CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 19-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2010 |
19-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
957-0 |
941-0 |
-16-0 |
-1.7% |
955-4 |
| High |
957-0 |
947-4 |
-9-4 |
-1.0% |
966-0 |
| Low |
942-4 |
938-0 |
-4-4 |
-0.5% |
938-0 |
| Close |
948-0 |
945-0 |
-3-0 |
-0.3% |
945-0 |
| Range |
14-4 |
9-4 |
-5-0 |
-34.5% |
28-0 |
| ATR |
18-0 |
17-3 |
-0-5 |
-3.2% |
0-0 |
| Volume |
71,599 |
60,034 |
-11,565 |
-16.2% |
295,257 |
|
| Daily Pivots for day following 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
972-0 |
968-0 |
950-2 |
|
| R3 |
962-4 |
958-4 |
947-5 |
|
| R2 |
953-0 |
953-0 |
946-6 |
|
| R1 |
949-0 |
949-0 |
945-7 |
951-0 |
| PP |
943-4 |
943-4 |
943-4 |
944-4 |
| S1 |
939-4 |
939-4 |
944-1 |
941-4 |
| S2 |
934-0 |
934-0 |
943-2 |
|
| S3 |
924-4 |
930-0 |
942-3 |
|
| S4 |
915-0 |
920-4 |
939-6 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1033-5 |
1017-3 |
960-3 |
|
| R3 |
1005-5 |
989-3 |
952-6 |
|
| R2 |
977-5 |
977-5 |
950-1 |
|
| R1 |
961-3 |
961-3 |
947-5 |
955-4 |
| PP |
949-5 |
949-5 |
949-5 |
946-6 |
| S1 |
933-3 |
933-3 |
942-3 |
927-4 |
| S2 |
921-5 |
921-5 |
939-7 |
|
| S3 |
893-5 |
905-3 |
937-2 |
|
| S4 |
865-5 |
877-3 |
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% |
13-2 |
1.4% |
47% |
False |
False |
80,653 |
| 10 |
966-0 |
909-0 |
57-0 |
6.0% |
14-5 |
1.5% |
63% |
False |
False |
93,259 |
| 20 |
966-0 |
900-0 |
66-0 |
7.0% |
15-3 |
1.6% |
68% |
False |
False |
85,164 |
| 40 |
1074-4 |
900-0 |
174-4 |
18.5% |
15-4 |
1.6% |
26% |
False |
False |
78,886 |
| 60 |
1083-0 |
900-0 |
183-0 |
19.4% |
16-6 |
1.8% |
25% |
False |
False |
65,507 |
| 80 |
1083-0 |
900-0 |
183-0 |
19.4% |
17-3 |
1.8% |
25% |
False |
False |
53,949 |
| 100 |
1083-0 |
890-0 |
193-0 |
20.4% |
16-4 |
1.8% |
28% |
False |
False |
45,153 |
| 120 |
1083-0 |
890-0 |
193-0 |
20.4% |
15-5 |
1.6% |
28% |
False |
False |
38,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
987-7 |
|
2.618 |
972-3 |
|
1.618 |
962-7 |
|
1.000 |
957-0 |
|
0.618 |
953-3 |
|
HIGH |
947-4 |
|
0.618 |
943-7 |
|
0.500 |
942-6 |
|
0.382 |
941-5 |
|
LOW |
938-0 |
|
0.618 |
932-1 |
|
1.000 |
928-4 |
|
1.618 |
922-5 |
|
2.618 |
913-1 |
|
4.250 |
897-5 |
|
|
| Fisher Pivots for day following 19-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
944-2 |
949-0 |
| PP |
943-4 |
947-5 |
| S1 |
942-6 |
946-3 |
|