CME Pit-Traded Soybean Future May 2010
Trading Metrics calculated at close of trading on 24-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2010 |
24-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
962-0 |
963-0 |
1-0 |
0.1% |
963-0 |
High |
984-4 |
969-0 |
-15-4 |
-1.6% |
975-0 |
Low |
958-4 |
952-0 |
-6-4 |
-0.7% |
947-0 |
Close |
959-4 |
963-0 |
3-4 |
0.4% |
954-4 |
Range |
26-0 |
17-0 |
-9-0 |
-34.6% |
28-0 |
ATR |
17-1 |
17-1 |
0-0 |
-0.1% |
0-0 |
Volume |
70,550 |
111,440 |
40,890 |
58.0% |
179,301 |
|
Daily Pivots for day following 24-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1012-3 |
1004-5 |
972-3 |
|
R3 |
995-3 |
987-5 |
967-5 |
|
R2 |
978-3 |
978-3 |
966-1 |
|
R1 |
970-5 |
970-5 |
964-4 |
971-4 |
PP |
961-3 |
961-3 |
961-3 |
961-6 |
S1 |
953-5 |
953-5 |
961-4 |
954-4 |
S2 |
944-3 |
944-3 |
959-7 |
|
S3 |
927-3 |
936-5 |
958-3 |
|
S4 |
910-3 |
919-5 |
953-5 |
|
|
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 |
984-4 |
947-0 |
37-4 |
3.9% |
16-7 |
1.8% |
43% |
False |
False |
60,575 |
10 |
984-4 |
930-0 |
54-4 |
5.7% |
15-5 |
1.6% |
61% |
False |
False |
57,783 |
20 |
984-4 |
911-0 |
73-4 |
7.6% |
15-0 |
1.6% |
71% |
False |
False |
47,605 |
40 |
1076-0 |
911-0 |
165-0 |
17.1% |
14-5 |
1.5% |
32% |
False |
False |
31,990 |
60 |
1087-4 |
911-0 |
176-4 |
18.3% |
14-5 |
1.5% |
29% |
False |
False |
25,044 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1041-2 |
2.618 |
1013-4 |
1.618 |
996-4 |
1.000 |
986-0 |
0.618 |
979-4 |
HIGH |
969-0 |
0.618 |
962-4 |
0.500 |
960-4 |
0.382 |
958-4 |
LOW |
952-0 |
0.618 |
941-4 |
1.000 |
935-0 |
1.618 |
924-4 |
2.618 |
907-4 |
4.250 |
879-6 |
|
|
Fisher Pivots for day following 24-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
962-1 |
968-2 |
PP |
961-3 |
966-4 |
S1 |
960-4 |
964-6 |
|