CME Pit-Traded Soybean Future July 2010
Trading Metrics calculated at close of trading on 11-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2010 |
11-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
939-0 |
957-0 |
18-0 |
1.9% |
934-4 |
High |
954-0 |
960-0 |
6-0 |
0.6% |
948-4 |
Low |
939-0 |
951-4 |
12-4 |
1.3% |
922-0 |
Close |
954-4 |
958-6 |
4-2 |
0.4% |
932-6 |
Range |
15-0 |
8-4 |
-6-4 |
-43.3% |
26-4 |
ATR |
16-0 |
15-4 |
-0-4 |
-3.4% |
0-0 |
Volume |
28,019 |
33,221 |
5,202 |
18.6% |
126,541 |
|
Daily Pivots for day following 11-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
982-2 |
979-0 |
963-3 |
|
R3 |
973-6 |
970-4 |
961-1 |
|
R2 |
965-2 |
965-2 |
960-2 |
|
R1 |
962-0 |
962-0 |
959-4 |
963-5 |
PP |
956-6 |
956-6 |
956-6 |
957-4 |
S1 |
953-4 |
953-4 |
958-0 |
955-1 |
S2 |
948-2 |
948-2 |
957-2 |
|
S3 |
939-6 |
945-0 |
956-3 |
|
S4 |
931-2 |
936-4 |
954-1 |
|
|
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 |
930-0 |
30-0 |
3.1% |
12-6 |
1.3% |
96% |
True |
False |
30,677 |
10 |
960-0 |
922-0 |
38-0 |
4.0% |
13-3 |
1.4% |
97% |
True |
False |
28,106 |
20 |
1005-4 |
922-0 |
83-4 |
8.7% |
12-4 |
1.3% |
44% |
False |
False |
24,271 |
40 |
1085-0 |
922-0 |
163-0 |
17.0% |
12-6 |
1.3% |
23% |
False |
False |
18,262 |
60 |
1091-0 |
922-0 |
169-0 |
17.6% |
13-3 |
1.4% |
22% |
False |
False |
16,189 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
996-1 |
2.618 |
982-2 |
1.618 |
973-6 |
1.000 |
968-4 |
0.618 |
965-2 |
HIGH |
960-0 |
0.618 |
956-6 |
0.500 |
955-6 |
0.382 |
954-6 |
LOW |
951-4 |
0.618 |
946-2 |
1.000 |
943-0 |
1.618 |
937-6 |
2.618 |
929-2 |
4.250 |
915-3 |
|
|
Fisher Pivots for day following 11-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
957-6 |
955-5 |
PP |
956-6 |
952-5 |
S1 |
955-6 |
949-4 |
|