CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 24-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2010 |
24-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
956-0 |
958-0 |
2-0 |
0.2% |
955-4 |
| High |
978-4 |
964-0 |
-14-4 |
-1.5% |
966-0 |
| Low |
952-0 |
945-4 |
-6-4 |
-0.7% |
938-0 |
| Close |
952-4 |
955-4 |
3-0 |
0.3% |
945-0 |
| Range |
26-4 |
18-4 |
-8-0 |
-30.2% |
28-0 |
| ATR |
18-0 |
18-1 |
0-0 |
0.2% |
0-0 |
| Volume |
78,385 |
90,583 |
12,198 |
15.6% |
295,257 |
|
| Daily Pivots for day following 24-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1010-4 |
1001-4 |
965-5 |
|
| R3 |
992-0 |
983-0 |
960-5 |
|
| R2 |
973-4 |
973-4 |
958-7 |
|
| R1 |
964-4 |
964-4 |
957-2 |
959-6 |
| PP |
955-0 |
955-0 |
955-0 |
952-5 |
| S1 |
946-0 |
946-0 |
953-6 |
941-2 |
| S2 |
936-4 |
936-4 |
952-1 |
|
| S3 |
918-0 |
927-4 |
950-3 |
|
| S4 |
899-4 |
909-0 |
945-3 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1033-5 |
1017-3 |
960-3 |
|
| R3 |
1005-5 |
989-3 |
952-6 |
|
| R2 |
977-5 |
977-5 |
950-1 |
|
| R1 |
961-3 |
961-3 |
947-5 |
955-4 |
| PP |
949-5 |
949-5 |
949-5 |
946-6 |
| S1 |
933-3 |
933-3 |
942-3 |
927-4 |
| S2 |
921-5 |
921-5 |
939-7 |
|
| S3 |
893-5 |
905-3 |
937-2 |
|
| S4 |
865-5 |
877-3 |
929-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
978-4 |
938-0 |
40-4 |
4.2% |
17-2 |
1.8% |
43% |
False |
False |
70,223 |
| 10 |
978-4 |
920-0 |
58-4 |
6.1% |
15-7 |
1.7% |
61% |
False |
False |
85,941 |
| 20 |
978-4 |
900-0 |
78-4 |
8.2% |
16-3 |
1.7% |
71% |
False |
False |
86,608 |
| 40 |
1074-4 |
900-0 |
174-4 |
18.3% |
16-1 |
1.7% |
32% |
False |
False |
81,099 |
| 60 |
1083-0 |
900-0 |
183-0 |
19.2% |
16-7 |
1.8% |
30% |
False |
False |
67,938 |
| 80 |
1083-0 |
900-0 |
183-0 |
19.2% |
17-4 |
1.8% |
30% |
False |
False |
56,210 |
| 100 |
1083-0 |
890-0 |
193-0 |
20.2% |
17-0 |
1.8% |
34% |
False |
False |
47,232 |
| 120 |
1083-0 |
890-0 |
193-0 |
20.2% |
15-6 |
1.6% |
34% |
False |
False |
40,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1042-5 |
|
2.618 |
1012-3 |
|
1.618 |
993-7 |
|
1.000 |
982-4 |
|
0.618 |
975-3 |
|
HIGH |
964-0 |
|
0.618 |
956-7 |
|
0.500 |
954-6 |
|
0.382 |
952-5 |
|
LOW |
945-4 |
|
0.618 |
934-1 |
|
1.000 |
927-0 |
|
1.618 |
915-5 |
|
2.618 |
897-1 |
|
4.250 |
866-7 |
|
|
| Fisher Pivots for day following 24-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
955-2 |
961-6 |
| PP |
955-0 |
959-5 |
| S1 |
954-6 |
957-5 |
|