CME Pit-Traded Soybean Future July 2010
Trading Metrics calculated at close of trading on 25-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2010 |
25-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
969-4 |
958-0 |
-11-4 |
-1.2% |
969-4 |
High |
974-0 |
959-0 |
-15-0 |
-1.5% |
982-0 |
Low |
962-0 |
953-0 |
-9-0 |
-0.9% |
956-4 |
Close |
970-4 |
957-4 |
-13-0 |
-1.3% |
962-0 |
Range |
12-0 |
6-0 |
-6-0 |
-50.0% |
25-4 |
ATR |
15-2 |
15-3 |
0-1 |
1.1% |
0-0 |
Volume |
45,721 |
26,653 |
-19,068 |
-41.7% |
96,037 |
|
Daily Pivots for day following 25-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
974-4 |
972-0 |
960-6 |
|
R3 |
968-4 |
966-0 |
959-1 |
|
R2 |
962-4 |
962-4 |
958-5 |
|
R1 |
960-0 |
960-0 |
958-0 |
958-2 |
PP |
956-4 |
956-4 |
956-4 |
955-5 |
S1 |
954-0 |
954-0 |
957-0 |
952-2 |
S2 |
950-4 |
950-4 |
956-3 |
|
S3 |
944-4 |
948-0 |
955-7 |
|
S4 |
938-4 |
942-0 |
954-2 |
|
|
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 |
953-0 |
35-0 |
3.7% |
12-2 |
1.3% |
13% |
False |
True |
26,498 |
10 |
988-0 |
943-0 |
45-0 |
4.7% |
12-0 |
1.2% |
32% |
False |
False |
27,248 |
20 |
988-0 |
922-0 |
66-0 |
6.9% |
12-6 |
1.3% |
54% |
False |
False |
27,063 |
40 |
1078-0 |
922-0 |
156-0 |
16.3% |
12-4 |
1.3% |
23% |
False |
False |
21,459 |
60 |
1091-0 |
922-0 |
169-0 |
17.7% |
12-6 |
1.3% |
21% |
False |
False |
18,335 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
984-4 |
2.618 |
974-6 |
1.618 |
968-6 |
1.000 |
965-0 |
0.618 |
962-6 |
HIGH |
959-0 |
0.618 |
956-6 |
0.500 |
956-0 |
0.382 |
955-2 |
LOW |
953-0 |
0.618 |
949-2 |
1.000 |
947-0 |
1.618 |
943-2 |
2.618 |
937-2 |
4.250 |
927-4 |
|
|
Fisher Pivots for day following 25-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
957-0 |
970-4 |
PP |
956-4 |
966-1 |
S1 |
956-0 |
961-7 |
|