CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 26-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2010 |
26-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
958-0 |
960-0 |
2-0 |
0.2% |
965-4 |
| High |
959-0 |
970-4 |
11-4 |
1.2% |
988-0 |
| Low |
953-0 |
960-0 |
7-0 |
0.7% |
953-0 |
| Close |
957-4 |
969-0 |
11-4 |
1.2% |
969-0 |
| Range |
6-0 |
10-4 |
4-4 |
75.0% |
35-0 |
| ATR |
15-3 |
15-2 |
-0-1 |
-1.1% |
0-0 |
| Volume |
26,653 |
26,654 |
1 |
0.0% |
137,925 |
|
| Daily Pivots for day following 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
998-0 |
994-0 |
974-6 |
|
| R3 |
987-4 |
983-4 |
971-7 |
|
| R2 |
977-0 |
977-0 |
970-7 |
|
| R1 |
973-0 |
973-0 |
970-0 |
975-0 |
| PP |
966-4 |
966-4 |
966-4 |
967-4 |
| S1 |
962-4 |
962-4 |
968-0 |
964-4 |
| S2 |
956-0 |
956-0 |
967-1 |
|
| S3 |
945-4 |
952-0 |
966-1 |
|
| S4 |
935-0 |
941-4 |
963-2 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1075-0 |
1057-0 |
988-2 |
|
| R3 |
1040-0 |
1022-0 |
978-5 |
|
| R2 |
1005-0 |
1005-0 |
975-3 |
|
| R1 |
987-0 |
987-0 |
972-2 |
996-0 |
| PP |
970-0 |
970-0 |
970-0 |
974-4 |
| S1 |
952-0 |
952-0 |
965-6 |
961-0 |
| S2 |
935-0 |
935-0 |
962-5 |
|
| S3 |
900-0 |
917-0 |
959-3 |
|
| S4 |
865-0 |
882-0 |
949-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
988-0 |
953-0 |
35-0 |
3.6% |
13-0 |
1.3% |
46% |
False |
False |
27,585 |
| 10 |
988-0 |
943-0 |
45-0 |
4.6% |
12-1 |
1.3% |
58% |
False |
False |
26,591 |
| 20 |
988-0 |
922-0 |
66-0 |
6.8% |
12-6 |
1.3% |
71% |
False |
False |
27,349 |
| 40 |
1078-0 |
922-0 |
156-0 |
16.1% |
12-4 |
1.3% |
30% |
False |
False |
21,937 |
| 60 |
1091-0 |
922-0 |
169-0 |
17.4% |
12-6 |
1.3% |
28% |
False |
False |
18,653 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1015-1 |
|
2.618 |
998-0 |
|
1.618 |
987-4 |
|
1.000 |
981-0 |
|
0.618 |
977-0 |
|
HIGH |
970-4 |
|
0.618 |
966-4 |
|
0.500 |
965-2 |
|
0.382 |
964-0 |
|
LOW |
960-0 |
|
0.618 |
953-4 |
|
1.000 |
949-4 |
|
1.618 |
943-0 |
|
2.618 |
932-4 |
|
4.250 |
915-3 |
|
|
| Fisher Pivots for day following 26-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
967-6 |
967-1 |
| PP |
966-4 |
965-3 |
| S1 |
965-2 |
963-4 |
|