CME Pit-Traded Soybean Future July 2010
Trading Metrics calculated at close of trading on 01-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2010 |
01-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
949-4 |
934-4 |
-15-0 |
-1.6% |
963-0 |
High |
951-0 |
940-4 |
-10-4 |
-1.1% |
965-0 |
Low |
932-4 |
929-0 |
-3-4 |
-0.4% |
932-4 |
Close |
932-6 |
928-6 |
-4-0 |
-0.4% |
932-6 |
Range |
18-4 |
11-4 |
-7-0 |
-37.8% |
32-4 |
ATR |
15-7 |
15-5 |
-0-3 |
-2.0% |
0-0 |
Volume |
32,688 |
21,732 |
-10,956 |
-33.5% |
105,102 |
|
Daily Pivots for day following 01-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
967-2 |
959-4 |
935-1 |
|
R3 |
955-6 |
948-0 |
931-7 |
|
R2 |
944-2 |
944-2 |
930-7 |
|
R1 |
936-4 |
936-4 |
929-6 |
934-5 |
PP |
932-6 |
932-6 |
932-6 |
931-6 |
S1 |
925-0 |
925-0 |
927-6 |
923-1 |
S2 |
921-2 |
921-2 |
926-5 |
|
S3 |
909-6 |
913-4 |
925-5 |
|
S4 |
898-2 |
902-0 |
922-3 |
|
|
Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1040-7 |
1019-3 |
950-5 |
|
R3 |
1008-3 |
986-7 |
941-6 |
|
R2 |
975-7 |
975-7 |
938-6 |
|
R1 |
954-3 |
954-3 |
935-6 |
948-7 |
PP |
943-3 |
943-3 |
943-3 |
940-6 |
S1 |
921-7 |
921-7 |
929-6 |
916-3 |
S2 |
910-7 |
910-7 |
926-6 |
|
S3 |
878-3 |
889-3 |
923-6 |
|
S4 |
845-7 |
856-7 |
914-7 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
989-3 |
2.618 |
970-5 |
1.618 |
959-1 |
1.000 |
952-0 |
0.618 |
947-5 |
HIGH |
940-4 |
0.618 |
936-1 |
0.500 |
934-6 |
0.382 |
933-3 |
LOW |
929-0 |
0.618 |
921-7 |
1.000 |
917-4 |
1.618 |
910-3 |
2.618 |
898-7 |
4.250 |
880-1 |
|
|
Fisher Pivots for day following 01-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
934-6 |
940-2 |
PP |
932-6 |
936-3 |
S1 |
930-6 |
932-5 |
|