CME Pit-Traded Soybean Future May 2010
Trading Metrics calculated at close of trading on 12-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2010 |
12-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
954-0 |
937-0 |
-17-0 |
-1.8% |
947-4 |
High |
954-0 |
937-0 |
-17-0 |
-1.8% |
964-0 |
Low |
930-0 |
923-0 |
-7-0 |
-0.8% |
923-0 |
Close |
930-4 |
925-4 |
-5-0 |
-0.5% |
925-4 |
Range |
24-0 |
14-0 |
-10-0 |
-41.7% |
41-0 |
ATR |
16-5 |
16-3 |
-0-1 |
-1.1% |
0-0 |
Volume |
95,396 |
95,910 |
514 |
0.5% |
377,417 |
|
Daily Pivots for day following 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
970-4 |
962-0 |
933-2 |
|
R3 |
956-4 |
948-0 |
929-3 |
|
R2 |
942-4 |
942-4 |
928-1 |
|
R1 |
934-0 |
934-0 |
926-6 |
931-2 |
PP |
928-4 |
928-4 |
928-4 |
927-1 |
S1 |
920-0 |
920-0 |
924-2 |
917-2 |
S2 |
914-4 |
914-4 |
922-7 |
|
S3 |
900-4 |
906-0 |
921-5 |
|
S4 |
886-4 |
892-0 |
917-6 |
|
|
Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1060-4 |
1034-0 |
948-0 |
|
R3 |
1019-4 |
993-0 |
936-6 |
|
R2 |
978-4 |
978-4 |
933-0 |
|
R1 |
952-0 |
952-0 |
929-2 |
944-6 |
PP |
937-4 |
937-4 |
937-4 |
933-7 |
S1 |
911-0 |
911-0 |
921-6 |
903-6 |
S2 |
896-4 |
896-4 |
918-0 |
|
S3 |
855-4 |
870-0 |
914-2 |
|
S4 |
814-4 |
829-0 |
903-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
964-0 |
923-0 |
41-0 |
4.4% |
16-2 |
1.8% |
6% |
False |
True |
75,483 |
10 |
971-4 |
923-0 |
48-4 |
5.2% |
13-5 |
1.5% |
5% |
False |
True |
73,259 |
20 |
984-4 |
923-0 |
61-4 |
6.6% |
15-0 |
1.6% |
4% |
False |
True |
67,909 |
40 |
998-0 |
911-0 |
87-0 |
9.4% |
14-2 |
1.5% |
17% |
False |
False |
50,583 |
60 |
1079-4 |
911-0 |
168-4 |
18.2% |
14-3 |
1.6% |
9% |
False |
False |
37,822 |
80 |
1087-4 |
911-0 |
176-4 |
19.1% |
14-7 |
1.6% |
8% |
False |
False |
30,876 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
996-4 |
2.618 |
973-5 |
1.618 |
959-5 |
1.000 |
951-0 |
0.618 |
945-5 |
HIGH |
937-0 |
0.618 |
931-5 |
0.500 |
930-0 |
0.382 |
928-3 |
LOW |
923-0 |
0.618 |
914-3 |
1.000 |
909-0 |
1.618 |
900-3 |
2.618 |
886-3 |
4.250 |
863-4 |
|
|
Fisher Pivots for day following 12-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
930-0 |
943-4 |
PP |
928-4 |
937-4 |
S1 |
927-0 |
931-4 |
|