CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 12-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2010 |
12-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
957-0 |
947-0 |
-10-0 |
-1.0% |
945-0 |
| High |
960-0 |
961-0 |
1-0 |
0.1% |
961-0 |
| Low |
951-4 |
943-0 |
-8-4 |
-0.9% |
939-0 |
| Close |
958-6 |
960-6 |
2-0 |
0.2% |
960-6 |
| Range |
8-4 |
18-0 |
9-4 |
111.8% |
22-0 |
| ATR |
15-4 |
15-5 |
0-1 |
1.1% |
0-0 |
| Volume |
33,221 |
31,954 |
-1,267 |
-3.8% |
153,789 |
|
| Daily Pivots for day following 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1008-7 |
1002-7 |
970-5 |
|
| R3 |
990-7 |
984-7 |
965-6 |
|
| R2 |
972-7 |
972-7 |
964-0 |
|
| R1 |
966-7 |
966-7 |
962-3 |
969-7 |
| PP |
954-7 |
954-7 |
954-7 |
956-4 |
| S1 |
948-7 |
948-7 |
959-1 |
951-7 |
| S2 |
936-7 |
936-7 |
957-4 |
|
| S3 |
918-7 |
930-7 |
955-6 |
|
| S4 |
900-7 |
912-7 |
950-7 |
|
|
| Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1019-5 |
1012-1 |
972-7 |
|
| R3 |
997-5 |
990-1 |
966-6 |
|
| R2 |
975-5 |
975-5 |
964-6 |
|
| R1 |
968-1 |
968-1 |
962-6 |
971-7 |
| PP |
953-5 |
953-5 |
953-5 |
955-4 |
| S1 |
946-1 |
946-1 |
958-6 |
949-7 |
| S2 |
931-5 |
931-5 |
956-6 |
|
| S3 |
909-5 |
924-1 |
954-6 |
|
| S4 |
887-5 |
902-1 |
948-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
961-0 |
939-0 |
22-0 |
2.3% |
14-4 |
1.5% |
99% |
True |
False |
30,757 |
| 10 |
961-0 |
922-0 |
39-0 |
4.1% |
13-2 |
1.4% |
99% |
True |
False |
28,033 |
| 20 |
995-4 |
922-0 |
73-4 |
7.7% |
12-4 |
1.3% |
53% |
False |
False |
24,824 |
| 40 |
1085-0 |
922-0 |
163-0 |
17.0% |
12-7 |
1.3% |
24% |
False |
False |
18,730 |
| 60 |
1091-0 |
922-0 |
169-0 |
17.6% |
13-4 |
1.4% |
23% |
False |
False |
16,565 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1037-4 |
|
2.618 |
1008-1 |
|
1.618 |
990-1 |
|
1.000 |
979-0 |
|
0.618 |
972-1 |
|
HIGH |
961-0 |
|
0.618 |
954-1 |
|
0.500 |
952-0 |
|
0.382 |
949-7 |
|
LOW |
943-0 |
|
0.618 |
931-7 |
|
1.000 |
925-0 |
|
1.618 |
913-7 |
|
2.618 |
895-7 |
|
4.250 |
866-4 |
|
|
| Fisher Pivots for day following 12-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
957-7 |
957-1 |
| PP |
954-7 |
953-5 |
| S1 |
952-0 |
950-0 |
|