CME Pit-Traded Soybean Future May 2010
Trading Metrics calculated at close of trading on 25-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2010 |
25-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
962-0 |
963-0 |
1-0 |
0.1% |
924-0 |
High |
962-4 |
966-0 |
3-4 |
0.4% |
962-4 |
Low |
953-4 |
942-0 |
-11-4 |
-1.2% |
922-0 |
Close |
960-0 |
942-4 |
-17-4 |
-1.8% |
961-6 |
Range |
9-0 |
24-0 |
15-0 |
166.7% |
40-4 |
ATR |
15-3 |
16-0 |
0-5 |
4.0% |
0-0 |
Volume |
62,583 |
60,563 |
-2,020 |
-3.2% |
328,054 |
|
Daily Pivots for day following 25-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1022-1 |
1006-3 |
955-6 |
|
R3 |
998-1 |
982-3 |
949-1 |
|
R2 |
974-1 |
974-1 |
946-7 |
|
R1 |
958-3 |
958-3 |
944-6 |
954-2 |
PP |
950-1 |
950-1 |
950-1 |
948-1 |
S1 |
934-3 |
934-3 |
940-2 |
930-2 |
S2 |
926-1 |
926-1 |
938-1 |
|
S3 |
902-1 |
910-3 |
935-7 |
|
S4 |
878-1 |
886-3 |
929-2 |
|
|
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 |
942-0 |
34-0 |
3.6% |
14-2 |
1.5% |
1% |
False |
True |
60,316 |
10 |
976-0 |
922-0 |
54-0 |
5.7% |
13-7 |
1.5% |
38% |
False |
False |
66,069 |
20 |
976-0 |
922-0 |
54-0 |
5.7% |
13-5 |
1.5% |
38% |
False |
False |
68,793 |
40 |
984-4 |
911-0 |
73-4 |
7.8% |
14-5 |
1.5% |
43% |
False |
False |
59,689 |
60 |
1076-0 |
911-0 |
165-0 |
17.5% |
14-3 |
1.5% |
19% |
False |
False |
45,653 |
80 |
1087-4 |
911-0 |
176-4 |
18.7% |
14-4 |
1.5% |
18% |
False |
False |
36,945 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1068-0 |
2.618 |
1028-7 |
1.618 |
1004-7 |
1.000 |
990-0 |
0.618 |
980-7 |
HIGH |
966-0 |
0.618 |
956-7 |
0.500 |
954-0 |
0.382 |
951-1 |
LOW |
942-0 |
0.618 |
927-1 |
1.000 |
918-0 |
1.618 |
903-1 |
2.618 |
879-1 |
4.250 |
840-0 |
|
|
Fisher Pivots for day following 25-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
954-0 |
959-0 |
PP |
950-1 |
953-4 |
S1 |
946-3 |
948-0 |
|