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 |
|
|
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 |
|