CME Pit-Traded Soybean Future May 2010
Trading Metrics calculated at close of trading on 17-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2010 |
17-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
963-0 |
968-0 |
5-0 |
0.5% |
936-4 |
High |
975-0 |
970-4 |
-4-4 |
-0.5% |
957-0 |
Low |
963-0 |
958-4 |
-4-4 |
-0.5% |
930-0 |
Close |
974-4 |
961-0 |
-13-4 |
-1.4% |
954-0 |
Range |
12-0 |
12-0 |
0-0 |
0.0% |
27-0 |
ATR |
17-1 |
17-1 |
-0-1 |
-0.5% |
0-0 |
Volume |
45,257 |
48,747 |
3,490 |
7.7% |
277,707 |
|
Daily Pivots for day following 17-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
999-3 |
992-1 |
967-5 |
|
R3 |
987-3 |
980-1 |
964-2 |
|
R2 |
975-3 |
975-3 |
963-2 |
|
R1 |
968-1 |
968-1 |
962-1 |
965-6 |
PP |
963-3 |
963-3 |
963-3 |
962-1 |
S1 |
956-1 |
956-1 |
959-7 |
953-6 |
S2 |
951-3 |
951-3 |
958-6 |
|
S3 |
939-3 |
944-1 |
957-6 |
|
S4 |
927-3 |
932-1 |
954-3 |
|
|
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 |
4.7% |
14-3 |
1.5% |
69% |
False |
False |
54,991 |
10 |
975-0 |
911-0 |
64-0 |
6.7% |
14-4 |
1.5% |
78% |
False |
False |
48,802 |
20 |
975-0 |
911-0 |
64-0 |
6.7% |
13-6 |
1.4% |
78% |
False |
False |
37,896 |
40 |
1076-0 |
911-0 |
165-0 |
17.2% |
14-0 |
1.5% |
30% |
False |
False |
25,663 |
60 |
1087-4 |
911-0 |
176-4 |
18.4% |
14-5 |
1.5% |
28% |
False |
False |
20,745 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1021-4 |
2.618 |
1001-7 |
1.618 |
989-7 |
1.000 |
982-4 |
0.618 |
977-7 |
HIGH |
970-4 |
0.618 |
965-7 |
0.500 |
964-4 |
0.382 |
963-1 |
LOW |
958-4 |
0.618 |
951-1 |
1.000 |
946-4 |
1.618 |
939-1 |
2.618 |
927-1 |
4.250 |
907-4 |
|
|
Fisher Pivots for day following 17-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
964-4 |
959-1 |
PP |
963-3 |
957-3 |
S1 |
962-1 |
955-4 |
|