CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 16-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2010 |
16-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
947-0 |
969-4 |
22-4 |
2.4% |
945-0 |
| High |
961-0 |
982-0 |
21-0 |
2.2% |
961-0 |
| Low |
943-0 |
969-4 |
26-4 |
2.8% |
939-0 |
| Close |
960-6 |
981-6 |
21-0 |
2.2% |
960-6 |
| Range |
18-0 |
12-4 |
-5-4 |
-30.6% |
22-0 |
| ATR |
15-5 |
16-1 |
0-3 |
2.5% |
0-0 |
| Volume |
31,954 |
25,077 |
-6,877 |
-21.5% |
153,789 |
|
| Daily Pivots for day following 16-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1015-2 |
1011-0 |
988-5 |
|
| R3 |
1002-6 |
998-4 |
985-2 |
|
| R2 |
990-2 |
990-2 |
984-0 |
|
| R1 |
986-0 |
986-0 |
982-7 |
988-1 |
| PP |
977-6 |
977-6 |
977-6 |
978-6 |
| S1 |
973-4 |
973-4 |
980-5 |
975-5 |
| S2 |
965-2 |
965-2 |
979-4 |
|
| S3 |
952-6 |
961-0 |
978-2 |
|
| S4 |
940-2 |
948-4 |
974-7 |
|
|
| 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 |
982-0 |
939-0 |
43-0 |
4.4% |
14-6 |
1.5% |
99% |
True |
False |
29,129 |
| 10 |
982-0 |
922-0 |
60-0 |
6.1% |
13-3 |
1.4% |
100% |
True |
False |
28,367 |
| 20 |
983-0 |
922-0 |
61-0 |
6.2% |
12-4 |
1.3% |
98% |
False |
False |
24,941 |
| 40 |
1078-0 |
922-0 |
156-0 |
15.9% |
12-7 |
1.3% |
38% |
False |
False |
18,938 |
| 60 |
1091-0 |
922-0 |
169-0 |
17.2% |
13-2 |
1.4% |
35% |
False |
False |
16,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1035-1 |
|
2.618 |
1014-6 |
|
1.618 |
1002-2 |
|
1.000 |
994-4 |
|
0.618 |
989-6 |
|
HIGH |
982-0 |
|
0.618 |
977-2 |
|
0.500 |
975-6 |
|
0.382 |
974-2 |
|
LOW |
969-4 |
|
0.618 |
961-6 |
|
1.000 |
957-0 |
|
1.618 |
949-2 |
|
2.618 |
936-6 |
|
4.250 |
916-3 |
|
|
| Fisher Pivots for day following 16-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
979-6 |
975-3 |
| PP |
977-6 |
968-7 |
| S1 |
975-6 |
962-4 |
|