CME Pit-Traded Soybean Future May 2010
| Trading Metrics calculated at close of trading on 02-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2010 |
02-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
925-4 |
927-0 |
1-4 |
0.2% |
957-4 |
| High |
933-0 |
940-4 |
7-4 |
0.8% |
960-0 |
| Low |
920-4 |
927-0 |
6-4 |
0.7% |
925-0 |
| Close |
920-6 |
936-4 |
15-6 |
1.7% |
924-6 |
| Range |
12-4 |
13-4 |
1-0 |
8.0% |
35-0 |
| ATR |
16-4 |
16-6 |
0-2 |
1.4% |
0-0 |
| Volume |
26,395 |
44,230 |
17,835 |
67.6% |
132,398 |
|
| Daily Pivots for day following 02-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
975-1 |
969-3 |
943-7 |
|
| R3 |
961-5 |
955-7 |
940-2 |
|
| R2 |
948-1 |
948-1 |
939-0 |
|
| R1 |
942-3 |
942-3 |
937-6 |
945-2 |
| PP |
934-5 |
934-5 |
934-5 |
936-1 |
| S1 |
928-7 |
928-7 |
935-2 |
931-6 |
| S2 |
921-1 |
921-1 |
934-0 |
|
| S3 |
907-5 |
915-3 |
932-6 |
|
| S4 |
894-1 |
901-7 |
929-1 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1041-5 |
1018-1 |
944-0 |
|
| R3 |
1006-5 |
983-1 |
934-3 |
|
| R2 |
971-5 |
971-5 |
931-1 |
|
| R1 |
948-1 |
948-1 |
928-0 |
942-3 |
| PP |
936-5 |
936-5 |
936-5 |
933-6 |
| S1 |
913-1 |
913-1 |
921-4 |
907-3 |
| S2 |
901-5 |
901-5 |
918-3 |
|
| S3 |
866-5 |
878-1 |
915-1 |
|
| S4 |
831-5 |
843-1 |
905-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
950-4 |
920-4 |
30-0 |
3.2% |
14-2 |
1.5% |
53% |
False |
False |
32,241 |
| 10 |
965-0 |
920-4 |
44-4 |
4.8% |
13-0 |
1.4% |
36% |
False |
False |
26,989 |
| 20 |
1066-0 |
920-4 |
145-4 |
15.5% |
13-4 |
1.4% |
11% |
False |
False |
22,386 |
| 40 |
1079-4 |
920-4 |
159-0 |
17.0% |
14-1 |
1.5% |
10% |
False |
False |
16,791 |
| 60 |
1087-4 |
920-4 |
167-0 |
17.8% |
14-4 |
1.6% |
10% |
False |
False |
14,089 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
997-7 |
|
2.618 |
975-7 |
|
1.618 |
962-3 |
|
1.000 |
954-0 |
|
0.618 |
948-7 |
|
HIGH |
940-4 |
|
0.618 |
935-3 |
|
0.500 |
933-6 |
|
0.382 |
932-1 |
|
LOW |
927-0 |
|
0.618 |
918-5 |
|
1.000 |
913-4 |
|
1.618 |
905-1 |
|
2.618 |
891-5 |
|
4.250 |
869-5 |
|
|
| Fisher Pivots for day following 02-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
935-5 |
935-1 |
| PP |
934-5 |
933-7 |
| S1 |
933-6 |
932-4 |
|