CME Pit-Traded Soybean Future May 2010
Trading Metrics calculated at close of trading on 19-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2010 |
19-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
951-0 |
955-4 |
4-4 |
0.5% |
924-0 |
High |
962-0 |
962-4 |
0-4 |
0.1% |
962-4 |
Low |
949-0 |
952-2 |
3-2 |
0.3% |
922-0 |
Close |
959-4 |
961-6 |
2-2 |
0.2% |
961-6 |
Range |
13-0 |
10-2 |
-2-6 |
-21.2% |
40-4 |
ATR |
16-0 |
15-5 |
-0-3 |
-2.6% |
0-0 |
Volume |
69,677 |
64,849 |
-4,828 |
-6.9% |
328,054 |
|
Daily Pivots for day following 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
989-5 |
985-7 |
967-3 |
|
R3 |
979-3 |
975-5 |
964-5 |
|
R2 |
969-1 |
969-1 |
963-5 |
|
R1 |
965-3 |
965-3 |
962-6 |
967-2 |
PP |
958-7 |
958-7 |
958-7 |
959-6 |
S1 |
955-1 |
955-1 |
960-6 |
957-0 |
S2 |
948-5 |
948-5 |
959-7 |
|
S3 |
938-3 |
944-7 |
958-7 |
|
S4 |
928-1 |
934-5 |
956-1 |
|
|
Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1070-2 |
1056-4 |
984-0 |
|
R3 |
1029-6 |
1016-0 |
972-7 |
|
R2 |
989-2 |
989-2 |
969-1 |
|
R1 |
975-4 |
975-4 |
965-4 |
982-3 |
PP |
948-6 |
948-6 |
948-6 |
952-2 |
S1 |
935-0 |
935-0 |
958-0 |
941-7 |
S2 |
908-2 |
908-2 |
954-3 |
|
S3 |
867-6 |
894-4 |
950-5 |
|
S4 |
827-2 |
854-0 |
939-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
962-4 |
922-0 |
40-4 |
4.2% |
12-7 |
1.3% |
98% |
True |
False |
65,610 |
10 |
964-0 |
922-0 |
42-0 |
4.4% |
14-4 |
1.5% |
95% |
False |
False |
70,547 |
20 |
984-4 |
922-0 |
62-4 |
6.5% |
14-5 |
1.5% |
64% |
False |
False |
72,203 |
40 |
984-4 |
911-0 |
73-4 |
7.6% |
14-3 |
1.5% |
69% |
False |
False |
55,891 |
60 |
1076-0 |
911-0 |
165-0 |
17.2% |
14-1 |
1.5% |
31% |
False |
False |
42,226 |
80 |
1087-4 |
911-0 |
176-4 |
18.4% |
14-4 |
1.5% |
29% |
False |
False |
34,407 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1006-0 |
2.618 |
989-3 |
1.618 |
979-1 |
1.000 |
972-6 |
0.618 |
968-7 |
HIGH |
962-4 |
0.618 |
958-5 |
0.500 |
957-3 |
0.382 |
956-1 |
LOW |
952-2 |
0.618 |
945-7 |
1.000 |
942-0 |
1.618 |
935-5 |
2.618 |
925-3 |
4.250 |
908-6 |
|
|
Fisher Pivots for day following 19-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
960-2 |
958-5 |
PP |
958-7 |
955-5 |
S1 |
957-3 |
952-4 |
|