CME Pit-Traded Soybean Future March 2010
Trading Metrics calculated at close of trading on 18-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2010 |
18-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
959-0 |
957-0 |
-2-0 |
-0.2% |
925-0 |
High |
960-0 |
957-0 |
-3-0 |
-0.3% |
948-0 |
Low |
949-4 |
942-4 |
-7-0 |
-0.7% |
920-0 |
Close |
951-4 |
948-0 |
-3-4 |
-0.4% |
945-0 |
Range |
10-4 |
14-4 |
4-0 |
38.1% |
28-0 |
ATR |
18-2 |
18-0 |
-0-2 |
-1.5% |
0-0 |
Volume |
82,989 |
71,599 |
-11,390 |
-13.7% |
544,435 |
|
Daily Pivots for day following 18-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
992-5 |
984-7 |
956-0 |
|
R3 |
978-1 |
970-3 |
952-0 |
|
R2 |
963-5 |
963-5 |
950-5 |
|
R1 |
955-7 |
955-7 |
949-3 |
952-4 |
PP |
949-1 |
949-1 |
949-1 |
947-4 |
S1 |
941-3 |
941-3 |
946-5 |
938-0 |
S2 |
934-5 |
934-5 |
945-3 |
|
S3 |
920-1 |
926-7 |
944-0 |
|
S4 |
905-5 |
912-3 |
940-0 |
|
|
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 |
926-4 |
39-4 |
4.2% |
13-5 |
1.4% |
54% |
False |
False |
91,854 |
10 |
966-0 |
900-0 |
66-0 |
7.0% |
15-2 |
1.6% |
73% |
False |
False |
95,442 |
20 |
966-0 |
900-0 |
66-0 |
7.0% |
15-2 |
1.6% |
73% |
False |
False |
86,717 |
40 |
1074-4 |
900-0 |
174-4 |
18.4% |
15-6 |
1.7% |
28% |
False |
False |
78,397 |
60 |
1083-0 |
900-0 |
183-0 |
19.3% |
16-7 |
1.8% |
26% |
False |
False |
64,873 |
80 |
1083-0 |
900-0 |
183-0 |
19.3% |
17-4 |
1.8% |
26% |
False |
False |
53,439 |
100 |
1083-0 |
890-0 |
193-0 |
20.4% |
16-4 |
1.7% |
30% |
False |
False |
44,585 |
120 |
1083-0 |
890-0 |
193-0 |
20.4% |
15-4 |
1.6% |
30% |
False |
False |
38,133 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1018-5 |
2.618 |
995-0 |
1.618 |
980-4 |
1.000 |
971-4 |
0.618 |
966-0 |
HIGH |
957-0 |
0.618 |
951-4 |
0.500 |
949-6 |
0.382 |
948-0 |
LOW |
942-4 |
0.618 |
933-4 |
1.000 |
928-0 |
1.618 |
919-0 |
2.618 |
904-4 |
4.250 |
880-7 |
|
|
Fisher Pivots for day following 18-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
949-6 |
954-2 |
PP |
949-1 |
952-1 |
S1 |
948-5 |
950-1 |
|