CME Pit-Traded Soybean Future July 2010
Trading Metrics calculated at close of trading on 19-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2010 |
19-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
972-0 |
957-4 |
-14-4 |
-1.5% |
969-4 |
High |
974-0 |
963-4 |
-10-4 |
-1.1% |
982-0 |
Low |
963-0 |
956-4 |
-6-4 |
-0.7% |
956-4 |
Close |
965-2 |
962-0 |
-3-2 |
-0.3% |
962-0 |
Range |
11-0 |
7-0 |
-4-0 |
-36.4% |
25-4 |
ATR |
15-4 |
15-0 |
-0-4 |
-3.1% |
0-0 |
Volume |
18,522 |
21,220 |
2,698 |
14.6% |
96,037 |
|
Daily Pivots for day following 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
981-5 |
978-7 |
965-7 |
|
R3 |
974-5 |
971-7 |
963-7 |
|
R2 |
967-5 |
967-5 |
963-2 |
|
R1 |
964-7 |
964-7 |
962-5 |
966-2 |
PP |
960-5 |
960-5 |
960-5 |
961-3 |
S1 |
957-7 |
957-7 |
961-3 |
959-2 |
S2 |
953-5 |
953-5 |
960-6 |
|
S3 |
946-5 |
950-7 |
960-1 |
|
S4 |
939-5 |
943-7 |
958-1 |
|
|
Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1043-3 |
1028-1 |
976-0 |
|
R3 |
1017-7 |
1002-5 |
969-0 |
|
R2 |
992-3 |
992-3 |
966-5 |
|
R1 |
977-1 |
977-1 |
964-3 |
972-0 |
PP |
966-7 |
966-7 |
966-7 |
964-2 |
S1 |
951-5 |
951-5 |
959-5 |
946-4 |
S2 |
941-3 |
941-3 |
957-3 |
|
S3 |
915-7 |
926-1 |
955-0 |
|
S4 |
890-3 |
900-5 |
948-0 |
|
|
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 |
4.1% |
11-2 |
1.2% |
49% |
False |
False |
25,598 |
10 |
982-0 |
930-0 |
52-0 |
5.4% |
12-0 |
1.3% |
62% |
False |
False |
28,138 |
20 |
982-0 |
922-0 |
60-0 |
6.2% |
12-2 |
1.3% |
67% |
False |
False |
24,941 |
40 |
1078-0 |
922-0 |
156-0 |
16.2% |
12-3 |
1.3% |
26% |
False |
False |
19,656 |
60 |
1091-0 |
922-0 |
169-0 |
17.6% |
12-6 |
1.3% |
24% |
False |
False |
17,297 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
993-2 |
2.618 |
981-7 |
1.618 |
974-7 |
1.000 |
970-4 |
0.618 |
967-7 |
HIGH |
963-4 |
0.618 |
960-7 |
0.500 |
960-0 |
0.382 |
959-1 |
LOW |
956-4 |
0.618 |
952-1 |
1.000 |
949-4 |
1.618 |
945-1 |
2.618 |
938-1 |
4.250 |
926-6 |
|
|
Fisher Pivots for day following 19-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
961-3 |
966-6 |
PP |
960-5 |
965-1 |
S1 |
960-0 |
963-5 |
|