CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 01-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2010 |
01-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
933-0 |
916-0 |
-17-0 |
-1.8% |
951-0 |
| High |
935-0 |
924-0 |
-11-0 |
-1.2% |
953-0 |
| Low |
913-0 |
909-4 |
-3-4 |
-0.4% |
913-0 |
| Close |
914-0 |
909-6 |
-4-2 |
-0.5% |
914-0 |
| Range |
22-0 |
14-4 |
-7-4 |
-34.1% |
40-0 |
| ATR |
18-1 |
17-7 |
-0-2 |
-1.4% |
0-0 |
| Volume |
82,360 |
85,062 |
2,702 |
3.3% |
364,007 |
|
| Daily Pivots for day following 01-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
957-7 |
948-3 |
917-6 |
|
| R3 |
943-3 |
933-7 |
913-6 |
|
| R2 |
928-7 |
928-7 |
912-3 |
|
| R1 |
919-3 |
919-3 |
911-1 |
916-7 |
| PP |
914-3 |
914-3 |
914-3 |
913-2 |
| S1 |
904-7 |
904-7 |
908-3 |
902-3 |
| S2 |
899-7 |
899-7 |
907-1 |
|
| S3 |
885-3 |
890-3 |
905-6 |
|
| S4 |
870-7 |
875-7 |
901-6 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1046-5 |
1020-3 |
936-0 |
|
| R3 |
1006-5 |
980-3 |
925-0 |
|
| R2 |
966-5 |
966-5 |
921-3 |
|
| R1 |
940-3 |
940-3 |
917-5 |
933-4 |
| PP |
926-5 |
926-5 |
926-5 |
923-2 |
| S1 |
900-3 |
900-3 |
910-3 |
893-4 |
| S2 |
886-5 |
886-5 |
906-5 |
|
| S3 |
846-5 |
860-3 |
903-0 |
|
| S4 |
806-5 |
820-3 |
892-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
948-4 |
909-4 |
39-0 |
4.3% |
16-2 |
1.8% |
1% |
False |
True |
78,981 |
| 10 |
974-4 |
909-4 |
65-0 |
7.1% |
14-0 |
1.5% |
0% |
False |
True |
75,886 |
| 20 |
1074-4 |
909-4 |
165-0 |
18.1% |
15-5 |
1.7% |
0% |
False |
True |
81,048 |
| 40 |
1077-0 |
909-4 |
167-4 |
18.4% |
16-5 |
1.8% |
0% |
False |
True |
63,969 |
| 60 |
1083-0 |
909-4 |
173-4 |
19.1% |
17-4 |
1.9% |
0% |
False |
True |
50,252 |
| 80 |
1083-0 |
909-4 |
173-4 |
19.1% |
17-2 |
1.9% |
0% |
False |
True |
40,953 |
| 100 |
1083-0 |
890-0 |
193-0 |
21.2% |
15-7 |
1.7% |
10% |
False |
False |
34,128 |
| 120 |
1083-0 |
890-0 |
193-0 |
21.2% |
15-3 |
1.7% |
10% |
False |
False |
29,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
985-5 |
|
2.618 |
962-0 |
|
1.618 |
947-4 |
|
1.000 |
938-4 |
|
0.618 |
933-0 |
|
HIGH |
924-0 |
|
0.618 |
918-4 |
|
0.500 |
916-6 |
|
0.382 |
915-0 |
|
LOW |
909-4 |
|
0.618 |
900-4 |
|
1.000 |
895-0 |
|
1.618 |
886-0 |
|
2.618 |
871-4 |
|
4.250 |
847-7 |
|
|
| Fisher Pivots for day following 01-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
916-6 |
922-4 |
| PP |
914-3 |
918-2 |
| S1 |
912-1 |
914-0 |
|