CME Pit-Traded Soybean Future July 2010
Trading Metrics calculated at close of trading on 17-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2010 |
17-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
969-4 |
975-0 |
5-4 |
0.6% |
945-0 |
High |
982-0 |
977-0 |
-5-0 |
-0.5% |
961-0 |
Low |
969-4 |
969-0 |
-0-4 |
-0.1% |
939-0 |
Close |
981-6 |
968-6 |
-13-0 |
-1.3% |
960-6 |
Range |
12-4 |
8-0 |
-4-4 |
-36.0% |
22-0 |
ATR |
16-1 |
15-7 |
-0-2 |
-1.5% |
0-0 |
Volume |
25,077 |
31,218 |
6,141 |
24.5% |
153,789 |
|
Daily Pivots for day following 17-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
995-5 |
990-1 |
973-1 |
|
R3 |
987-5 |
982-1 |
971-0 |
|
R2 |
979-5 |
979-5 |
970-2 |
|
R1 |
974-1 |
974-1 |
969-4 |
972-7 |
PP |
971-5 |
971-5 |
971-5 |
971-0 |
S1 |
966-1 |
966-1 |
968-0 |
964-7 |
S2 |
963-5 |
963-5 |
967-2 |
|
S3 |
955-5 |
958-1 |
966-4 |
|
S4 |
947-5 |
950-1 |
964-3 |
|
|
Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1019-5 |
1012-1 |
972-7 |
|
R3 |
997-5 |
990-1 |
966-6 |
|
R2 |
975-5 |
975-5 |
964-6 |
|
R1 |
968-1 |
968-1 |
962-6 |
971-7 |
PP |
953-5 |
953-5 |
953-5 |
955-4 |
S1 |
946-1 |
946-1 |
958-6 |
949-7 |
S2 |
931-5 |
931-5 |
956-6 |
|
S3 |
909-5 |
924-1 |
954-6 |
|
S4 |
887-5 |
902-1 |
948-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
982-0 |
939-0 |
43-0 |
4.4% |
12-3 |
1.3% |
69% |
False |
False |
29,897 |
10 |
982-0 |
922-0 |
60-0 |
6.2% |
12-7 |
1.3% |
78% |
False |
False |
29,143 |
20 |
982-0 |
922-0 |
60-0 |
6.2% |
12-4 |
1.3% |
78% |
False |
False |
25,286 |
40 |
1078-0 |
922-0 |
156-0 |
16.1% |
12-3 |
1.3% |
30% |
False |
False |
19,416 |
60 |
1091-0 |
922-0 |
169-0 |
17.4% |
13-0 |
1.3% |
28% |
False |
False |
17,162 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1011-0 |
2.618 |
998-0 |
1.618 |
990-0 |
1.000 |
985-0 |
0.618 |
982-0 |
HIGH |
977-0 |
0.618 |
974-0 |
0.500 |
973-0 |
0.382 |
972-0 |
LOW |
969-0 |
0.618 |
964-0 |
1.000 |
961-0 |
1.618 |
956-0 |
2.618 |
948-0 |
4.250 |
935-0 |
|
|
Fisher Pivots for day following 17-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
973-0 |
966-5 |
PP |
971-5 |
964-5 |
S1 |
970-1 |
962-4 |
|