CME Pit-Traded Soybean Future May 2010
Trading Metrics calculated at close of trading on 23-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2010 |
23-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
958-0 |
962-0 |
4-0 |
0.4% |
963-0 |
High |
970-0 |
984-4 |
14-4 |
1.5% |
975-0 |
Low |
954-0 |
958-4 |
4-4 |
0.5% |
947-0 |
Close |
969-0 |
959-4 |
-9-4 |
-1.0% |
954-4 |
Range |
16-0 |
26-0 |
10-0 |
62.5% |
28-0 |
ATR |
16-4 |
17-1 |
0-5 |
4.1% |
0-0 |
Volume |
35,591 |
70,550 |
34,959 |
98.2% |
179,301 |
|
Daily Pivots for day following 23-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1045-4 |
1028-4 |
973-6 |
|
R3 |
1019-4 |
1002-4 |
966-5 |
|
R2 |
993-4 |
993-4 |
964-2 |
|
R1 |
976-4 |
976-4 |
961-7 |
972-0 |
PP |
967-4 |
967-4 |
967-4 |
965-2 |
S1 |
950-4 |
950-4 |
957-1 |
946-0 |
S2 |
941-4 |
941-4 |
954-6 |
|
S3 |
915-4 |
924-4 |
952-3 |
|
S4 |
889-4 |
898-4 |
945-2 |
|
|
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 |
984-4 |
947-0 |
37-4 |
3.9% |
15-7 |
1.7% |
33% |
True |
False |
48,037 |
10 |
984-4 |
930-0 |
54-4 |
5.7% |
16-0 |
1.7% |
54% |
True |
False |
51,571 |
20 |
984-4 |
911-0 |
73-4 |
7.7% |
15-0 |
1.6% |
66% |
True |
False |
43,350 |
40 |
1076-0 |
911-0 |
165-0 |
17.2% |
14-3 |
1.5% |
29% |
False |
False |
29,405 |
60 |
1087-4 |
911-0 |
176-4 |
18.4% |
14-5 |
1.5% |
27% |
False |
False |
23,320 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1095-0 |
2.618 |
1052-5 |
1.618 |
1026-5 |
1.000 |
1010-4 |
0.618 |
1000-5 |
HIGH |
984-4 |
0.618 |
974-5 |
0.500 |
971-4 |
0.382 |
968-3 |
LOW |
958-4 |
0.618 |
942-3 |
1.000 |
932-4 |
1.618 |
916-3 |
2.618 |
890-3 |
4.250 |
848-0 |
|
|
Fisher Pivots for day following 23-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
971-4 |
965-6 |
PP |
967-4 |
963-5 |
S1 |
963-4 |
961-5 |
|