CME Pit-Traded Soybean Future July 2010
Trading Metrics calculated at close of trading on 10-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2010 |
10-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
960-0 |
939-0 |
-21-0 |
-2.2% |
934-4 |
High |
960-0 |
954-0 |
-6-0 |
-0.6% |
948-4 |
Low |
940-0 |
939-0 |
-1-0 |
-0.1% |
922-0 |
Close |
944-0 |
954-4 |
10-4 |
1.1% |
932-6 |
Range |
20-0 |
15-0 |
-5-0 |
-25.0% |
26-4 |
ATR |
16-1 |
16-0 |
-0-1 |
-0.5% |
0-0 |
Volume |
27,374 |
28,019 |
645 |
2.4% |
126,541 |
|
Daily Pivots for day following 10-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
994-1 |
989-3 |
962-6 |
|
R3 |
979-1 |
974-3 |
958-5 |
|
R2 |
964-1 |
964-1 |
957-2 |
|
R1 |
959-3 |
959-3 |
955-7 |
961-6 |
PP |
949-1 |
949-1 |
949-1 |
950-3 |
S1 |
944-3 |
944-3 |
953-1 |
946-6 |
S2 |
934-1 |
934-1 |
951-6 |
|
S3 |
919-1 |
929-3 |
950-3 |
|
S4 |
904-1 |
914-3 |
946-2 |
|
|
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% |
86% |
False |
False |
28,656 |
10 |
960-0 |
922-0 |
38-0 |
4.0% |
13-5 |
1.4% |
86% |
False |
False |
26,878 |
20 |
1005-4 |
922-0 |
83-4 |
8.7% |
13-0 |
1.4% |
39% |
False |
False |
24,083 |
40 |
1085-0 |
922-0 |
163-0 |
17.1% |
13-1 |
1.4% |
20% |
False |
False |
17,796 |
60 |
1091-0 |
922-0 |
169-0 |
17.7% |
13-4 |
1.4% |
19% |
False |
False |
15,810 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1017-6 |
2.618 |
993-2 |
1.618 |
978-2 |
1.000 |
969-0 |
0.618 |
963-2 |
HIGH |
954-0 |
0.618 |
948-2 |
0.500 |
946-4 |
0.382 |
944-6 |
LOW |
939-0 |
0.618 |
929-6 |
1.000 |
924-0 |
1.618 |
914-6 |
2.618 |
899-6 |
4.250 |
875-2 |
|
|
Fisher Pivots for day following 10-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
951-7 |
952-7 |
PP |
949-1 |
951-1 |
S1 |
946-4 |
949-4 |
|