CME Pit-Traded Soybean Future July 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 |
935-0 |
945-0 |
10-0 |
1.1% |
934-4 |
| High |
939-4 |
956-0 |
16-4 |
1.8% |
948-4 |
| Low |
930-0 |
945-0 |
15-0 |
1.6% |
922-0 |
| Close |
932-6 |
948-0 |
15-2 |
1.6% |
932-6 |
| Range |
9-4 |
11-0 |
1-4 |
15.8% |
26-4 |
| ATR |
15-2 |
15-7 |
0-5 |
3.7% |
0-0 |
| Volume |
31,554 |
33,221 |
1,667 |
5.3% |
126,541 |
|
| Daily Pivots for day following 08-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
982-5 |
976-3 |
954-0 |
|
| R3 |
971-5 |
965-3 |
951-0 |
|
| R2 |
960-5 |
960-5 |
950-0 |
|
| R1 |
954-3 |
954-3 |
949-0 |
957-4 |
| PP |
949-5 |
949-5 |
949-5 |
951-2 |
| S1 |
943-3 |
943-3 |
947-0 |
946-4 |
| S2 |
938-5 |
938-5 |
946-0 |
|
| S3 |
927-5 |
932-3 |
945-0 |
|
| S4 |
916-5 |
921-3 |
942-0 |
|
|
| 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 |
956-0 |
922-0 |
34-0 |
3.6% |
12-0 |
1.3% |
76% |
True |
False |
27,606 |
| 10 |
965-0 |
922-0 |
43-0 |
4.5% |
13-1 |
1.4% |
60% |
False |
False |
25,011 |
| 20 |
1034-4 |
922-0 |
112-4 |
11.9% |
12-5 |
1.3% |
23% |
False |
False |
22,542 |
| 40 |
1085-0 |
922-0 |
163-0 |
17.2% |
13-0 |
1.4% |
16% |
False |
False |
17,027 |
| 60 |
1091-0 |
922-0 |
169-0 |
17.8% |
13-4 |
1.4% |
15% |
False |
False |
15,276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1002-6 |
|
2.618 |
984-6 |
|
1.618 |
973-6 |
|
1.000 |
967-0 |
|
0.618 |
962-6 |
|
HIGH |
956-0 |
|
0.618 |
951-6 |
|
0.500 |
950-4 |
|
0.382 |
949-2 |
|
LOW |
945-0 |
|
0.618 |
938-2 |
|
1.000 |
934-0 |
|
1.618 |
927-2 |
|
2.618 |
916-2 |
|
4.250 |
898-2 |
|
|
| Fisher Pivots for day following 08-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
950-4 |
945-0 |
| PP |
949-5 |
942-0 |
| S1 |
948-7 |
939-0 |
|