CME Pit-Traded Soybean Future July 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 |
922-0 |
935-0 |
13-0 |
1.4% |
934-4 |
| High |
934-2 |
939-4 |
5-2 |
0.6% |
948-4 |
| Low |
922-0 |
930-0 |
8-0 |
0.9% |
922-0 |
| Close |
933-4 |
932-6 |
-0-6 |
-0.1% |
932-6 |
| Range |
12-2 |
9-4 |
-2-6 |
-22.4% |
26-4 |
| ATR |
15-6 |
15-2 |
-0-4 |
-2.8% |
0-0 |
| Volume |
23,113 |
31,554 |
8,441 |
36.5% |
126,541 |
|
| Daily Pivots for day following 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
962-5 |
957-1 |
938-0 |
|
| R3 |
953-1 |
947-5 |
935-3 |
|
| R2 |
943-5 |
943-5 |
934-4 |
|
| R1 |
938-1 |
938-1 |
933-5 |
936-1 |
| PP |
934-1 |
934-1 |
934-1 |
933-0 |
| S1 |
928-5 |
928-5 |
931-7 |
926-5 |
| S2 |
924-5 |
924-5 |
931-0 |
|
| S3 |
915-1 |
919-1 |
930-1 |
|
| S4 |
905-5 |
909-5 |
927-4 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1013-7 |
999-7 |
947-3 |
|
| R3 |
987-3 |
973-3 |
940-0 |
|
| R2 |
960-7 |
960-7 |
937-5 |
|
| R1 |
946-7 |
946-7 |
935-1 |
940-5 |
| PP |
934-3 |
934-3 |
934-3 |
931-2 |
| S1 |
920-3 |
920-3 |
930-3 |
914-1 |
| S2 |
907-7 |
907-7 |
927-7 |
|
| S3 |
881-3 |
893-7 |
925-4 |
|
| S4 |
854-7 |
867-3 |
918-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
948-4 |
922-0 |
26-4 |
2.8% |
12-0 |
1.3% |
41% |
False |
False |
25,308 |
| 10 |
965-0 |
922-0 |
43-0 |
4.6% |
12-6 |
1.4% |
25% |
False |
False |
23,164 |
| 20 |
1034-4 |
922-0 |
112-4 |
12.1% |
12-4 |
1.3% |
10% |
False |
False |
21,691 |
| 40 |
1085-0 |
922-0 |
163-0 |
17.5% |
12-6 |
1.4% |
7% |
False |
False |
16,472 |
| 60 |
1091-0 |
922-0 |
169-0 |
18.1% |
13-5 |
1.5% |
6% |
False |
False |
14,868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
979-7 |
|
2.618 |
964-3 |
|
1.618 |
954-7 |
|
1.000 |
949-0 |
|
0.618 |
945-3 |
|
HIGH |
939-4 |
|
0.618 |
935-7 |
|
0.500 |
934-6 |
|
0.382 |
933-5 |
|
LOW |
930-0 |
|
0.618 |
924-1 |
|
1.000 |
920-4 |
|
1.618 |
914-5 |
|
2.618 |
905-1 |
|
4.250 |
889-5 |
|
|
| Fisher Pivots for day following 05-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
934-6 |
932-5 |
| PP |
934-1 |
932-5 |
| S1 |
933-3 |
932-4 |
|