CME Pit-Traded Soybean Future May 2010
Trading Metrics calculated at close of trading on 09-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2010 |
09-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
947-4 |
940-4 |
-7-0 |
-0.7% |
956-0 |
High |
952-0 |
948-0 |
-4-0 |
-0.4% |
971-4 |
Low |
943-4 |
935-4 |
-8-0 |
-0.8% |
938-0 |
Close |
948-0 |
947-4 |
-0-4 |
-0.1% |
942-6 |
Range |
8-4 |
12-4 |
4-0 |
47.1% |
33-4 |
ATR |
15-4 |
15-2 |
-0-2 |
-1.4% |
0-0 |
Volume |
66,010 |
58,073 |
-7,937 |
-12.0% |
355,181 |
|
Daily Pivots for day following 09-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
981-1 |
976-7 |
954-3 |
|
R3 |
968-5 |
964-3 |
951-0 |
|
R2 |
956-1 |
956-1 |
949-6 |
|
R1 |
951-7 |
951-7 |
948-5 |
954-0 |
PP |
943-5 |
943-5 |
943-5 |
944-6 |
S1 |
939-3 |
939-3 |
946-3 |
941-4 |
S2 |
931-1 |
931-1 |
945-2 |
|
S3 |
918-5 |
926-7 |
944-0 |
|
S4 |
906-1 |
914-3 |
940-5 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1051-2 |
1030-4 |
961-1 |
|
R3 |
1017-6 |
997-0 |
952-0 |
|
R2 |
984-2 |
984-2 |
948-7 |
|
R1 |
963-4 |
963-4 |
945-7 |
957-1 |
PP |
950-6 |
950-6 |
950-6 |
947-4 |
S1 |
930-0 |
930-0 |
939-5 |
923-5 |
S2 |
917-2 |
917-2 |
936-5 |
|
S3 |
883-6 |
896-4 |
933-4 |
|
S4 |
850-2 |
863-0 |
924-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
971-4 |
935-4 |
36-0 |
3.8% |
11-1 |
1.2% |
33% |
False |
True |
67,998 |
10 |
971-4 |
935-4 |
36-0 |
3.8% |
12-6 |
1.3% |
33% |
False |
True |
75,654 |
20 |
984-4 |
930-0 |
54-4 |
5.8% |
14-3 |
1.5% |
32% |
False |
False |
63,613 |
40 |
1029-4 |
911-0 |
118-4 |
12.5% |
14-1 |
1.5% |
31% |
False |
False |
45,761 |
60 |
1079-4 |
911-0 |
168-4 |
17.8% |
14-1 |
1.5% |
22% |
False |
False |
34,222 |
80 |
1087-4 |
911-0 |
176-4 |
18.6% |
14-5 |
1.5% |
21% |
False |
False |
28,034 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1001-1 |
2.618 |
980-6 |
1.618 |
968-2 |
1.000 |
960-4 |
0.618 |
955-6 |
HIGH |
948-0 |
0.618 |
943-2 |
0.500 |
941-6 |
0.382 |
940-2 |
LOW |
935-4 |
0.618 |
927-6 |
1.000 |
923-0 |
1.618 |
915-2 |
2.618 |
902-6 |
4.250 |
882-3 |
|
|
Fisher Pivots for day following 09-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
945-5 |
946-2 |
PP |
943-5 |
945-0 |
S1 |
941-6 |
943-6 |
|