CME Pit-Traded Soybean Future May 2010
Trading Metrics calculated at close of trading on 19-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2010 |
19-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
964-0 |
950-0 |
-14-0 |
-1.5% |
963-0 |
High |
967-0 |
957-0 |
-10-0 |
-1.0% |
975-0 |
Low |
951-4 |
947-0 |
-4-4 |
-0.5% |
947-0 |
Close |
957-4 |
954-4 |
-3-0 |
-0.3% |
954-4 |
Range |
15-4 |
10-0 |
-5-4 |
-35.5% |
28-0 |
ATR |
17-0 |
16-4 |
-0-4 |
-2.7% |
0-0 |
Volume |
45,693 |
39,604 |
-6,089 |
-13.3% |
179,301 |
|
Daily Pivots for day following 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
982-7 |
978-5 |
960-0 |
|
R3 |
972-7 |
968-5 |
957-2 |
|
R2 |
962-7 |
962-7 |
956-3 |
|
R1 |
958-5 |
958-5 |
955-3 |
960-6 |
PP |
952-7 |
952-7 |
952-7 |
953-7 |
S1 |
948-5 |
948-5 |
953-5 |
950-6 |
S2 |
942-7 |
942-7 |
952-5 |
|
S3 |
932-7 |
938-5 |
951-6 |
|
S4 |
922-7 |
928-5 |
949-0 |
|
|
Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1042-7 |
1026-5 |
969-7 |
|
R3 |
1014-7 |
998-5 |
962-2 |
|
R2 |
986-7 |
986-7 |
959-5 |
|
R1 |
970-5 |
970-5 |
957-1 |
964-6 |
PP |
958-7 |
958-7 |
958-7 |
955-7 |
S1 |
942-5 |
942-5 |
951-7 |
936-6 |
S2 |
930-7 |
930-7 |
949-3 |
|
S3 |
902-7 |
914-5 |
946-6 |
|
S4 |
874-7 |
886-5 |
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% |
14-1 |
1.5% |
47% |
False |
False |
48,433 |
10 |
975-0 |
920-0 |
55-0 |
5.8% |
14-1 |
1.5% |
63% |
False |
False |
49,656 |
20 |
975-0 |
911-0 |
64-0 |
6.7% |
14-0 |
1.5% |
68% |
False |
False |
39,580 |
40 |
1076-0 |
911-0 |
165-0 |
17.3% |
13-7 |
1.4% |
26% |
False |
False |
27,237 |
60 |
1087-4 |
911-0 |
176-4 |
18.5% |
14-4 |
1.5% |
25% |
False |
False |
21,808 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
999-4 |
2.618 |
983-1 |
1.618 |
973-1 |
1.000 |
967-0 |
0.618 |
963-1 |
HIGH |
957-0 |
0.618 |
953-1 |
0.500 |
952-0 |
0.382 |
950-7 |
LOW |
947-0 |
0.618 |
940-7 |
1.000 |
937-0 |
1.618 |
930-7 |
2.618 |
920-7 |
4.250 |
904-4 |
|
|
Fisher Pivots for day following 19-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
953-5 |
958-6 |
PP |
952-7 |
957-3 |
S1 |
952-0 |
955-7 |
|