CME Pit-Traded Soybean Future May 2010
Trading Metrics calculated at close of trading on 22-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2010 |
22-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
950-0 |
958-0 |
8-0 |
0.8% |
963-0 |
High |
957-0 |
970-0 |
13-0 |
1.4% |
975-0 |
Low |
947-0 |
954-0 |
7-0 |
0.7% |
947-0 |
Close |
954-4 |
969-0 |
14-4 |
1.5% |
954-4 |
Range |
10-0 |
16-0 |
6-0 |
60.0% |
28-0 |
ATR |
16-4 |
16-4 |
0-0 |
-0.2% |
0-0 |
Volume |
39,604 |
35,591 |
-4,013 |
-10.1% |
179,301 |
|
Daily Pivots for day following 22-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1012-3 |
1006-5 |
977-6 |
|
R3 |
996-3 |
990-5 |
973-3 |
|
R2 |
980-3 |
980-3 |
971-7 |
|
R1 |
974-5 |
974-5 |
970-4 |
977-4 |
PP |
964-3 |
964-3 |
964-3 |
965-6 |
S1 |
958-5 |
958-5 |
967-4 |
961-4 |
S2 |
948-3 |
948-3 |
966-1 |
|
S3 |
932-3 |
942-5 |
964-5 |
|
S4 |
916-3 |
926-5 |
960-2 |
|
|
Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1042-7 |
1026-5 |
969-7 |
|
R3 |
1014-7 |
998-5 |
962-2 |
|
R2 |
986-7 |
986-7 |
959-5 |
|
R1 |
970-5 |
970-5 |
957-1 |
964-6 |
PP |
958-7 |
958-7 |
958-7 |
955-7 |
S1 |
942-5 |
942-5 |
951-7 |
936-6 |
S2 |
930-7 |
930-7 |
949-3 |
|
S3 |
902-7 |
914-5 |
946-6 |
|
S4 |
874-7 |
886-5 |
939-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
975-0 |
947-0 |
28-0 |
2.9% |
13-1 |
1.4% |
79% |
False |
False |
42,978 |
10 |
975-0 |
930-0 |
45-0 |
4.6% |
14-5 |
1.5% |
87% |
False |
False |
49,259 |
20 |
975-0 |
911-0 |
64-0 |
6.6% |
14-4 |
1.5% |
91% |
False |
False |
40,596 |
40 |
1076-0 |
911-0 |
165-0 |
17.0% |
13-7 |
1.4% |
35% |
False |
False |
27,942 |
60 |
1087-4 |
911-0 |
176-4 |
18.2% |
14-3 |
1.5% |
33% |
False |
False |
22,268 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1038-0 |
2.618 |
1011-7 |
1.618 |
995-7 |
1.000 |
986-0 |
0.618 |
979-7 |
HIGH |
970-0 |
0.618 |
963-7 |
0.500 |
962-0 |
0.382 |
960-1 |
LOW |
954-0 |
0.618 |
944-1 |
1.000 |
938-0 |
1.618 |
928-1 |
2.618 |
912-1 |
4.250 |
886-0 |
|
|
Fisher Pivots for day following 22-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
966-5 |
965-4 |
PP |
964-3 |
962-0 |
S1 |
962-0 |
958-4 |
|