CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 26-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2010 |
26-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
945-0 |
944-0 |
-1-0 |
-0.1% |
950-0 |
| High |
945-0 |
951-0 |
6-0 |
0.6% |
978-4 |
| Low |
935-0 |
941-4 |
6-4 |
0.7% |
935-0 |
| Close |
941-4 |
951-0 |
9-4 |
1.0% |
951-0 |
| Range |
10-0 |
9-4 |
-0-4 |
-5.0% |
43-4 |
| ATR |
18-2 |
17-5 |
-0-5 |
-3.4% |
0-0 |
| Volume |
62,137 |
37,834 |
-24,303 |
-39.1% |
319,455 |
|
| Daily Pivots for day following 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
976-3 |
973-1 |
956-2 |
|
| R3 |
966-7 |
963-5 |
953-5 |
|
| R2 |
957-3 |
957-3 |
952-6 |
|
| R1 |
954-1 |
954-1 |
951-7 |
955-6 |
| PP |
947-7 |
947-7 |
947-7 |
948-5 |
| S1 |
944-5 |
944-5 |
950-1 |
946-2 |
| S2 |
938-3 |
938-3 |
949-2 |
|
| S3 |
928-7 |
935-1 |
948-3 |
|
| S4 |
919-3 |
925-5 |
945-6 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1085-3 |
1061-5 |
974-7 |
|
| R3 |
1041-7 |
1018-1 |
963-0 |
|
| R2 |
998-3 |
998-3 |
959-0 |
|
| R1 |
974-5 |
974-5 |
955-0 |
986-4 |
| PP |
954-7 |
954-7 |
954-7 |
960-6 |
| S1 |
931-1 |
931-1 |
947-0 |
943-0 |
| S2 |
911-3 |
911-3 |
943-0 |
|
| S3 |
867-7 |
887-5 |
939-0 |
|
| S4 |
824-3 |
844-1 |
927-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
978-4 |
935-0 |
43-4 |
4.6% |
16-2 |
1.7% |
37% |
False |
False |
63,891 |
| 10 |
978-4 |
926-4 |
52-0 |
5.5% |
14-6 |
1.6% |
47% |
False |
False |
72,272 |
| 20 |
978-4 |
900-0 |
78-4 |
8.3% |
15-7 |
1.7% |
65% |
False |
False |
83,860 |
| 40 |
1074-4 |
900-0 |
174-4 |
18.3% |
15-5 |
1.6% |
29% |
False |
False |
81,513 |
| 60 |
1083-0 |
900-0 |
183-0 |
19.2% |
16-4 |
1.7% |
28% |
False |
False |
68,956 |
| 80 |
1083-0 |
900-0 |
183-0 |
19.2% |
17-4 |
1.8% |
28% |
False |
False |
57,101 |
| 100 |
1083-0 |
890-0 |
193-0 |
20.3% |
16-7 |
1.8% |
32% |
False |
False |
48,107 |
| 120 |
1083-0 |
890-0 |
193-0 |
20.3% |
15-6 |
1.6% |
32% |
False |
False |
41,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
991-3 |
|
2.618 |
975-7 |
|
1.618 |
966-3 |
|
1.000 |
960-4 |
|
0.618 |
956-7 |
|
HIGH |
951-0 |
|
0.618 |
947-3 |
|
0.500 |
946-2 |
|
0.382 |
945-1 |
|
LOW |
941-4 |
|
0.618 |
935-5 |
|
1.000 |
932-0 |
|
1.618 |
926-1 |
|
2.618 |
916-5 |
|
4.250 |
901-1 |
|
|
| Fisher Pivots for day following 26-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
949-3 |
950-4 |
| PP |
947-7 |
950-0 |
| S1 |
946-2 |
949-4 |
|