CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 03-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2010 |
03-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
907-0 |
924-0 |
17-0 |
1.9% |
951-0 |
| High |
930-0 |
924-0 |
-6-0 |
-0.6% |
953-0 |
| Low |
907-0 |
908-0 |
1-0 |
0.1% |
913-0 |
| Close |
925-4 |
908-0 |
-17-4 |
-1.9% |
914-0 |
| Range |
23-0 |
16-0 |
-7-0 |
-30.4% |
40-0 |
| ATR |
18-2 |
18-1 |
0-0 |
-0.3% |
0-0 |
| Volume |
84,217 |
91,665 |
7,448 |
8.8% |
364,007 |
|
| Daily Pivots for day following 03-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
961-3 |
950-5 |
916-6 |
|
| R3 |
945-3 |
934-5 |
912-3 |
|
| R2 |
929-3 |
929-3 |
910-7 |
|
| R1 |
918-5 |
918-5 |
909-4 |
916-0 |
| PP |
913-3 |
913-3 |
913-3 |
912-0 |
| S1 |
902-5 |
902-5 |
906-4 |
900-0 |
| S2 |
897-3 |
897-3 |
905-1 |
|
| S3 |
881-3 |
886-5 |
903-5 |
|
| S4 |
865-3 |
870-5 |
899-2 |
|
|
| 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 |
935-4 |
907-0 |
28-4 |
3.1% |
17-7 |
2.0% |
4% |
False |
False |
83,291 |
| 10 |
959-0 |
907-0 |
52-0 |
5.7% |
15-3 |
1.7% |
2% |
False |
False |
77,991 |
| 20 |
1062-0 |
907-0 |
155-0 |
17.1% |
15-6 |
1.7% |
1% |
False |
False |
81,635 |
| 40 |
1077-0 |
907-0 |
170-0 |
18.7% |
16-6 |
1.8% |
1% |
False |
False |
66,790 |
| 60 |
1083-0 |
907-0 |
176-0 |
19.4% |
17-3 |
1.9% |
1% |
False |
False |
52,429 |
| 80 |
1083-0 |
907-0 |
176-0 |
19.4% |
17-3 |
1.9% |
1% |
False |
False |
42,866 |
| 100 |
1083-0 |
890-0 |
193-0 |
21.3% |
16-0 |
1.8% |
9% |
False |
False |
35,725 |
| 120 |
1083-0 |
890-0 |
193-0 |
21.3% |
15-3 |
1.7% |
9% |
False |
False |
30,508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
992-0 |
|
2.618 |
965-7 |
|
1.618 |
949-7 |
|
1.000 |
940-0 |
|
0.618 |
933-7 |
|
HIGH |
924-0 |
|
0.618 |
917-7 |
|
0.500 |
916-0 |
|
0.382 |
914-1 |
|
LOW |
908-0 |
|
0.618 |
898-1 |
|
1.000 |
892-0 |
|
1.618 |
882-1 |
|
2.618 |
866-1 |
|
4.250 |
840-0 |
|
|
| Fisher Pivots for day following 03-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
916-0 |
918-4 |
| PP |
913-3 |
915-0 |
| S1 |
910-5 |
911-4 |
|