CME Pit-Traded Soybean Future May 2010
Trading Metrics calculated at close of trading on 16-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2010 |
16-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
939-0 |
963-0 |
24-0 |
2.6% |
936-4 |
High |
957-0 |
975-0 |
18-0 |
1.9% |
957-0 |
Low |
936-0 |
963-0 |
27-0 |
2.9% |
930-0 |
Close |
954-0 |
974-4 |
20-4 |
2.1% |
954-0 |
Range |
21-0 |
12-0 |
-9-0 |
-42.9% |
27-0 |
ATR |
16-7 |
17-1 |
0-2 |
1.8% |
0-0 |
Volume |
62,864 |
45,257 |
-17,607 |
-28.0% |
277,707 |
|
Daily Pivots for day following 16-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1006-7 |
1002-5 |
981-1 |
|
R3 |
994-7 |
990-5 |
977-6 |
|
R2 |
982-7 |
982-7 |
976-6 |
|
R1 |
978-5 |
978-5 |
975-5 |
980-6 |
PP |
970-7 |
970-7 |
970-7 |
971-7 |
S1 |
966-5 |
966-5 |
973-3 |
968-6 |
S2 |
958-7 |
958-7 |
972-2 |
|
S3 |
946-7 |
954-5 |
971-2 |
|
S4 |
934-7 |
942-5 |
967-7 |
|
|
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 |
975-0 |
930-0 |
45-0 |
4.6% |
16-2 |
1.7% |
99% |
True |
False |
55,106 |
10 |
975-0 |
911-0 |
64-0 |
6.6% |
14-5 |
1.5% |
99% |
True |
False |
48,350 |
20 |
980-0 |
911-0 |
69-0 |
7.1% |
13-5 |
1.4% |
92% |
False |
False |
36,513 |
40 |
1076-0 |
911-0 |
165-0 |
16.9% |
14-3 |
1.5% |
38% |
False |
False |
24,700 |
60 |
1087-4 |
911-0 |
176-4 |
18.1% |
14-6 |
1.5% |
36% |
False |
False |
20,104 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1026-0 |
2.618 |
1006-3 |
1.618 |
994-3 |
1.000 |
987-0 |
0.618 |
982-3 |
HIGH |
975-0 |
0.618 |
970-3 |
0.500 |
969-0 |
0.382 |
967-5 |
LOW |
963-0 |
0.618 |
955-5 |
1.000 |
951-0 |
1.618 |
943-5 |
2.618 |
931-5 |
4.250 |
912-0 |
|
|
Fisher Pivots for day following 16-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
972-5 |
968-1 |
PP |
970-7 |
961-7 |
S1 |
969-0 |
955-4 |
|