CME Pit-Traded Soybean Future September 2010
Trading Metrics calculated at close of trading on 23-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2010 |
23-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
952-0 |
942-6 |
-9-2 |
-1.0% |
948-0 |
High |
952-0 |
942-6 |
-9-2 |
-1.0% |
955-0 |
Low |
952-0 |
942-6 |
-9-2 |
-1.0% |
940-0 |
Close |
952-0 |
942-6 |
-9-2 |
-1.0% |
940-0 |
Range |
|
|
|
|
|
ATR |
8-4 |
8-5 |
0-0 |
0.6% |
0-0 |
Volume |
339 |
157 |
-182 |
-53.7% |
2,506 |
|
Daily Pivots for day following 23-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
942-6 |
942-6 |
942-6 |
|
R3 |
942-6 |
942-6 |
942-6 |
|
R2 |
942-6 |
942-6 |
942-6 |
|
R1 |
942-6 |
942-6 |
942-6 |
942-6 |
PP |
942-6 |
942-6 |
942-6 |
942-6 |
S1 |
942-6 |
942-6 |
942-6 |
942-6 |
S2 |
942-6 |
942-6 |
942-6 |
|
S3 |
942-6 |
942-6 |
942-6 |
|
S4 |
942-6 |
942-6 |
942-6 |
|
|
Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
990-0 |
980-0 |
948-2 |
|
R3 |
975-0 |
965-0 |
944-1 |
|
R2 |
960-0 |
960-0 |
942-6 |
|
R1 |
950-0 |
950-0 |
941-3 |
947-4 |
PP |
945-0 |
945-0 |
945-0 |
943-6 |
S1 |
935-0 |
935-0 |
938-5 |
932-4 |
S2 |
930-0 |
930-0 |
937-2 |
|
S3 |
915-0 |
920-0 |
935-7 |
|
S4 |
900-0 |
905-0 |
931-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
952-0 |
940-0 |
12-0 |
1.3% |
0-0 |
0.0% |
23% |
False |
False |
549 |
10 |
955-0 |
925-6 |
29-2 |
3.1% |
0-6 |
0.1% |
58% |
False |
False |
673 |
20 |
955-0 |
912-4 |
42-4 |
4.5% |
0-3 |
0.0% |
71% |
False |
False |
520 |
40 |
1041-0 |
912-4 |
128-4 |
13.6% |
0-4 |
0.1% |
24% |
False |
False |
407 |
60 |
1059-4 |
912-4 |
147-0 |
15.6% |
0-5 |
0.1% |
21% |
False |
False |
353 |
80 |
1059-4 |
912-4 |
147-0 |
15.6% |
0-7 |
0.1% |
21% |
False |
False |
306 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
942-6 |
2.618 |
942-6 |
1.618 |
942-6 |
1.000 |
942-6 |
0.618 |
942-6 |
HIGH |
942-6 |
0.618 |
942-6 |
0.500 |
942-6 |
0.382 |
942-6 |
LOW |
942-6 |
0.618 |
942-6 |
1.000 |
942-6 |
1.618 |
942-6 |
2.618 |
942-6 |
4.250 |
942-6 |
|
|
Fisher Pivots for day following 23-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
942-6 |
946-0 |
PP |
942-6 |
944-7 |
S1 |
942-6 |
943-7 |
|