CME Pit-Traded Soybean Future March 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 |
945-0 |
933-0 |
-12-0 |
-1.3% |
925-0 |
| High |
947-0 |
948-0 |
1-0 |
0.1% |
948-0 |
| Low |
936-0 |
926-4 |
-9-4 |
-1.0% |
920-0 |
| Close |
943-0 |
945-0 |
2-0 |
0.2% |
945-0 |
| Range |
11-0 |
21-4 |
10-4 |
95.5% |
28-0 |
| ATR |
18-0 |
18-2 |
0-2 |
1.4% |
0-0 |
| Volume |
116,039 |
108,012 |
-8,027 |
-6.9% |
544,435 |
|
| Daily Pivots for day following 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1004-3 |
996-1 |
956-7 |
|
| R3 |
982-7 |
974-5 |
950-7 |
|
| R2 |
961-3 |
961-3 |
949-0 |
|
| R1 |
953-1 |
953-1 |
947-0 |
957-2 |
| PP |
939-7 |
939-7 |
939-7 |
941-7 |
| S1 |
931-5 |
931-5 |
943-0 |
935-6 |
| S2 |
918-3 |
918-3 |
941-0 |
|
| S3 |
896-7 |
910-1 |
939-1 |
|
| S4 |
875-3 |
888-5 |
933-1 |
|
|
| Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1021-5 |
1011-3 |
960-3 |
|
| R3 |
993-5 |
983-3 |
952-6 |
|
| R2 |
965-5 |
965-5 |
950-1 |
|
| R1 |
955-3 |
955-3 |
947-5 |
960-4 |
| PP |
937-5 |
937-5 |
937-5 |
940-2 |
| S1 |
927-3 |
927-3 |
942-3 |
932-4 |
| S2 |
909-5 |
909-5 |
939-7 |
|
| S3 |
881-5 |
899-3 |
937-2 |
|
| S4 |
853-5 |
871-3 |
929-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
948-0 |
920-0 |
28-0 |
3.0% |
17-6 |
1.9% |
89% |
True |
False |
108,887 |
| 10 |
948-0 |
900-0 |
48-0 |
5.1% |
17-0 |
1.8% |
94% |
True |
False |
98,014 |
| 20 |
986-0 |
900-0 |
86-0 |
9.1% |
15-4 |
1.6% |
52% |
False |
False |
86,697 |
| 40 |
1077-0 |
900-0 |
177-0 |
18.7% |
16-5 |
1.8% |
25% |
False |
False |
76,333 |
| 60 |
1083-0 |
900-0 |
183-0 |
19.4% |
17-3 |
1.8% |
25% |
False |
False |
62,087 |
| 80 |
1083-0 |
900-0 |
183-0 |
19.4% |
17-5 |
1.9% |
25% |
False |
False |
50,880 |
| 100 |
1083-0 |
890-0 |
193-0 |
20.4% |
16-3 |
1.7% |
28% |
False |
False |
42,401 |
| 120 |
1083-0 |
890-0 |
193-0 |
20.4% |
15-4 |
1.6% |
28% |
False |
False |
36,270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1039-3 |
|
2.618 |
1004-2 |
|
1.618 |
982-6 |
|
1.000 |
969-4 |
|
0.618 |
961-2 |
|
HIGH |
948-0 |
|
0.618 |
939-6 |
|
0.500 |
937-2 |
|
0.382 |
934-6 |
|
LOW |
926-4 |
|
0.618 |
913-2 |
|
1.000 |
905-0 |
|
1.618 |
891-6 |
|
2.618 |
870-2 |
|
4.250 |
835-1 |
|
|
| Fisher Pivots for day following 12-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
942-3 |
941-3 |
| PP |
939-7 |
937-5 |
| S1 |
937-2 |
934-0 |
|