CME Pit-Traded Soybean Future July 2010
Trading Metrics calculated at close of trading on 09-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2010 |
09-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
945-0 |
960-0 |
15-0 |
1.6% |
934-4 |
High |
956-0 |
960-0 |
4-0 |
0.4% |
948-4 |
Low |
945-0 |
940-0 |
-5-0 |
-0.5% |
922-0 |
Close |
948-0 |
944-0 |
-4-0 |
-0.4% |
932-6 |
Range |
11-0 |
20-0 |
9-0 |
81.8% |
26-4 |
ATR |
15-7 |
16-1 |
0-2 |
1.9% |
0-0 |
Volume |
33,221 |
27,374 |
-5,847 |
-17.6% |
126,541 |
|
Daily Pivots for day following 09-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1008-0 |
996-0 |
955-0 |
|
R3 |
988-0 |
976-0 |
949-4 |
|
R2 |
968-0 |
968-0 |
947-5 |
|
R1 |
956-0 |
956-0 |
945-7 |
952-0 |
PP |
948-0 |
948-0 |
948-0 |
946-0 |
S1 |
936-0 |
936-0 |
942-1 |
932-0 |
S2 |
928-0 |
928-0 |
940-3 |
|
S3 |
908-0 |
916-0 |
938-4 |
|
S4 |
888-0 |
896-0 |
933-0 |
|
|
Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1013-7 |
999-7 |
947-3 |
|
R3 |
987-3 |
973-3 |
940-0 |
|
R2 |
960-7 |
960-7 |
937-5 |
|
R1 |
946-7 |
946-7 |
935-1 |
940-5 |
PP |
934-3 |
934-3 |
934-3 |
931-2 |
S1 |
920-3 |
920-3 |
930-3 |
914-1 |
S2 |
907-7 |
907-7 |
927-7 |
|
S3 |
881-3 |
893-7 |
925-4 |
|
S4 |
854-7 |
867-3 |
918-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
960-0 |
922-0 |
38-0 |
4.0% |
13-4 |
1.4% |
58% |
True |
False |
28,388 |
10 |
960-0 |
922-0 |
38-0 |
4.0% |
13-3 |
1.4% |
58% |
True |
False |
26,242 |
20 |
1005-4 |
922-0 |
83-4 |
8.8% |
13-0 |
1.4% |
26% |
False |
False |
23,221 |
40 |
1085-0 |
922-0 |
163-0 |
17.3% |
13-1 |
1.4% |
13% |
False |
False |
17,357 |
60 |
1091-0 |
922-0 |
169-0 |
17.9% |
13-6 |
1.5% |
13% |
False |
False |
15,450 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1045-0 |
2.618 |
1012-3 |
1.618 |
992-3 |
1.000 |
980-0 |
0.618 |
972-3 |
HIGH |
960-0 |
0.618 |
952-3 |
0.500 |
950-0 |
0.382 |
947-5 |
LOW |
940-0 |
0.618 |
927-5 |
1.000 |
920-0 |
1.618 |
907-5 |
2.618 |
887-5 |
4.250 |
855-0 |
|
|
Fisher Pivots for day following 09-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
950-0 |
945-0 |
PP |
948-0 |
944-5 |
S1 |
946-0 |
944-3 |
|