CME Pit-Traded Soybean Future July 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 |
957-4 |
965-4 |
8-0 |
0.8% |
969-4 |
| High |
963-4 |
975-4 |
12-0 |
1.2% |
982-0 |
| Low |
956-4 |
962-0 |
5-4 |
0.6% |
956-4 |
| Close |
962-0 |
975-2 |
13-2 |
1.4% |
962-0 |
| Range |
7-0 |
13-4 |
6-4 |
92.9% |
25-4 |
| ATR |
15-0 |
14-7 |
-0-1 |
-0.7% |
0-0 |
| Volume |
21,220 |
13,839 |
-7,381 |
-34.8% |
96,037 |
|
| Daily Pivots for day following 22-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1011-3 |
1006-7 |
982-5 |
|
| R3 |
997-7 |
993-3 |
979-0 |
|
| R2 |
984-3 |
984-3 |
977-6 |
|
| R1 |
979-7 |
979-7 |
976-4 |
982-1 |
| PP |
970-7 |
970-7 |
970-7 |
972-0 |
| S1 |
966-3 |
966-3 |
974-0 |
968-5 |
| S2 |
957-3 |
957-3 |
972-6 |
|
| S3 |
943-7 |
952-7 |
971-4 |
|
| S4 |
930-3 |
939-3 |
967-7 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1043-3 |
1028-1 |
976-0 |
|
| R3 |
1017-7 |
1002-5 |
969-0 |
|
| R2 |
992-3 |
992-3 |
966-5 |
|
| R1 |
977-1 |
977-1 |
964-3 |
972-0 |
| PP |
966-7 |
966-7 |
966-7 |
964-2 |
| S1 |
951-5 |
951-5 |
959-5 |
946-4 |
| S2 |
941-3 |
941-3 |
957-3 |
|
| S3 |
915-7 |
926-1 |
955-0 |
|
| S4 |
890-3 |
900-5 |
948-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
982-0 |
956-4 |
25-4 |
2.6% |
10-3 |
1.1% |
74% |
False |
False |
21,975 |
| 10 |
982-0 |
939-0 |
43-0 |
4.4% |
12-4 |
1.3% |
84% |
False |
False |
26,366 |
| 20 |
982-0 |
922-0 |
60-0 |
6.2% |
12-5 |
1.3% |
89% |
False |
False |
24,765 |
| 40 |
1078-0 |
922-0 |
156-0 |
16.0% |
12-2 |
1.3% |
34% |
False |
False |
19,851 |
| 60 |
1091-0 |
922-0 |
169-0 |
17.3% |
12-6 |
1.3% |
32% |
False |
False |
17,316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1032-7 |
|
2.618 |
1010-7 |
|
1.618 |
997-3 |
|
1.000 |
989-0 |
|
0.618 |
983-7 |
|
HIGH |
975-4 |
|
0.618 |
970-3 |
|
0.500 |
968-6 |
|
0.382 |
967-1 |
|
LOW |
962-0 |
|
0.618 |
953-5 |
|
1.000 |
948-4 |
|
1.618 |
940-1 |
|
2.618 |
926-5 |
|
4.250 |
904-5 |
|
|
| Fisher Pivots for day following 22-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
973-1 |
972-1 |
| PP |
970-7 |
969-1 |
| S1 |
968-6 |
966-0 |
|