CME Pit-Traded Soybean Future May 2010
Trading Metrics calculated at close of trading on 10-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2010 |
10-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
940-4 |
945-0 |
4-4 |
0.5% |
956-0 |
High |
948-0 |
964-0 |
16-0 |
1.7% |
971-4 |
Low |
935-4 |
942-0 |
6-4 |
0.7% |
938-0 |
Close |
947-4 |
958-0 |
10-4 |
1.1% |
942-6 |
Range |
12-4 |
22-0 |
9-4 |
76.0% |
33-4 |
ATR |
15-2 |
15-6 |
0-4 |
3.2% |
0-0 |
Volume |
58,073 |
62,028 |
3,955 |
6.8% |
355,181 |
|
Daily Pivots for day following 10-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1020-5 |
1011-3 |
970-1 |
|
R3 |
998-5 |
989-3 |
964-0 |
|
R2 |
976-5 |
976-5 |
962-0 |
|
R1 |
967-3 |
967-3 |
960-0 |
972-0 |
PP |
954-5 |
954-5 |
954-5 |
957-0 |
S1 |
945-3 |
945-3 |
956-0 |
950-0 |
S2 |
932-5 |
932-5 |
954-0 |
|
S3 |
910-5 |
923-3 |
952-0 |
|
S4 |
888-5 |
901-3 |
945-7 |
|
|
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 |
964-0 |
935-4 |
28-4 |
3.0% |
13-7 |
1.4% |
79% |
True |
False |
67,369 |
10 |
971-4 |
935-4 |
36-0 |
3.8% |
13-2 |
1.4% |
63% |
False |
False |
70,713 |
20 |
984-4 |
930-0 |
54-4 |
5.7% |
14-4 |
1.5% |
51% |
False |
False |
64,248 |
40 |
1000-0 |
911-0 |
89-0 |
9.3% |
14-2 |
1.5% |
53% |
False |
False |
46,882 |
60 |
1079-4 |
911-0 |
168-4 |
17.6% |
14-3 |
1.5% |
28% |
False |
False |
35,062 |
80 |
1087-4 |
911-0 |
176-4 |
18.4% |
14-5 |
1.5% |
27% |
False |
False |
28,685 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1057-4 |
2.618 |
1021-5 |
1.618 |
999-5 |
1.000 |
986-0 |
0.618 |
977-5 |
HIGH |
964-0 |
0.618 |
955-5 |
0.500 |
953-0 |
0.382 |
950-3 |
LOW |
942-0 |
0.618 |
928-3 |
1.000 |
920-0 |
1.618 |
906-3 |
2.618 |
884-3 |
4.250 |
848-4 |
|
|
Fisher Pivots for day following 10-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
956-3 |
955-2 |
PP |
954-5 |
952-4 |
S1 |
953-0 |
949-6 |
|