CME Pit-Traded Soybean Future May 2010
Trading Metrics calculated at close of trading on 24-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2010 |
24-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
971-0 |
962-0 |
-9-0 |
-0.9% |
924-0 |
High |
976-0 |
962-4 |
-13-4 |
-1.4% |
962-4 |
Low |
966-0 |
953-4 |
-12-4 |
-1.3% |
922-0 |
Close |
968-0 |
960-0 |
-8-0 |
-0.8% |
961-6 |
Range |
10-0 |
9-0 |
-1-0 |
-10.0% |
40-4 |
ATR |
15-3 |
15-3 |
-0-1 |
-0.4% |
0-0 |
Volume |
67,630 |
62,583 |
-5,047 |
-7.5% |
328,054 |
|
Daily Pivots for day following 24-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
985-5 |
981-7 |
965-0 |
|
R3 |
976-5 |
972-7 |
962-4 |
|
R2 |
967-5 |
967-5 |
961-5 |
|
R1 |
963-7 |
963-7 |
960-7 |
961-2 |
PP |
958-5 |
958-5 |
958-5 |
957-3 |
S1 |
954-7 |
954-7 |
959-1 |
952-2 |
S2 |
949-5 |
949-5 |
958-3 |
|
S3 |
940-5 |
945-7 |
957-4 |
|
S4 |
931-5 |
936-7 |
955-0 |
|
|
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 |
949-0 |
27-0 |
2.8% |
12-0 |
1.3% |
41% |
False |
False |
62,138 |
10 |
976-0 |
922-0 |
54-0 |
5.6% |
13-7 |
1.5% |
70% |
False |
False |
69,552 |
20 |
976-0 |
922-0 |
54-0 |
5.6% |
13-5 |
1.4% |
70% |
False |
False |
70,133 |
40 |
984-4 |
911-0 |
73-4 |
7.7% |
14-2 |
1.5% |
67% |
False |
False |
58,869 |
60 |
1076-0 |
911-0 |
165-0 |
17.2% |
14-2 |
1.5% |
30% |
False |
False |
44,704 |
80 |
1087-4 |
911-0 |
176-4 |
18.4% |
14-3 |
1.5% |
28% |
False |
False |
36,316 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1000-6 |
2.618 |
986-0 |
1.618 |
977-0 |
1.000 |
971-4 |
0.618 |
968-0 |
HIGH |
962-4 |
0.618 |
959-0 |
0.500 |
958-0 |
0.382 |
957-0 |
LOW |
953-4 |
0.618 |
948-0 |
1.000 |
944-4 |
1.618 |
939-0 |
2.618 |
930-0 |
4.250 |
915-2 |
|
|
Fisher Pivots for day following 24-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
959-3 |
964-6 |
PP |
958-5 |
963-1 |
S1 |
958-0 |
961-5 |
|