CME Pit-Traded Soybean Future May 2010
Trading Metrics calculated at close of trading on 11-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2010 |
11-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
945-0 |
954-0 |
9-0 |
1.0% |
956-0 |
High |
964-0 |
954-0 |
-10-0 |
-1.0% |
971-4 |
Low |
942-0 |
930-0 |
-12-0 |
-1.3% |
938-0 |
Close |
958-0 |
930-4 |
-27-4 |
-2.9% |
942-6 |
Range |
22-0 |
24-0 |
2-0 |
9.1% |
33-4 |
ATR |
15-6 |
16-5 |
0-7 |
5.6% |
0-0 |
Volume |
62,028 |
95,396 |
33,368 |
53.8% |
355,181 |
|
Daily Pivots for day following 11-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1010-1 |
994-3 |
943-6 |
|
R3 |
986-1 |
970-3 |
937-1 |
|
R2 |
962-1 |
962-1 |
934-7 |
|
R1 |
946-3 |
946-3 |
932-6 |
942-2 |
PP |
938-1 |
938-1 |
938-1 |
936-1 |
S1 |
922-3 |
922-3 |
928-2 |
918-2 |
S2 |
914-1 |
914-1 |
926-1 |
|
S3 |
890-1 |
898-3 |
923-7 |
|
S4 |
866-1 |
874-3 |
917-2 |
|
|
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 |
930-0 |
34-0 |
3.7% |
15-4 |
1.7% |
1% |
False |
True |
74,079 |
10 |
971-4 |
930-0 |
41-4 |
4.5% |
13-3 |
1.4% |
1% |
False |
True |
71,517 |
20 |
984-4 |
930-0 |
54-4 |
5.9% |
14-6 |
1.6% |
1% |
False |
True |
66,223 |
40 |
1000-0 |
911-0 |
89-0 |
9.6% |
14-4 |
1.6% |
22% |
False |
False |
48,918 |
60 |
1079-4 |
911-0 |
168-4 |
18.1% |
14-5 |
1.6% |
12% |
False |
False |
36,454 |
80 |
1087-4 |
911-0 |
176-4 |
19.0% |
14-7 |
1.6% |
11% |
False |
False |
29,801 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1056-0 |
2.618 |
1016-7 |
1.618 |
992-7 |
1.000 |
978-0 |
0.618 |
968-7 |
HIGH |
954-0 |
0.618 |
944-7 |
0.500 |
942-0 |
0.382 |
939-1 |
LOW |
930-0 |
0.618 |
915-1 |
1.000 |
906-0 |
1.618 |
891-1 |
2.618 |
867-1 |
4.250 |
828-0 |
|
|
Fisher Pivots for day following 11-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
942-0 |
947-0 |
PP |
938-1 |
941-4 |
S1 |
934-3 |
936-0 |
|