CME Pit-Traded Soybean Future May 2010
Trading Metrics calculated at close of trading on 22-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2010 |
22-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
955-4 |
958-0 |
2-4 |
0.3% |
924-0 |
High |
962-4 |
975-0 |
12-4 |
1.3% |
962-4 |
Low |
952-2 |
957-0 |
4-6 |
0.5% |
922-0 |
Close |
961-6 |
968-4 |
6-6 |
0.7% |
961-6 |
Range |
10-2 |
18-0 |
7-6 |
75.6% |
40-4 |
ATR |
15-5 |
15-7 |
0-1 |
1.1% |
0-0 |
Volume |
64,849 |
45,955 |
-18,894 |
-29.1% |
328,054 |
|
Daily Pivots for day following 22-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1020-7 |
1012-5 |
978-3 |
|
R3 |
1002-7 |
994-5 |
973-4 |
|
R2 |
984-7 |
984-7 |
971-6 |
|
R1 |
976-5 |
976-5 |
970-1 |
980-6 |
PP |
966-7 |
966-7 |
966-7 |
968-7 |
S1 |
958-5 |
958-5 |
966-7 |
962-6 |
S2 |
948-7 |
948-7 |
965-2 |
|
S3 |
930-7 |
940-5 |
963-4 |
|
S4 |
912-7 |
922-5 |
958-5 |
|
|
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 |
975-0 |
936-0 |
39-0 |
4.0% |
14-3 |
1.5% |
83% |
True |
False |
61,511 |
10 |
975-0 |
922-0 |
53-0 |
5.5% |
15-4 |
1.6% |
88% |
True |
False |
68,541 |
20 |
984-4 |
922-0 |
62-4 |
6.5% |
14-6 |
1.5% |
74% |
False |
False |
72,721 |
40 |
984-4 |
911-0 |
73-4 |
7.6% |
14-5 |
1.5% |
78% |
False |
False |
56,659 |
60 |
1076-0 |
911-0 |
165-0 |
17.0% |
14-1 |
1.5% |
35% |
False |
False |
42,868 |
80 |
1087-4 |
911-0 |
176-4 |
18.2% |
14-4 |
1.5% |
33% |
False |
False |
34,881 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1051-4 |
2.618 |
1022-1 |
1.618 |
1004-1 |
1.000 |
993-0 |
0.618 |
986-1 |
HIGH |
975-0 |
0.618 |
968-1 |
0.500 |
966-0 |
0.382 |
963-7 |
LOW |
957-0 |
0.618 |
945-7 |
1.000 |
939-0 |
1.618 |
927-7 |
2.618 |
909-7 |
4.250 |
880-4 |
|
|
Fisher Pivots for day following 22-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
967-5 |
966-3 |
PP |
966-7 |
964-1 |
S1 |
966-0 |
962-0 |
|