CME Pit-Traded Soybean Future March 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 |
903-0 |
916-0 |
13-0 |
1.4% |
916-0 |
| High |
915-4 |
921-0 |
5-4 |
0.6% |
930-0 |
| Low |
900-0 |
909-0 |
9-0 |
1.0% |
900-0 |
| Close |
914-0 |
913-4 |
-0-4 |
-0.1% |
913-4 |
| Range |
15-4 |
12-0 |
-3-4 |
-22.6% |
30-0 |
| ATR |
18-0 |
17-4 |
-0-3 |
-2.4% |
0-0 |
| Volume |
81,861 |
92,907 |
11,046 |
13.5% |
435,712 |
|
| Daily Pivots for day following 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
950-4 |
944-0 |
920-1 |
|
| R3 |
938-4 |
932-0 |
916-6 |
|
| R2 |
926-4 |
926-4 |
915-6 |
|
| R1 |
920-0 |
920-0 |
914-5 |
917-2 |
| PP |
914-4 |
914-4 |
914-4 |
913-1 |
| S1 |
908-0 |
908-0 |
912-3 |
905-2 |
| S2 |
902-4 |
902-4 |
911-2 |
|
| S3 |
890-4 |
896-0 |
910-2 |
|
| S4 |
878-4 |
884-0 |
906-7 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1004-4 |
989-0 |
930-0 |
|
| R3 |
974-4 |
959-0 |
921-6 |
|
| R2 |
944-4 |
944-4 |
919-0 |
|
| R1 |
929-0 |
929-0 |
916-2 |
921-6 |
| PP |
914-4 |
914-4 |
914-4 |
910-7 |
| S1 |
899-0 |
899-0 |
910-6 |
891-6 |
| S2 |
884-4 |
884-4 |
908-0 |
|
| S3 |
854-4 |
869-0 |
905-2 |
|
| S4 |
824-4 |
839-0 |
897-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
930-0 |
900-0 |
30-0 |
3.3% |
16-2 |
1.8% |
45% |
False |
False |
87,142 |
| 10 |
953-0 |
900-0 |
53-0 |
5.8% |
16-4 |
1.8% |
25% |
False |
False |
79,971 |
| 20 |
1024-4 |
900-0 |
124-4 |
13.6% |
15-2 |
1.7% |
11% |
False |
False |
83,276 |
| 40 |
1077-0 |
900-0 |
177-0 |
19.4% |
16-7 |
1.8% |
8% |
False |
False |
69,437 |
| 60 |
1083-0 |
900-0 |
183-0 |
20.0% |
17-3 |
1.9% |
7% |
False |
False |
54,653 |
| 80 |
1083-0 |
900-0 |
183-0 |
20.0% |
17-1 |
1.9% |
7% |
False |
False |
44,778 |
| 100 |
1083-0 |
890-0 |
193-0 |
21.1% |
16-1 |
1.8% |
12% |
False |
False |
37,320 |
| 120 |
1083-0 |
890-0 |
193-0 |
21.1% |
15-2 |
1.7% |
12% |
False |
False |
31,894 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
972-0 |
|
2.618 |
952-3 |
|
1.618 |
940-3 |
|
1.000 |
933-0 |
|
0.618 |
928-3 |
|
HIGH |
921-0 |
|
0.618 |
916-3 |
|
0.500 |
915-0 |
|
0.382 |
913-5 |
|
LOW |
909-0 |
|
0.618 |
901-5 |
|
1.000 |
897-0 |
|
1.618 |
889-5 |
|
2.618 |
877-5 |
|
4.250 |
858-0 |
|
|
| Fisher Pivots for day following 05-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
915-0 |
913-0 |
| PP |
914-4 |
912-4 |
| S1 |
914-0 |
912-0 |
|