CME Pit-Traded Soybean Future May 2010
Trading Metrics calculated at close of trading on 15-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2010 |
15-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
937-0 |
924-0 |
-13-0 |
-1.4% |
947-4 |
High |
937-0 |
932-4 |
-4-4 |
-0.5% |
964-0 |
Low |
923-0 |
922-0 |
-1-0 |
-0.1% |
923-0 |
Close |
925-4 |
930-0 |
4-4 |
0.5% |
925-4 |
Range |
14-0 |
10-4 |
-3-4 |
-25.0% |
41-0 |
ATR |
16-3 |
16-0 |
-0-3 |
-2.6% |
0-0 |
Volume |
95,910 |
66,451 |
-29,459 |
-30.7% |
377,417 |
|
Daily Pivots for day following 15-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
959-5 |
955-3 |
935-6 |
|
R3 |
949-1 |
944-7 |
932-7 |
|
R2 |
938-5 |
938-5 |
931-7 |
|
R1 |
934-3 |
934-3 |
931-0 |
936-4 |
PP |
928-1 |
928-1 |
928-1 |
929-2 |
S1 |
923-7 |
923-7 |
929-0 |
926-0 |
S2 |
917-5 |
917-5 |
928-1 |
|
S3 |
907-1 |
913-3 |
927-1 |
|
S4 |
896-5 |
902-7 |
924-2 |
|
|
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 |
922-0 |
42-0 |
4.5% |
16-5 |
1.8% |
19% |
False |
True |
75,571 |
10 |
971-4 |
922-0 |
49-4 |
5.3% |
13-4 |
1.4% |
16% |
False |
True |
72,721 |
20 |
984-4 |
922-0 |
62-4 |
6.7% |
14-4 |
1.6% |
13% |
False |
True |
68,088 |
40 |
995-0 |
911-0 |
84-0 |
9.0% |
14-1 |
1.5% |
23% |
False |
False |
51,676 |
60 |
1079-4 |
911-0 |
168-4 |
18.1% |
14-3 |
1.5% |
11% |
False |
False |
38,651 |
80 |
1087-4 |
911-0 |
176-4 |
19.0% |
14-7 |
1.6% |
11% |
False |
False |
31,623 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
977-1 |
2.618 |
960-0 |
1.618 |
949-4 |
1.000 |
943-0 |
0.618 |
939-0 |
HIGH |
932-4 |
0.618 |
928-4 |
0.500 |
927-2 |
0.382 |
926-0 |
LOW |
922-0 |
0.618 |
915-4 |
1.000 |
911-4 |
1.618 |
905-0 |
2.618 |
894-4 |
4.250 |
877-3 |
|
|
Fisher Pivots for day following 15-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
929-1 |
938-0 |
PP |
928-1 |
935-3 |
S1 |
927-2 |
932-5 |
|