CME Pit-Traded Soybean Future May 2010
Trading Metrics calculated at close of trading on 25-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2010 |
25-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
963-0 |
951-0 |
-12-0 |
-1.2% |
963-0 |
High |
969-0 |
964-4 |
-4-4 |
-0.5% |
975-0 |
Low |
952-0 |
942-4 |
-9-4 |
-1.0% |
947-0 |
Close |
963-0 |
950-0 |
-13-0 |
-1.3% |
954-4 |
Range |
17-0 |
22-0 |
5-0 |
29.4% |
28-0 |
ATR |
17-1 |
17-4 |
0-3 |
2.0% |
0-0 |
Volume |
111,440 |
87,355 |
-24,085 |
-21.6% |
179,301 |
|
Daily Pivots for day following 25-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1018-3 |
1006-1 |
962-1 |
|
R3 |
996-3 |
984-1 |
956-0 |
|
R2 |
974-3 |
974-3 |
954-0 |
|
R1 |
962-1 |
962-1 |
952-0 |
957-2 |
PP |
952-3 |
952-3 |
952-3 |
949-7 |
S1 |
940-1 |
940-1 |
948-0 |
935-2 |
S2 |
930-3 |
930-3 |
946-0 |
|
S3 |
908-3 |
918-1 |
944-0 |
|
S4 |
886-3 |
896-1 |
937-7 |
|
|
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 |
942-4 |
42-0 |
4.4% |
18-2 |
1.9% |
18% |
False |
True |
68,908 |
10 |
984-4 |
936-0 |
48-4 |
5.1% |
16-0 |
1.7% |
29% |
False |
False |
60,929 |
20 |
984-4 |
911-0 |
73-4 |
7.7% |
15-4 |
1.6% |
53% |
False |
False |
50,585 |
40 |
1076-0 |
911-0 |
165-0 |
17.4% |
14-5 |
1.5% |
24% |
False |
False |
34,082 |
60 |
1087-4 |
911-0 |
176-4 |
18.6% |
14-6 |
1.6% |
22% |
False |
False |
26,329 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1058-0 |
2.618 |
1022-1 |
1.618 |
1000-1 |
1.000 |
986-4 |
0.618 |
978-1 |
HIGH |
964-4 |
0.618 |
956-1 |
0.500 |
953-4 |
0.382 |
950-7 |
LOW |
942-4 |
0.618 |
928-7 |
1.000 |
920-4 |
1.618 |
906-7 |
2.618 |
884-7 |
4.250 |
849-0 |
|
|
Fisher Pivots for day following 25-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
953-4 |
963-4 |
PP |
952-3 |
959-0 |
S1 |
951-1 |
954-4 |
|