CME Pit-Traded Soybean Future May 2010
Trading Metrics calculated at close of trading on 26-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2010 |
26-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
951-0 |
952-0 |
1-0 |
0.1% |
958-0 |
High |
964-4 |
963-0 |
-1-4 |
-0.2% |
984-4 |
Low |
942-4 |
951-0 |
8-4 |
0.9% |
942-4 |
Close |
950-0 |
961-0 |
11-0 |
1.2% |
961-0 |
Range |
22-0 |
12-0 |
-10-0 |
-45.5% |
42-0 |
ATR |
17-4 |
17-1 |
-0-3 |
-1.8% |
0-0 |
Volume |
87,355 |
78,486 |
-8,869 |
-10.2% |
383,422 |
|
Daily Pivots for day following 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
994-3 |
989-5 |
967-5 |
|
R3 |
982-3 |
977-5 |
964-2 |
|
R2 |
970-3 |
970-3 |
963-2 |
|
R1 |
965-5 |
965-5 |
962-1 |
968-0 |
PP |
958-3 |
958-3 |
958-3 |
959-4 |
S1 |
953-5 |
953-5 |
959-7 |
956-0 |
S2 |
946-3 |
946-3 |
958-6 |
|
S3 |
934-3 |
941-5 |
957-6 |
|
S4 |
922-3 |
929-5 |
954-3 |
|
|
Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1088-5 |
1066-7 |
984-1 |
|
R3 |
1046-5 |
1024-7 |
972-4 |
|
R2 |
1004-5 |
1004-5 |
968-6 |
|
R1 |
982-7 |
982-7 |
964-7 |
993-6 |
PP |
962-5 |
962-5 |
962-5 |
968-1 |
S1 |
940-7 |
940-7 |
957-1 |
951-6 |
S2 |
920-5 |
920-5 |
953-2 |
|
S3 |
878-5 |
898-7 |
949-4 |
|
S4 |
836-5 |
856-7 |
937-7 |
|
|
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% |
18-5 |
1.9% |
44% |
False |
False |
76,684 |
10 |
984-4 |
936-0 |
48-4 |
5.0% |
16-3 |
1.7% |
52% |
False |
False |
62,558 |
20 |
984-4 |
911-0 |
73-4 |
7.6% |
15-4 |
1.6% |
68% |
False |
False |
53,069 |
40 |
1076-0 |
911-0 |
165-0 |
17.2% |
14-4 |
1.5% |
30% |
False |
False |
35,798 |
60 |
1087-4 |
911-0 |
176-4 |
18.4% |
14-6 |
1.5% |
28% |
False |
False |
27,559 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1014-0 |
2.618 |
994-3 |
1.618 |
982-3 |
1.000 |
975-0 |
0.618 |
970-3 |
HIGH |
963-0 |
0.618 |
958-3 |
0.500 |
957-0 |
0.382 |
955-5 |
LOW |
951-0 |
0.618 |
943-5 |
1.000 |
939-0 |
1.618 |
931-5 |
2.618 |
919-5 |
4.250 |
900-0 |
|
|
Fisher Pivots for day following 26-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
959-5 |
959-2 |
PP |
958-3 |
957-4 |
S1 |
957-0 |
955-6 |
|