 |
937-1 |
|
|
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 |
4.3% |
15-1 |
1.6% |
88% |
False |
False |
44,862 |
10 |
952-0 |
911-0 |
41-0 |
4.3% |
15-0 |
1.6% |
88% |
False |
False |
40,240 |
20 |
1000-0 |
911-0 |
89-0 |
9.4% |
14-1 |
1.5% |
40% |
False |
False |
31,613 |
40 |
1079-4 |
911-0 |
168-4 |
17.8% |
14-4 |
1.5% |
21% |
False |
False |
21,570 |
60 |
1087-4 |
911-0 |
176-4 |
18.6% |
14-7 |
1.6% |
20% |
False |
False |
17,660 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1024-4 |
2.618 |
995-1 |
1.618 |
977-1 |
1.000 |
966-0 |
0.618 |
959-1 |
HIGH |
948-0 |
0.618 |
941-1 |
0.500 |
939-0 |
0.382 |
936-7 |
LOW |
930-0 |
0.618 |
918-7 |
1.000 |
912-0 |
1.618 |
900-7 |
2.618 |
882-7 |
4.250 |
853-4 |
|
|
Fisher Pivots for day following 10-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
944-3 |
945-0 |
PP |
941-5 |
943-0 |
S1 |
939-0 |
941-0 |
|