CME Pit-Traded Soybean Future May 2010
Trading Metrics calculated at close of trading on 18-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2010 |
18-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
968-0 |
964-0 |
-4-0 |
-0.4% |
936-4 |
High |
970-4 |
967-0 |
-3-4 |
-0.4% |
957-0 |
Low |
958-4 |
951-4 |
-7-0 |
-0.7% |
930-0 |
Close |
961-0 |
957-4 |
-3-4 |
-0.4% |
954-0 |
Range |
12-0 |
15-4 |
3-4 |
29.2% |
27-0 |
ATR |
17-1 |
17-0 |
-0-1 |
-0.7% |
0-0 |
Volume |
48,747 |
45,693 |
-3,054 |
-6.3% |
277,707 |
|
Daily Pivots for day following 18-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1005-1 |
996-7 |
966-0 |
|
R3 |
989-5 |
981-3 |
961-6 |
|
R2 |
974-1 |
974-1 |
960-3 |
|
R1 |
965-7 |
965-7 |
958-7 |
962-2 |
PP |
958-5 |
958-5 |
958-5 |
956-7 |
S1 |
950-3 |
950-3 |
956-1 |
946-6 |
S2 |
943-1 |
943-1 |
954-5 |
|
S3 |
927-5 |
934-7 |
953-2 |
|
S4 |
912-1 |
919-3 |
949-0 |
|
|
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 |
936-0 |
39-0 |
4.1% |
13-7 |
1.5% |
55% |
False |
False |
52,951 |
10 |
975-0 |
911-0 |
64-0 |
6.7% |
14-4 |
1.5% |
73% |
False |
False |
48,906 |
20 |
975-0 |
911-0 |
64-0 |
6.7% |
13-7 |
1.5% |
73% |
False |
False |
39,045 |
40 |
1076-0 |
911-0 |
165-0 |
17.2% |
14-0 |
1.5% |
28% |
False |
False |
26,477 |
60 |
1087-4 |
911-0 |
176-4 |
18.4% |
14-4 |
1.5% |
26% |
False |
False |
21,325 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1032-7 |
2.618 |
1007-5 |
1.618 |
992-1 |
1.000 |
982-4 |
0.618 |
976-5 |
HIGH |
967-0 |
0.618 |
961-1 |
0.500 |
959-2 |
0.382 |
957-3 |
LOW |
951-4 |
0.618 |
941-7 |
1.000 |
936-0 |
1.618 |
926-3 |
2.618 |
910-7 |
4.250 |
885-5 |
|
|
Fisher Pivots for day following 18-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
959-2 |
963-2 |
PP |
958-5 |
961-3 |
S1 |
958-1 |
959-3 |
|