CME Pit-Traded Soybean Future March 2010
Trading Metrics calculated at close of trading on 25-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2010 |
25-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
958-0 |
945-0 |
-13-0 |
-1.4% |
955-4 |
High |
964-0 |
945-0 |
-19-0 |
-2.0% |
966-0 |
Low |
945-4 |
935-0 |
-10-4 |
-1.1% |
938-0 |
Close |
955-4 |
941-4 |
-14-0 |
-1.5% |
945-0 |
Range |
18-4 |
10-0 |
-8-4 |
-45.9% |
28-0 |
ATR |
18-1 |
18-2 |
0-1 |
1.0% |
0-0 |
Volume |
90,583 |
62,137 |
-28,446 |
-31.4% |
295,257 |
|
Daily Pivots for day following 25-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
970-4 |
966-0 |
947-0 |
|
R3 |
960-4 |
956-0 |
944-2 |
|
R2 |
950-4 |
950-4 |
943-3 |
|
R1 |
946-0 |
946-0 |
942-3 |
943-2 |
PP |
940-4 |
940-4 |
940-4 |
939-1 |
S1 |
936-0 |
936-0 |
940-5 |
933-2 |
S2 |
930-4 |
930-4 |
939-5 |
|
S3 |
920-4 |
926-0 |
938-6 |
|
S4 |
910-4 |
916-0 |
936-0 |
|
|
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 |
935-0 |
43-4 |
4.6% |
16-2 |
1.7% |
15% |
False |
True |
68,331 |
10 |
978-4 |
926-4 |
52-0 |
5.5% |
15-0 |
1.6% |
29% |
False |
False |
80,092 |
20 |
978-4 |
900-0 |
78-4 |
8.3% |
16-1 |
1.7% |
53% |
False |
False |
85,626 |
40 |
1074-4 |
900-0 |
174-4 |
18.5% |
15-6 |
1.7% |
24% |
False |
False |
81,891 |
60 |
1083-0 |
900-0 |
183-0 |
19.4% |
16-5 |
1.8% |
23% |
False |
False |
68,542 |
80 |
1083-0 |
900-0 |
183-0 |
19.4% |
17-4 |
1.9% |
23% |
False |
False |
56,818 |
100 |
1083-0 |
890-0 |
193-0 |
20.5% |
16-7 |
1.8% |
27% |
False |
False |
47,799 |
120 |
1083-0 |
890-0 |
193-0 |
20.5% |
15-6 |
1.7% |
27% |
False |
False |
40,841 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
987-4 |
2.618 |
971-1 |
1.618 |
961-1 |
1.000 |
955-0 |
0.618 |
951-1 |
HIGH |
945-0 |
0.618 |
941-1 |
0.500 |
940-0 |
0.382 |
938-7 |
LOW |
935-0 |
0.618 |
928-7 |
1.000 |
925-0 |
1.618 |
918-7 |
2.618 |
908-7 |
4.250 |
892-4 |
|
|
Fisher Pivots for day following 25-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
941-0 |
956-6 |
PP |
940-4 |
951-5 |
S1 |
940-0 |
946-5 |
|