CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 17-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2010 |
17-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
955-4 |
959-0 |
3-4 |
0.4% |
925-0 |
| High |
966-0 |
960-0 |
-6-0 |
-0.6% |
948-0 |
| Low |
955-4 |
949-4 |
-6-0 |
-0.6% |
920-0 |
| Close |
965-4 |
951-4 |
-14-0 |
-1.5% |
945-0 |
| Range |
10-4 |
10-4 |
0-0 |
0.0% |
28-0 |
| ATR |
18-3 |
18-2 |
-0-1 |
-0.9% |
0-0 |
| Volume |
80,635 |
82,989 |
2,354 |
2.9% |
544,435 |
|
| Daily Pivots for day following 17-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
985-1 |
978-7 |
957-2 |
|
| R3 |
974-5 |
968-3 |
954-3 |
|
| R2 |
964-1 |
964-1 |
953-3 |
|
| R1 |
957-7 |
957-7 |
952-4 |
955-6 |
| PP |
953-5 |
953-5 |
953-5 |
952-5 |
| S1 |
947-3 |
947-3 |
950-4 |
945-2 |
| S2 |
943-1 |
943-1 |
949-5 |
|
| S3 |
932-5 |
936-7 |
948-5 |
|
| S4 |
922-1 |
926-3 |
945-6 |
|
|
| Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1021-5 |
1011-3 |
960-3 |
|
| R3 |
993-5 |
983-3 |
952-6 |
|
| R2 |
965-5 |
965-5 |
950-1 |
|
| R1 |
955-3 |
955-3 |
947-5 |
960-4 |
| PP |
937-5 |
937-5 |
937-5 |
940-2 |
| S1 |
927-3 |
927-3 |
942-3 |
932-4 |
| S2 |
909-5 |
909-5 |
939-7 |
|
| S3 |
881-5 |
899-3 |
937-2 |
|
| S4 |
853-5 |
871-3 |
929-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
966-0 |
920-0 |
46-0 |
4.8% |
14-4 |
1.5% |
68% |
False |
False |
101,659 |
| 10 |
966-0 |
900-0 |
66-0 |
6.9% |
15-3 |
1.6% |
78% |
False |
False |
97,449 |
| 20 |
966-0 |
900-0 |
66-0 |
6.9% |
15-2 |
1.6% |
78% |
False |
False |
87,035 |
| 40 |
1074-4 |
900-0 |
174-4 |
18.3% |
15-7 |
1.7% |
30% |
False |
False |
78,021 |
| 60 |
1083-0 |
900-0 |
183-0 |
19.2% |
17-0 |
1.8% |
28% |
False |
False |
64,114 |
| 80 |
1083-0 |
900-0 |
183-0 |
19.2% |
17-4 |
1.8% |
28% |
False |
False |
52,698 |
| 100 |
1083-0 |
890-0 |
193-0 |
20.3% |
16-3 |
1.7% |
32% |
False |
False |
43,912 |
| 120 |
1083-0 |
890-0 |
193-0 |
20.3% |
15-4 |
1.6% |
32% |
False |
False |
37,572 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1004-5 |
|
2.618 |
987-4 |
|
1.618 |
977-0 |
|
1.000 |
970-4 |
|
0.618 |
966-4 |
|
HIGH |
960-0 |
|
0.618 |
956-0 |
|
0.500 |
954-6 |
|
0.382 |
953-4 |
|
LOW |
949-4 |
|
0.618 |
943-0 |
|
1.000 |
939-0 |
|
1.618 |
932-4 |
|
2.618 |
922-0 |
|
4.250 |
904-7 |
|
|
| Fisher Pivots for day following 17-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
954-6 |
949-6 |
| PP |
953-5 |
948-0 |
| S1 |
952-5 |
946-2 |
|