CME Pit-Traded Soybean Future July 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 |
934-4 |
936-0 |
1-4 |
0.2% |
963-0 |
High |
940-4 |
948-4 |
8-0 |
0.9% |
965-0 |
Low |
929-0 |
936-0 |
7-0 |
0.8% |
932-4 |
Close |
928-6 |
945-6 |
17-0 |
1.8% |
932-6 |
Range |
11-4 |
12-4 |
1-0 |
8.7% |
32-4 |
ATR |
15-5 |
15-7 |
0-2 |
1.9% |
0-0 |
Volume |
21,732 |
23,463 |
1,731 |
8.0% |
105,102 |
|
Daily Pivots for day following 02-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
980-7 |
975-7 |
952-5 |
|
R3 |
968-3 |
963-3 |
949-2 |
|
R2 |
955-7 |
955-7 |
948-0 |
|
R1 |
950-7 |
950-7 |
946-7 |
953-3 |
PP |
943-3 |
943-3 |
943-3 |
944-6 |
S1 |
938-3 |
938-3 |
944-5 |
940-7 |
S2 |
930-7 |
930-7 |
943-4 |
|
S3 |
918-3 |
925-7 |
942-2 |
|
S4 |
905-7 |
913-3 |
938-7 |
|
|
Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1040-7 |
1019-3 |
950-5 |
|
R3 |
1008-3 |
986-7 |
941-6 |
|
R2 |
975-7 |
975-7 |
938-6 |
|
R1 |
954-3 |
954-3 |
935-6 |
948-7 |
PP |
943-3 |
943-3 |
943-3 |
940-6 |
S1 |
921-7 |
921-7 |
929-6 |
916-3 |
S2 |
910-7 |
910-7 |
926-6 |
|
S3 |
878-3 |
889-3 |
923-6 |
|
S4 |
845-7 |
856-7 |
914-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
958-0 |
929-0 |
29-0 |
3.1% |
13-2 |
1.4% |
58% |
False |
False |
24,096 |
10 |
970-4 |
929-0 |
41-4 |
4.4% |
12-0 |
1.3% |
40% |
False |
False |
21,429 |
20 |
1070-0 |
929-0 |
141-0 |
14.9% |
12-4 |
1.3% |
12% |
False |
False |
19,297 |
40 |
1085-0 |
929-0 |
156-0 |
16.5% |
12-5 |
1.3% |
11% |
False |
False |
15,335 |
60 |
1091-0 |
929-0 |
162-0 |
17.1% |
13-4 |
1.4% |
10% |
False |
False |
14,016 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1001-5 |
2.618 |
981-2 |
1.618 |
968-6 |
1.000 |
961-0 |
0.618 |
956-2 |
HIGH |
948-4 |
0.618 |
943-6 |
0.500 |
942-2 |
0.382 |
940-6 |
LOW |
936-0 |
0.618 |
928-2 |
1.000 |
923-4 |
1.618 |
915-6 |
2.618 |
903-2 |
4.250 |
882-7 |
|
|
Fisher Pivots for day following 02-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
944-5 |
943-7 |
PP |
943-3 |
941-7 |
S1 |
942-2 |
940-0 |
|