CME Pit-Traded Soybean Future May 2010
Trading Metrics calculated at close of trading on 12-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2010 |
12-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
951-0 |
939-0 |
-12-0 |
-1.3% |
936-4 |
High |
955-0 |
957-0 |
2-0 |
0.2% |
957-0 |
Low |
946-0 |
936-0 |
-10-0 |
-1.1% |
930-0 |
Close |
952-0 |
954-0 |
2-0 |
0.2% |
954-0 |
Range |
9-0 |
21-0 |
12-0 |
133.3% |
27-0 |
ATR |
16-4 |
16-7 |
0-3 |
1.9% |
0-0 |
Volume |
62,196 |
62,864 |
668 |
1.1% |
277,707 |
|
Daily Pivots for day following 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1012-0 |
1004-0 |
965-4 |
|
R3 |
991-0 |
983-0 |
959-6 |
|
R2 |
970-0 |
970-0 |
957-7 |
|
R1 |
962-0 |
962-0 |
955-7 |
966-0 |
PP |
949-0 |
949-0 |
949-0 |
951-0 |
S1 |
941-0 |
941-0 |
952-1 |
945-0 |
S2 |
928-0 |
928-0 |
950-1 |
|
S3 |
907-0 |
920-0 |
948-2 |
|
S4 |
886-0 |
899-0 |
942-4 |
|
|
Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1028-0 |
1018-0 |
968-7 |
|
R3 |
1001-0 |
991-0 |
961-3 |
|
R2 |
974-0 |
974-0 |
959-0 |
|
R1 |
964-0 |
964-0 |
956-4 |
969-0 |
PP |
947-0 |
947-0 |
947-0 |
949-4 |
S1 |
937-0 |
937-0 |
951-4 |
942-0 |
S2 |
920-0 |
920-0 |
949-0 |
|
S3 |
893-0 |
910-0 |
946-5 |
|
S4 |
866-0 |
883-0 |
939-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
957-0 |
930-0 |
27-0 |
2.8% |
16-1 |
1.7% |
89% |
True |
False |
55,541 |
10 |
957-0 |
911-0 |
46-0 |
4.8% |
14-6 |
1.5% |
93% |
True |
False |
46,464 |
20 |
995-0 |
911-0 |
84-0 |
8.8% |
13-7 |
1.5% |
51% |
False |
False |
35,264 |
40 |
1079-4 |
911-0 |
168-4 |
17.7% |
14-3 |
1.5% |
26% |
False |
False |
23,933 |
60 |
1087-4 |
911-0 |
176-4 |
18.5% |
15-0 |
1.6% |
24% |
False |
False |
19,468 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1046-2 |
2.618 |
1012-0 |
1.618 |
991-0 |
1.000 |
978-0 |
0.618 |
970-0 |
HIGH |
957-0 |
0.618 |
949-0 |
0.500 |
946-4 |
0.382 |
944-0 |
LOW |
936-0 |
0.618 |
923-0 |
1.000 |
915-0 |
1.618 |
902-0 |
2.618 |
881-0 |
4.250 |
846-6 |
|
|
Fisher Pivots for day following 12-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
951-4 |
950-4 |
PP |
949-0 |
947-0 |
S1 |
946-4 |
943-4 |
|