CME Pit-Traded Soybean Future July 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 |
965-4 |
968-0 |
2-4 |
0.3% |
969-4 |
| High |
975-4 |
988-0 |
12-4 |
1.3% |
982-0 |
| Low |
962-0 |
965-0 |
3-0 |
0.3% |
956-4 |
| Close |
975-2 |
965-4 |
-9-6 |
-1.0% |
962-0 |
| Range |
13-4 |
23-0 |
9-4 |
70.4% |
25-4 |
| ATR |
14-7 |
15-4 |
0-5 |
3.9% |
0-0 |
| Volume |
13,839 |
25,058 |
11,219 |
81.1% |
96,037 |
|
| Daily Pivots for day following 23-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1041-7 |
1026-5 |
978-1 |
|
| R3 |
1018-7 |
1003-5 |
971-7 |
|
| R2 |
995-7 |
995-7 |
969-6 |
|
| R1 |
980-5 |
980-5 |
967-5 |
976-6 |
| PP |
972-7 |
972-7 |
972-7 |
970-7 |
| S1 |
957-5 |
957-5 |
963-3 |
953-6 |
| S2 |
949-7 |
949-7 |
961-2 |
|
| S3 |
926-7 |
934-5 |
959-1 |
|
| S4 |
903-7 |
911-5 |
952-7 |
|
|
| 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 |
988-0 |
956-4 |
31-4 |
3.3% |
12-4 |
1.3% |
29% |
True |
False |
21,971 |
| 10 |
988-0 |
939-0 |
49-0 |
5.1% |
13-5 |
1.4% |
54% |
True |
False |
25,550 |
| 20 |
988-0 |
922-0 |
66-0 |
6.8% |
13-3 |
1.4% |
66% |
True |
False |
25,280 |
| 40 |
1078-0 |
922-0 |
156-0 |
16.2% |
12-6 |
1.3% |
28% |
False |
False |
20,013 |
| 60 |
1091-0 |
922-0 |
169-0 |
17.5% |
12-7 |
1.3% |
26% |
False |
False |
17,524 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1085-6 |
|
2.618 |
1048-2 |
|
1.618 |
1025-2 |
|
1.000 |
1011-0 |
|
0.618 |
1002-2 |
|
HIGH |
988-0 |
|
0.618 |
979-2 |
|
0.500 |
976-4 |
|
0.382 |
973-6 |
|
LOW |
965-0 |
|
0.618 |
950-6 |
|
1.000 |
942-0 |
|
1.618 |
927-6 |
|
2.618 |
904-6 |
|
4.250 |
867-2 |
|
|
| Fisher Pivots for day following 23-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
976-4 |
972-2 |
| PP |
972-7 |
970-0 |
| S1 |
969-1 |
967-6 |
|