CME Pit-Traded Soybean Future May 2010
Trading Metrics calculated at close of trading on 08-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2010 |
08-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
925-4 |
936-4 |
11-0 |
1.2% |
925-4 |
High |
931-0 |
948-0 |
17-0 |
1.8% |
940-4 |
Low |
920-0 |
936-4 |
16-4 |
1.8% |
911-0 |
Close |
924-2 |
940-0 |
15-6 |
1.7% |
924-2 |
Range |
11-0 |
11-4 |
0-4 |
4.5% |
29-4 |
ATR |
16-2 |
16-6 |
0-4 |
3.3% |
0-0 |
Volume |
39,558 |
47,432 |
7,874 |
19.9% |
186,939 |
|
Daily Pivots for day following 08-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
976-0 |
969-4 |
946-3 |
|
R3 |
964-4 |
958-0 |
943-1 |
|
R2 |
953-0 |
953-0 |
942-1 |
|
R1 |
946-4 |
946-4 |
941-0 |
949-6 |
PP |
941-4 |
941-4 |
941-4 |
943-1 |
S1 |
935-0 |
935-0 |
939-0 |
938-2 |
S2 |
930-0 |
930-0 |
937-7 |
|
S3 |
918-4 |
923-4 |
936-7 |
|
S4 |
907-0 |
912-0 |
933-5 |
|
|
Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1013-6 |
998-4 |
940-4 |
|
R3 |
984-2 |
969-0 |
932-3 |
|
R2 |
954-6 |
954-6 |
929-5 |
|
R1 |
939-4 |
939-4 |
927-0 |
932-3 |
PP |
925-2 |
925-2 |
925-2 |
921-6 |
S1 |
910-0 |
910-0 |
921-4 |
902-7 |
S2 |
895-6 |
895-6 |
918-7 |
|
S3 |
866-2 |
880-4 |
916-1 |
|
S4 |
836-6 |
851-0 |
908-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
948-0 |
911-0 |
37-0 |
3.9% |
13-1 |
1.4% |
78% |
True |
False |
41,595 |
10 |
958-0 |
911-0 |
47-0 |
5.0% |
14-0 |
1.5% |
62% |
False |
False |
35,130 |
20 |
1029-4 |
911-0 |
118-4 |
12.6% |
13-6 |
1.5% |
24% |
False |
False |
27,908 |
40 |
1079-4 |
911-0 |
168-4 |
17.9% |
14-0 |
1.5% |
17% |
False |
False |
19,527 |
60 |
1087-4 |
911-0 |
176-4 |
18.8% |
14-5 |
1.6% |
16% |
False |
False |
16,175 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
996-7 |
2.618 |
978-1 |
1.618 |
966-5 |
1.000 |
959-4 |
0.618 |
955-1 |
HIGH |
948-0 |
0.618 |
943-5 |
0.500 |
942-2 |
0.382 |
940-7 |
LOW |
936-4 |
0.618 |
929-3 |
1.000 |
925-0 |
1.618 |
917-7 |
2.618 |
906-3 |
4.250 |
887-5 |
|
|
Fisher Pivots for day following 08-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
942-2 |
936-4 |
PP |
941-4 |
933-0 |
S1 |
940-6 |
929-4 |
|