CME Pit-Traded Soybean Future May 2010
Trading Metrics calculated at close of trading on 23-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2010 |
23-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
958-0 |
971-0 |
13-0 |
1.4% |
924-0 |
High |
975-0 |
976-0 |
1-0 |
0.1% |
962-4 |
Low |
957-0 |
966-0 |
9-0 |
0.9% |
922-0 |
Close |
968-4 |
968-0 |
-0-4 |
-0.1% |
961-6 |
Range |
18-0 |
10-0 |
-8-0 |
-44.4% |
40-4 |
ATR |
15-7 |
15-3 |
-0-3 |
-2.6% |
0-0 |
Volume |
45,955 |
67,630 |
21,675 |
47.2% |
328,054 |
|
Daily Pivots for day following 23-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1000-0 |
994-0 |
973-4 |
|
R3 |
990-0 |
984-0 |
970-6 |
|
R2 |
980-0 |
980-0 |
969-7 |
|
R1 |
974-0 |
974-0 |
968-7 |
972-0 |
PP |
970-0 |
970-0 |
970-0 |
969-0 |
S1 |
964-0 |
964-0 |
967-1 |
962-0 |
S2 |
960-0 |
960-0 |
966-1 |
|
S3 |
950-0 |
954-0 |
965-2 |
|
S4 |
940-0 |
944-0 |
962-4 |
|
|
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 |
976-0 |
942-4 |
33-4 |
3.5% |
14-0 |
1.4% |
76% |
True |
False |
63,938 |
10 |
976-0 |
922-0 |
54-0 |
5.6% |
15-2 |
1.6% |
85% |
True |
False |
69,497 |
20 |
976-0 |
922-0 |
54-0 |
5.6% |
14-0 |
1.4% |
85% |
True |
False |
72,575 |
40 |
984-4 |
911-0 |
73-4 |
7.6% |
14-4 |
1.5% |
78% |
False |
False |
57,963 |
60 |
1076-0 |
911-0 |
165-0 |
17.0% |
14-2 |
1.5% |
35% |
False |
False |
43,795 |
80 |
1087-4 |
911-0 |
176-4 |
18.2% |
14-4 |
1.5% |
32% |
False |
False |
35,634 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1018-4 |
2.618 |
1002-1 |
1.618 |
992-1 |
1.000 |
986-0 |
0.618 |
982-1 |
HIGH |
976-0 |
0.618 |
972-1 |
0.500 |
971-0 |
0.382 |
969-7 |
LOW |
966-0 |
0.618 |
959-7 |
1.000 |
956-0 |
1.618 |
949-7 |
2.618 |
939-7 |
4.250 |
923-4 |
|
|
Fisher Pivots for day following 23-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
971-0 |
966-6 |
PP |
970-0 |
965-3 |
S1 |
969-0 |
964-1 |
|