CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 11-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2010 |
11-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
920-4 |
945-0 |
24-4 |
2.7% |
916-0 |
| High |
939-0 |
947-0 |
8-0 |
0.9% |
930-0 |
| Low |
920-0 |
936-0 |
16-0 |
1.7% |
900-0 |
| Close |
937-4 |
943-0 |
5-4 |
0.6% |
913-4 |
| Range |
19-0 |
11-0 |
-8-0 |
-42.1% |
30-0 |
| ATR |
18-4 |
18-0 |
-0-4 |
-2.9% |
0-0 |
| Volume |
120,623 |
116,039 |
-4,584 |
-3.8% |
435,712 |
|
| Daily Pivots for day following 11-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
975-0 |
970-0 |
949-0 |
|
| R3 |
964-0 |
959-0 |
946-0 |
|
| R2 |
953-0 |
953-0 |
945-0 |
|
| R1 |
948-0 |
948-0 |
944-0 |
945-0 |
| PP |
942-0 |
942-0 |
942-0 |
940-4 |
| S1 |
937-0 |
937-0 |
942-0 |
934-0 |
| S2 |
931-0 |
931-0 |
941-0 |
|
| S3 |
920-0 |
926-0 |
940-0 |
|
| S4 |
909-0 |
915-0 |
937-0 |
|
|
| 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 |
947-0 |
909-0 |
38-0 |
4.0% |
15-7 |
1.7% |
89% |
True |
False |
105,866 |
| 10 |
947-0 |
900-0 |
47-0 |
5.0% |
17-0 |
1.8% |
91% |
True |
False |
95,449 |
| 20 |
993-0 |
900-0 |
93-0 |
9.9% |
15-2 |
1.6% |
46% |
False |
False |
86,119 |
| 40 |
1077-0 |
900-0 |
177-0 |
18.8% |
16-4 |
1.7% |
24% |
False |
False |
74,919 |
| 60 |
1083-0 |
900-0 |
183-0 |
19.4% |
17-3 |
1.8% |
23% |
False |
False |
60,556 |
| 80 |
1083-0 |
900-0 |
183-0 |
19.4% |
17-4 |
1.9% |
23% |
False |
False |
49,618 |
| 100 |
1083-0 |
890-0 |
193-0 |
20.5% |
16-1 |
1.7% |
27% |
False |
False |
41,377 |
| 120 |
1083-0 |
890-0 |
193-0 |
20.5% |
15-4 |
1.6% |
27% |
False |
False |
35,396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
993-6 |
|
2.618 |
975-6 |
|
1.618 |
964-6 |
|
1.000 |
958-0 |
|
0.618 |
953-6 |
|
HIGH |
947-0 |
|
0.618 |
942-6 |
|
0.500 |
941-4 |
|
0.382 |
940-2 |
|
LOW |
936-0 |
|
0.618 |
929-2 |
|
1.000 |
925-0 |
|
1.618 |
918-2 |
|
2.618 |
907-2 |
|
4.250 |
889-2 |
|
|
| Fisher Pivots for day following 11-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
942-4 |
939-7 |
| PP |
942-0 |
936-5 |
| S1 |
941-4 |
933-4 |
|