CME Pit-Traded Soybean Future May 2010
Trading Metrics calculated at close of trading on 11-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2010 |
11-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
931-0 |
951-0 |
20-0 |
2.1% |
925-4 |
High |
948-0 |
955-0 |
7-0 |
0.7% |
940-4 |
Low |
930-0 |
946-0 |
16-0 |
1.7% |
911-0 |
Close |
947-0 |
952-0 |
5-0 |
0.5% |
924-2 |
Range |
18-0 |
9-0 |
-9-0 |
-50.0% |
29-4 |
ATR |
17-1 |
16-4 |
-0-5 |
-3.4% |
0-0 |
Volume |
55,893 |
62,196 |
6,303 |
11.3% |
186,939 |
|
Daily Pivots for day following 11-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
978-0 |
974-0 |
957-0 |
|
R3 |
969-0 |
965-0 |
954-4 |
|
R2 |
960-0 |
960-0 |
953-5 |
|
R1 |
956-0 |
956-0 |
952-7 |
958-0 |
PP |
951-0 |
951-0 |
951-0 |
952-0 |
S1 |
947-0 |
947-0 |
951-1 |
949-0 |
S2 |
942-0 |
942-0 |
950-3 |
|
S3 |
933-0 |
938-0 |
949-4 |
|
S4 |
924-0 |
929-0 |
947-0 |
|
|
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 |
955-0 |
920-0 |
35-0 |
3.7% |
14-1 |
1.5% |
91% |
True |
False |
50,880 |
10 |
955-0 |
911-0 |
44-0 |
4.6% |
14-4 |
1.5% |
93% |
True |
False |
43,579 |
20 |
998-0 |
911-0 |
87-0 |
9.1% |
13-5 |
1.4% |
47% |
False |
False |
33,257 |
40 |
1079-4 |
911-0 |
168-4 |
17.7% |
14-1 |
1.5% |
24% |
False |
False |
22,779 |
60 |
1087-4 |
911-0 |
176-4 |
18.5% |
14-7 |
1.6% |
23% |
False |
False |
18,532 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
993-2 |
2.618 |
978-4 |
1.618 |
969-4 |
1.000 |
964-0 |
0.618 |
960-4 |
HIGH |
955-0 |
0.618 |
951-4 |
0.500 |
950-4 |
0.382 |
949-4 |
LOW |
946-0 |
0.618 |
940-4 |
1.000 |
937-0 |
1.618 |
931-4 |
2.618 |
922-4 |
4.250 |
907-6 |
|
|
Fisher Pivots for day following 11-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
951-4 |
948-7 |
PP |
951-0 |
945-5 |
S1 |
950-4 |
942-4 |
|