CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 22-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2010 |
22-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
941-0 |
950-0 |
9-0 |
1.0% |
955-4 |
| High |
947-4 |
962-0 |
14-4 |
1.5% |
966-0 |
| Low |
938-0 |
945-0 |
7-0 |
0.7% |
938-0 |
| Close |
945-0 |
961-4 |
16-4 |
1.7% |
945-0 |
| Range |
9-4 |
17-0 |
7-4 |
78.9% |
28-0 |
| ATR |
17-3 |
17-3 |
0-0 |
-0.2% |
0-0 |
| Volume |
60,034 |
50,516 |
-9,518 |
-15.9% |
295,257 |
|
| Daily Pivots for day following 22-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1007-1 |
1001-3 |
970-7 |
|
| R3 |
990-1 |
984-3 |
966-1 |
|
| R2 |
973-1 |
973-1 |
964-5 |
|
| R1 |
967-3 |
967-3 |
963-0 |
970-2 |
| PP |
956-1 |
956-1 |
956-1 |
957-5 |
| S1 |
950-3 |
950-3 |
960-0 |
953-2 |
| S2 |
939-1 |
939-1 |
958-3 |
|
| S3 |
922-1 |
933-3 |
956-7 |
|
| S4 |
905-1 |
916-3 |
952-1 |
|
|
| 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 |
938-0 |
28-0 |
2.9% |
12-3 |
1.3% |
84% |
False |
False |
69,154 |
| 10 |
966-0 |
920-0 |
46-0 |
4.8% |
15-1 |
1.6% |
90% |
False |
False |
89,020 |
| 20 |
966-0 |
900-0 |
66-0 |
6.9% |
15-6 |
1.6% |
93% |
False |
False |
84,496 |
| 40 |
1074-4 |
900-0 |
174-4 |
18.1% |
15-4 |
1.6% |
35% |
False |
False |
79,172 |
| 60 |
1083-0 |
900-0 |
183-0 |
19.0% |
16-5 |
1.7% |
34% |
False |
False |
65,986 |
| 80 |
1083-0 |
900-0 |
183-0 |
19.0% |
17-2 |
1.8% |
34% |
False |
False |
54,400 |
| 100 |
1083-0 |
890-0 |
193-0 |
20.1% |
16-5 |
1.7% |
37% |
False |
False |
45,631 |
| 120 |
1083-0 |
890-0 |
193-0 |
20.1% |
15-5 |
1.6% |
37% |
False |
False |
39,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1034-2 |
|
2.618 |
1006-4 |
|
1.618 |
989-4 |
|
1.000 |
979-0 |
|
0.618 |
972-4 |
|
HIGH |
962-0 |
|
0.618 |
955-4 |
|
0.500 |
953-4 |
|
0.382 |
951-4 |
|
LOW |
945-0 |
|
0.618 |
934-4 |
|
1.000 |
928-0 |
|
1.618 |
917-4 |
|
2.618 |
900-4 |
|
4.250 |
872-6 |
|
|
| Fisher Pivots for day following 22-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
958-7 |
957-5 |
| PP |
956-1 |
953-7 |
| S1 |
953-4 |
950-0 |
|