CME Pit-Traded Soybean Future September 2010


Trading Metrics calculated at close of trading on 05-Feb-2010
Day Change Summary
Previous Current
04-Feb-2010 05-Feb-2010 Change Change % Previous Week
Open 918-0 914-2 -3-6 -0.4% 913-6
High 918-0 914-2 -3-6 -0.4% 927-4
Low 918-0 914-2 -3-6 -0.4% 912-4
Close 918-0 914-2 -3-6 -0.4% 914-2
Range
ATR 10-0 9-5 -0-4 -4.5% 0-0
Volume 167 508 341 204.2% 1,675
Daily Pivots for day following 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 914-2 914-2 914-2
R3 914-2 914-2 914-2
R2 914-2 914-2 914-2
R1 914-2 914-2 914-2 914-2
PP 914-2 914-2 914-2 914-2
S1 914-2 914-2 914-2 914-2
S2 914-2 914-2 914-2
S3 914-2 914-2 914-2
S4 914-2 914-2 914-2
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 963-1 953-5 922-4
R3 948-1 938-5 918-3
R2 933-1 933-1 917-0
R1 923-5 923-5 915-5 928-3
PP 918-1 918-1 918-1 920-4
S1 908-5 908-5 912-7 913-3
S2 903-1 903-1 911-4
S3 888-1 893-5 910-1
S4 873-1 878-5 906-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 927-4 912-4 15-0 1.6% 0-0 0.0% 12% False False 335
10 939-4 912-4 27-0 3.0% 0-0 0.0% 6% False False 356
20 1012-4 912-4 100-0 10.9% 0-5 0.1% 2% False False 378
40 1049-4 912-4 137-0 15.0% 0-4 0.1% 1% False False 286
60 1059-4 912-4 147-0 16.1% 0-6 0.1% 1% False False 269
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-0
Fibonacci Retracements and Extensions
4.250 914-2
2.618 914-2
1.618 914-2
1.000 914-2
0.618 914-2
HIGH 914-2
0.618 914-2
0.500 914-2
0.382 914-2
LOW 914-2
0.618 914-2
1.000 914-2
1.618 914-2
2.618 914-2
4.250 914-2
Fisher Pivots for day following 05-Feb-2010
Pivot 1 day 3 day
R1 914-2 915-2
PP 914-2 914-7
S1 914-2 914-5

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

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