CME Pit-Traded Soybean Future September 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 |
943-0 |
940-0 |
-3-0 |
-0.3% |
948-0 |
High |
949-0 |
940-0 |
-9-0 |
-0.9% |
955-0 |
Low |
941-0 |
940-0 |
-1-0 |
-0.1% |
940-0 |
Close |
949-0 |
940-0 |
-9-0 |
-0.9% |
940-0 |
Range |
8-0 |
0-0 |
-8-0 |
-100.0% |
15-0 |
ATR |
8-4 |
8-4 |
0-0 |
0.4% |
0-0 |
Volume |
1,511 |
410 |
-1,101 |
-72.9% |
2,506 |
|
Daily Pivots for day following 25-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
940-0 |
940-0 |
940-0 |
|
R3 |
940-0 |
940-0 |
940-0 |
|
R2 |
940-0 |
940-0 |
940-0 |
|
R1 |
940-0 |
940-0 |
940-0 |
940-0 |
PP |
940-0 |
940-0 |
940-0 |
940-0 |
S1 |
940-0 |
940-0 |
940-0 |
940-0 |
S2 |
940-0 |
940-0 |
940-0 |
|
S3 |
940-0 |
940-0 |
940-0 |
|
S4 |
940-0 |
940-0 |
940-0 |
|
|
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% |
1-5 |
0.2% |
0% |
False |
True |
534 |
10 |
955-0 |
936-2 |
18-6 |
2.0% |
1-4 |
0.2% |
20% |
False |
False |
593 |
20 |
955-0 |
912-4 |
42-4 |
4.5% |
0-6 |
0.1% |
65% |
False |
False |
574 |
40 |
1041-0 |
912-4 |
128-4 |
13.7% |
0-6 |
0.1% |
21% |
False |
False |
447 |
60 |
1059-4 |
912-4 |
147-0 |
15.6% |
0-5 |
0.1% |
19% |
False |
False |
376 |
80 |
1059-4 |
912-4 |
147-0 |
15.6% |
1-0 |
0.1% |
19% |
False |
False |
327 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
940-0 |
2.618 |
940-0 |
1.618 |
940-0 |
1.000 |
940-0 |
0.618 |
940-0 |
HIGH |
940-0 |
0.618 |
940-0 |
0.500 |
940-0 |
0.382 |
940-0 |
LOW |
940-0 |
0.618 |
940-0 |
1.000 |
940-0 |
1.618 |
940-0 |
2.618 |
940-0 |
4.250 |
940-0 |
|
|
Fisher Pivots for day following 25-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
940-0 |
944-4 |
PP |
940-0 |
943-0 |
S1 |
940-0 |
941-4 |
|