CME Pit-Traded Soybean Future May 2010
Trading Metrics calculated at close of trading on 17-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2010 |
17-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
937-0 |
946-0 |
9-0 |
1.0% |
947-4 |
High |
948-0 |
961-0 |
13-0 |
1.4% |
964-0 |
Low |
936-0 |
942-4 |
6-4 |
0.7% |
923-0 |
Close |
945-0 |
959-0 |
14-0 |
1.5% |
925-4 |
Range |
12-0 |
18-4 |
6-4 |
54.2% |
41-0 |
ATR |
16-1 |
16-2 |
0-1 |
1.1% |
0-0 |
Volume |
55,498 |
71,579 |
16,081 |
29.0% |
377,417 |
|
Daily Pivots for day following 17-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1009-5 |
1002-7 |
969-1 |
|
R3 |
991-1 |
984-3 |
964-1 |
|
R2 |
972-5 |
972-5 |
962-3 |
|
R1 |
965-7 |
965-7 |
960-6 |
969-2 |
PP |
954-1 |
954-1 |
954-1 |
955-7 |
S1 |
947-3 |
947-3 |
957-2 |
950-6 |
S2 |
935-5 |
935-5 |
955-5 |
|
S3 |
917-1 |
928-7 |
953-7 |
|
S4 |
898-5 |
910-3 |
948-7 |
|
|
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 |
961-0 |
922-0 |
39-0 |
4.1% |
15-6 |
1.6% |
95% |
True |
False |
76,966 |
10 |
964-0 |
922-0 |
42-0 |
4.4% |
14-7 |
1.5% |
88% |
False |
False |
72,168 |
20 |
984-4 |
922-0 |
62-4 |
6.5% |
14-6 |
1.5% |
59% |
False |
False |
69,742 |
40 |
984-4 |
911-0 |
73-4 |
7.7% |
14-2 |
1.5% |
65% |
False |
False |
53,819 |
60 |
1076-0 |
911-0 |
165-0 |
17.2% |
14-2 |
1.5% |
29% |
False |
False |
40,356 |
80 |
1087-4 |
911-0 |
176-4 |
18.4% |
14-5 |
1.5% |
27% |
False |
False |
32,994 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1039-5 |
2.618 |
1009-3 |
1.618 |
990-7 |
1.000 |
979-4 |
0.618 |
972-3 |
HIGH |
961-0 |
0.618 |
953-7 |
0.500 |
951-6 |
0.382 |
949-5 |
LOW |
942-4 |
0.618 |
931-1 |
1.000 |
924-0 |
1.618 |
912-5 |
2.618 |
894-1 |
4.250 |
863-7 |
|
|
Fisher Pivots for day following 17-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
956-5 |
953-1 |
PP |
954-1 |
947-3 |
S1 |
951-6 |
941-4 |
|