CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 04-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2010 |
04-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
924-0 |
903-0 |
-21-0 |
-2.3% |
951-0 |
| High |
924-0 |
915-4 |
-8-4 |
-0.9% |
953-0 |
| Low |
908-0 |
900-0 |
-8-0 |
-0.9% |
913-0 |
| Close |
908-0 |
914-0 |
6-0 |
0.7% |
914-0 |
| Range |
16-0 |
15-4 |
-0-4 |
-3.1% |
40-0 |
| ATR |
18-1 |
18-0 |
-0-2 |
-1.0% |
0-0 |
| Volume |
91,665 |
81,861 |
-9,804 |
-10.7% |
364,007 |
|
| Daily Pivots for day following 04-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
956-3 |
950-5 |
922-4 |
|
| R3 |
940-7 |
935-1 |
918-2 |
|
| R2 |
925-3 |
925-3 |
916-7 |
|
| R1 |
919-5 |
919-5 |
915-3 |
922-4 |
| PP |
909-7 |
909-7 |
909-7 |
911-2 |
| S1 |
904-1 |
904-1 |
912-5 |
907-0 |
| S2 |
894-3 |
894-3 |
911-1 |
|
| S3 |
878-7 |
888-5 |
909-6 |
|
| S4 |
863-3 |
873-1 |
905-4 |
|
|
| 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 |
935-0 |
900-0 |
35-0 |
3.8% |
18-2 |
2.0% |
40% |
False |
True |
85,033 |
| 10 |
955-4 |
900-0 |
55-4 |
6.1% |
16-0 |
1.8% |
25% |
False |
True |
77,069 |
| 20 |
1048-4 |
900-0 |
148-4 |
16.2% |
16-0 |
1.7% |
9% |
False |
True |
82,208 |
| 40 |
1077-0 |
900-0 |
177-0 |
19.4% |
16-7 |
1.8% |
8% |
False |
True |
68,264 |
| 60 |
1083-0 |
900-0 |
183-0 |
20.0% |
17-3 |
1.9% |
8% |
False |
True |
53,408 |
| 80 |
1083-0 |
900-0 |
183-0 |
20.0% |
17-1 |
1.9% |
8% |
False |
True |
43,777 |
| 100 |
1083-0 |
890-0 |
193-0 |
21.1% |
16-1 |
1.8% |
12% |
False |
False |
36,467 |
| 120 |
1083-0 |
890-0 |
193-0 |
21.1% |
15-2 |
1.7% |
12% |
False |
False |
31,161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
981-3 |
|
2.618 |
956-1 |
|
1.618 |
940-5 |
|
1.000 |
931-0 |
|
0.618 |
925-1 |
|
HIGH |
915-4 |
|
0.618 |
909-5 |
|
0.500 |
907-6 |
|
0.382 |
905-7 |
|
LOW |
900-0 |
|
0.618 |
890-3 |
|
1.000 |
884-4 |
|
1.618 |
874-7 |
|
2.618 |
859-3 |
|
4.250 |
834-1 |
|
|
| Fisher Pivots for day following 04-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
911-7 |
915-0 |
| PP |
909-7 |
914-5 |
| S1 |
907-6 |
914-3 |
|