CME Pit-Traded Soybean Future July 2010


Trading Metrics calculated at close of trading on 03-Feb-2010
Day Change Summary
Previous Current
02-Feb-2010 03-Feb-2010 Change Change % Previous Week
Open 936-0 943-0 7-0 0.7% 963-0
High 948-4 943-0 -5-4 -0.6% 965-0
Low 936-0 928-4 -7-4 -0.8% 932-4
Close 945-6 928-4 -17-2 -1.8% 932-6
Range 12-4 14-4 2-0 16.0% 32-4
ATR 15-7 16-0 0-1 0.6% 0-0
Volume 23,463 26,679 3,216 13.7% 105,102
Daily Pivots for day following 03-Feb-2010
Classic Woodie Camarilla DeMark
R4 976-7 967-1 936-4
R3 962-3 952-5 932-4
R2 947-7 947-7 931-1
R1 938-1 938-1 929-7 935-6
PP 933-3 933-3 933-3 932-1
S1 923-5 923-5 927-1 921-2
S2 918-7 918-7 925-7
S3 904-3 909-1 924-4
S4 889-7 894-5 920-4
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
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 951-4 928-4 23-0 2.5% 13-6 1.5% 0% False True 25,100
10 970-4 928-4 42-0 4.5% 12-2 1.3% 0% False True 21,874
20 1069-0 928-4 140-4 15.1% 12-6 1.4% 0% False True 20,047
40 1085-0 928-4 156-4 16.9% 12-4 1.4% 0% False True 15,720
60 1091-0 928-4 162-4 17.5% 13-5 1.5% 0% False True 14,297
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 1-5
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1004-5
2.618 981-0
1.618 966-4
1.000 957-4
0.618 952-0
HIGH 943-0
0.618 937-4
0.500 935-6
0.382 934-0
LOW 928-4
0.618 919-4
1.000 914-0
1.618 905-0
2.618 890-4
4.250 866-7
Fisher Pivots for day following 03-Feb-2010
Pivot 1 day 3 day
R1 935-6 938-4
PP 933-3 935-1
S1 930-7 931-7

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols