CME Pit-Traded Soybean Future May 2010
Trading Metrics calculated at close of trading on 16-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2010 |
16-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
924-0 |
937-0 |
13-0 |
1.4% |
947-4 |
High |
932-4 |
948-0 |
15-4 |
1.7% |
964-0 |
Low |
922-0 |
936-0 |
14-0 |
1.5% |
923-0 |
Close |
930-0 |
945-0 |
15-0 |
1.6% |
925-4 |
Range |
10-4 |
12-0 |
1-4 |
14.3% |
41-0 |
ATR |
16-0 |
16-1 |
0-1 |
0.9% |
0-0 |
Volume |
66,451 |
55,498 |
-10,953 |
-16.5% |
377,417 |
|
Daily Pivots for day following 16-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
979-0 |
974-0 |
951-5 |
|
R3 |
967-0 |
962-0 |
948-2 |
|
R2 |
955-0 |
955-0 |
947-2 |
|
R1 |
950-0 |
950-0 |
946-1 |
952-4 |
PP |
943-0 |
943-0 |
943-0 |
944-2 |
S1 |
938-0 |
938-0 |
943-7 |
940-4 |
S2 |
931-0 |
931-0 |
942-6 |
|
S3 |
919-0 |
926-0 |
941-6 |
|
S4 |
907-0 |
914-0 |
938-3 |
|
|
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 |
4.4% |
16-4 |
1.7% |
55% |
False |
False |
75,056 |
10 |
971-4 |
922-0 |
49-4 |
5.2% |
13-7 |
1.5% |
46% |
False |
False |
71,527 |
20 |
984-4 |
922-0 |
62-4 |
6.6% |
14-4 |
1.5% |
37% |
False |
False |
68,600 |
40 |
984-4 |
911-0 |
73-4 |
7.8% |
14-0 |
1.5% |
46% |
False |
False |
52,556 |
60 |
1076-0 |
911-0 |
165-0 |
17.5% |
14-3 |
1.5% |
21% |
False |
False |
39,333 |
80 |
1087-4 |
911-0 |
176-4 |
18.7% |
14-6 |
1.6% |
19% |
False |
False |
32,228 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
999-0 |
2.618 |
979-3 |
1.618 |
967-3 |
1.000 |
960-0 |
0.618 |
955-3 |
HIGH |
948-0 |
0.618 |
943-3 |
0.500 |
942-0 |
0.382 |
940-5 |
LOW |
936-0 |
0.618 |
928-5 |
1.000 |
924-0 |
1.618 |
916-5 |
2.618 |
904-5 |
4.250 |
885-0 |
|
|
Fisher Pivots for day following 16-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
944-0 |
941-5 |
PP |
943-0 |
938-3 |
S1 |
942-0 |
935-0 |
|