CME Pit-Traded Soybean Future July 2010
Trading Metrics calculated at close of trading on 24-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2010 |
24-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
968-0 |
969-4 |
1-4 |
0.2% |
969-4 |
High |
988-0 |
974-0 |
-14-0 |
-1.4% |
982-0 |
Low |
965-0 |
962-0 |
-3-0 |
-0.3% |
956-4 |
Close |
965-4 |
970-4 |
5-0 |
0.5% |
962-0 |
Range |
23-0 |
12-0 |
-11-0 |
-47.8% |
25-4 |
ATR |
15-4 |
15-2 |
-0-2 |
-1.6% |
0-0 |
Volume |
25,058 |
45,721 |
20,663 |
82.5% |
96,037 |
|
Daily Pivots for day following 24-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1004-7 |
999-5 |
977-1 |
|
R3 |
992-7 |
987-5 |
973-6 |
|
R2 |
980-7 |
980-7 |
972-6 |
|
R1 |
975-5 |
975-5 |
971-5 |
978-2 |
PP |
968-7 |
968-7 |
968-7 |
970-1 |
S1 |
963-5 |
963-5 |
969-3 |
966-2 |
S2 |
956-7 |
956-7 |
968-2 |
|
S3 |
944-7 |
951-5 |
967-2 |
|
S4 |
932-7 |
939-5 |
963-7 |
|
|
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 |
988-0 |
956-4 |
31-4 |
3.2% |
13-2 |
1.4% |
44% |
False |
False |
24,872 |
10 |
988-0 |
939-0 |
49-0 |
5.0% |
12-7 |
1.3% |
64% |
False |
False |
27,384 |
20 |
988-0 |
922-0 |
66-0 |
6.8% |
13-1 |
1.4% |
73% |
False |
False |
26,813 |
40 |
1078-0 |
922-0 |
156-0 |
16.1% |
12-7 |
1.3% |
31% |
False |
False |
20,880 |
60 |
1091-0 |
922-0 |
169-0 |
17.4% |
12-7 |
1.3% |
29% |
False |
False |
18,065 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1025-0 |
2.618 |
1005-3 |
1.618 |
993-3 |
1.000 |
986-0 |
0.618 |
981-3 |
HIGH |
974-0 |
0.618 |
969-3 |
0.500 |
968-0 |
0.382 |
966-5 |
LOW |
962-0 |
0.618 |
954-5 |
1.000 |
950-0 |
1.618 |
942-5 |
2.618 |
930-5 |
4.250 |
911-0 |
|
|
Fisher Pivots for day following 24-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
969-5 |
975-0 |
PP |
968-7 |
973-4 |
S1 |
968-0 |
972-0 |
|