CME Pit-Traded Soybean Future March 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 |
933-0 |
955-4 |
22-4 |
2.4% |
925-0 |
| High |
948-0 |
966-0 |
18-0 |
1.9% |
948-0 |
| Low |
926-4 |
955-4 |
29-0 |
3.1% |
920-0 |
| Close |
945-0 |
965-4 |
20-4 |
2.2% |
945-0 |
| Range |
21-4 |
10-4 |
-11-0 |
-51.2% |
28-0 |
| ATR |
18-2 |
18-3 |
0-2 |
1.1% |
0-0 |
| Volume |
108,012 |
80,635 |
-27,377 |
-25.3% |
544,435 |
|
| Daily Pivots for day following 16-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
993-7 |
990-1 |
971-2 |
|
| R3 |
983-3 |
979-5 |
968-3 |
|
| R2 |
972-7 |
972-7 |
967-3 |
|
| R1 |
969-1 |
969-1 |
966-4 |
971-0 |
| PP |
962-3 |
962-3 |
962-3 |
963-2 |
| S1 |
958-5 |
958-5 |
964-4 |
960-4 |
| S2 |
951-7 |
951-7 |
963-5 |
|
| S3 |
941-3 |
948-1 |
962-5 |
|
| S4 |
930-7 |
937-5 |
959-6 |
|
|
| 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 |
966-0 |
920-0 |
46-0 |
4.8% |
17-0 |
1.8% |
99% |
True |
False |
104,067 |
| 10 |
966-0 |
900-0 |
66-0 |
6.8% |
16-5 |
1.7% |
99% |
True |
False |
97,572 |
| 20 |
974-4 |
900-0 |
74-4 |
7.7% |
15-2 |
1.6% |
88% |
False |
False |
86,729 |
| 40 |
1074-4 |
900-0 |
174-4 |
18.1% |
16-4 |
1.7% |
38% |
False |
False |
77,049 |
| 60 |
1083-0 |
900-0 |
183-0 |
19.0% |
17-1 |
1.8% |
36% |
False |
False |
63,106 |
| 80 |
1083-0 |
900-0 |
183-0 |
19.0% |
17-5 |
1.8% |
36% |
False |
False |
51,782 |
| 100 |
1083-0 |
890-0 |
193-0 |
20.0% |
16-3 |
1.7% |
39% |
False |
False |
43,149 |
| 120 |
1083-0 |
890-0 |
193-0 |
20.0% |
15-4 |
1.6% |
39% |
False |
False |
36,904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1010-5 |
|
2.618 |
993-4 |
|
1.618 |
983-0 |
|
1.000 |
976-4 |
|
0.618 |
972-4 |
|
HIGH |
966-0 |
|
0.618 |
962-0 |
|
0.500 |
960-6 |
|
0.382 |
959-4 |
|
LOW |
955-4 |
|
0.618 |
949-0 |
|
1.000 |
945-0 |
|
1.618 |
938-4 |
|
2.618 |
928-0 |
|
4.250 |
910-7 |
|
|
| Fisher Pivots for day following 16-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
963-7 |
959-1 |
| PP |
962-3 |
952-5 |
| S1 |
960-6 |
946-2 |
|