CME Pit-Traded Soybean Future July 2010
Trading Metrics calculated at close of trading on 18-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2010 |
18-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
975-0 |
972-0 |
-3-0 |
-0.3% |
945-0 |
High |
977-0 |
974-0 |
-3-0 |
-0.3% |
961-0 |
Low |
969-0 |
963-0 |
-6-0 |
-0.6% |
939-0 |
Close |
968-6 |
965-2 |
-3-4 |
-0.4% |
960-6 |
Range |
8-0 |
11-0 |
3-0 |
37.5% |
22-0 |
ATR |
15-7 |
15-4 |
-0-3 |
-2.2% |
0-0 |
Volume |
31,218 |
18,522 |
-12,696 |
-40.7% |
153,789 |
|
Daily Pivots for day following 18-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1000-3 |
993-7 |
971-2 |
|
R3 |
989-3 |
982-7 |
968-2 |
|
R2 |
978-3 |
978-3 |
967-2 |
|
R1 |
971-7 |
971-7 |
966-2 |
969-5 |
PP |
967-3 |
967-3 |
967-3 |
966-2 |
S1 |
960-7 |
960-7 |
964-2 |
958-5 |
S2 |
956-3 |
956-3 |
963-2 |
|
S3 |
945-3 |
949-7 |
962-2 |
|
S4 |
934-3 |
938-7 |
959-2 |
|
|
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 |
943-0 |
39-0 |
4.0% |
11-5 |
1.2% |
57% |
False |
False |
27,998 |
10 |
982-0 |
922-0 |
60-0 |
6.2% |
12-5 |
1.3% |
72% |
False |
False |
28,327 |
20 |
982-0 |
922-0 |
60-0 |
6.2% |
12-4 |
1.3% |
72% |
False |
False |
25,101 |
40 |
1078-0 |
922-0 |
156-0 |
16.2% |
12-3 |
1.3% |
28% |
False |
False |
19,487 |
60 |
1091-0 |
922-0 |
169-0 |
17.5% |
12-7 |
1.3% |
26% |
False |
False |
17,204 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1020-6 |
2.618 |
1002-6 |
1.618 |
991-6 |
1.000 |
985-0 |
0.618 |
980-6 |
HIGH |
974-0 |
0.618 |
969-6 |
0.500 |
968-4 |
0.382 |
967-2 |
LOW |
963-0 |
0.618 |
956-2 |
1.000 |
952-0 |
1.618 |
945-2 |
2.618 |
934-2 |
4.250 |
916-2 |
|
|
Fisher Pivots for day following 18-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
968-4 |
972-4 |
PP |
967-3 |
970-1 |
S1 |
966-3 |
967-5 |
|