CME Pit-Traded Soybean Future May 2010
Trading Metrics calculated at close of trading on 18-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2010 |
18-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
946-0 |
951-0 |
5-0 |
0.5% |
947-4 |
High |
961-0 |
962-0 |
1-0 |
0.1% |
964-0 |
Low |
942-4 |
949-0 |
6-4 |
0.7% |
923-0 |
Close |
959-0 |
959-4 |
0-4 |
0.1% |
925-4 |
Range |
18-4 |
13-0 |
-5-4 |
-29.7% |
41-0 |
ATR |
16-2 |
16-0 |
-0-2 |
-1.4% |
0-0 |
Volume |
71,579 |
69,677 |
-1,902 |
-2.7% |
377,417 |
|
Daily Pivots for day following 18-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
995-7 |
990-5 |
966-5 |
|
R3 |
982-7 |
977-5 |
963-1 |
|
R2 |
969-7 |
969-7 |
961-7 |
|
R1 |
964-5 |
964-5 |
960-6 |
967-2 |
PP |
956-7 |
956-7 |
956-7 |
958-1 |
S1 |
951-5 |
951-5 |
958-2 |
954-2 |
S2 |
943-7 |
943-7 |
957-1 |
|
S3 |
930-7 |
938-5 |
955-7 |
|
S4 |
917-7 |
925-5 |
952-3 |
|
|
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 |
962-0 |
922-0 |
40-0 |
4.2% |
13-5 |
1.4% |
94% |
True |
False |
71,823 |
10 |
964-0 |
922-0 |
42-0 |
4.4% |
14-4 |
1.5% |
89% |
False |
False |
72,951 |
20 |
984-4 |
922-0 |
62-4 |
6.5% |
14-5 |
1.5% |
60% |
False |
False |
70,941 |
40 |
984-4 |
911-0 |
73-4 |
7.7% |
14-2 |
1.5% |
66% |
False |
False |
54,993 |
60 |
1076-0 |
911-0 |
165-0 |
17.2% |
14-2 |
1.5% |
29% |
False |
False |
41,298 |
80 |
1087-4 |
911-0 |
176-4 |
18.4% |
14-4 |
1.5% |
27% |
False |
False |
33,729 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1017-2 |
2.618 |
996-0 |
1.618 |
983-0 |
1.000 |
975-0 |
0.618 |
970-0 |
HIGH |
962-0 |
0.618 |
957-0 |
0.500 |
955-4 |
0.382 |
954-0 |
LOW |
949-0 |
0.618 |
941-0 |
1.000 |
936-0 |
1.618 |
928-0 |
2.618 |
915-0 |
4.250 |
893-6 |
|
|
Fisher Pivots for day following 18-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
958-1 |
956-0 |
PP |
956-7 |
952-4 |
S1 |
955-4 |
949-0 |
|