CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 23-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2010 |
23-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
950-0 |
956-0 |
6-0 |
0.6% |
955-4 |
| High |
962-0 |
978-4 |
16-4 |
1.7% |
966-0 |
| Low |
945-0 |
952-0 |
7-0 |
0.7% |
938-0 |
| Close |
961-4 |
952-4 |
-9-0 |
-0.9% |
945-0 |
| Range |
17-0 |
26-4 |
9-4 |
55.9% |
28-0 |
| ATR |
17-3 |
18-0 |
0-5 |
3.7% |
0-0 |
| Volume |
50,516 |
78,385 |
27,869 |
55.2% |
295,257 |
|
| Daily Pivots for day following 23-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1040-4 |
1023-0 |
967-1 |
|
| R3 |
1014-0 |
996-4 |
959-6 |
|
| R2 |
987-4 |
987-4 |
957-3 |
|
| R1 |
970-0 |
970-0 |
954-7 |
965-4 |
| PP |
961-0 |
961-0 |
961-0 |
958-6 |
| S1 |
943-4 |
943-4 |
950-1 |
939-0 |
| S2 |
934-4 |
934-4 |
947-5 |
|
| S3 |
908-0 |
917-0 |
945-2 |
|
| S4 |
881-4 |
890-4 |
937-7 |
|
|
| 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 |
978-4 |
938-0 |
40-4 |
4.3% |
15-5 |
1.6% |
36% |
True |
False |
68,704 |
| 10 |
978-4 |
920-0 |
58-4 |
6.1% |
16-2 |
1.7% |
56% |
True |
False |
86,385 |
| 20 |
978-4 |
900-0 |
78-4 |
8.2% |
16-2 |
1.7% |
67% |
True |
False |
85,707 |
| 40 |
1074-4 |
900-0 |
174-4 |
18.3% |
15-7 |
1.7% |
30% |
False |
False |
79,705 |
| 60 |
1083-0 |
900-0 |
183-0 |
19.2% |
16-7 |
1.8% |
29% |
False |
False |
66,853 |
| 80 |
1083-0 |
900-0 |
183-0 |
19.2% |
17-3 |
1.8% |
29% |
False |
False |
55,276 |
| 100 |
1083-0 |
890-0 |
193-0 |
20.3% |
17-0 |
1.8% |
32% |
False |
False |
46,370 |
| 120 |
1083-0 |
890-0 |
193-0 |
20.3% |
15-6 |
1.7% |
32% |
False |
False |
39,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1091-1 |
|
2.618 |
1047-7 |
|
1.618 |
1021-3 |
|
1.000 |
1005-0 |
|
0.618 |
994-7 |
|
HIGH |
978-4 |
|
0.618 |
968-3 |
|
0.500 |
965-2 |
|
0.382 |
962-1 |
|
LOW |
952-0 |
|
0.618 |
935-5 |
|
1.000 |
925-4 |
|
1.618 |
909-1 |
|
2.618 |
882-5 |
|
4.250 |
839-3 |
|
|
| Fisher Pivots for day following 23-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
965-2 |
958-2 |
| PP |
961-0 |
956-3 |
| S1 |
956-6 |
954-3 |
|