CME Pit-Traded Soybean Future May 2010
Trading Metrics calculated at close of trading on 26-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2010 |
26-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
963-0 |
948-0 |
-15-0 |
-1.6% |
958-0 |
High |
966-0 |
955-0 |
-11-0 |
-1.1% |
976-0 |
Low |
942-0 |
942-0 |
0-0 |
0.0% |
942-0 |
Close |
942-4 |
952-0 |
9-4 |
1.0% |
952-0 |
Range |
24-0 |
13-0 |
-11-0 |
-45.8% |
34-0 |
ATR |
16-0 |
15-6 |
-0-2 |
-1.3% |
0-0 |
Volume |
60,563 |
79,415 |
18,852 |
31.1% |
316,146 |
|
Daily Pivots for day following 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
988-5 |
983-3 |
959-1 |
|
R3 |
975-5 |
970-3 |
955-5 |
|
R2 |
962-5 |
962-5 |
954-3 |
|
R1 |
957-3 |
957-3 |
953-2 |
960-0 |
PP |
949-5 |
949-5 |
949-5 |
951-0 |
S1 |
944-3 |
944-3 |
950-6 |
947-0 |
S2 |
936-5 |
936-5 |
949-5 |
|
S3 |
923-5 |
931-3 |
948-3 |
|
S4 |
910-5 |
918-3 |
944-7 |
|
|
Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1058-5 |
1039-3 |
970-6 |
|
R3 |
1024-5 |
1005-3 |
961-3 |
|
R2 |
990-5 |
990-5 |
958-2 |
|
R1 |
971-3 |
971-3 |
955-1 |
964-0 |
PP |
956-5 |
956-5 |
956-5 |
953-0 |
S1 |
937-3 |
937-3 |
948-7 |
930-0 |
S2 |
922-5 |
922-5 |
945-6 |
|
S3 |
888-5 |
903-3 |
942-5 |
|
S4 |
854-5 |
869-3 |
933-2 |
|
|
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% |
14-6 |
1.6% |
29% |
False |
True |
63,229 |
10 |
976-0 |
922-0 |
54-0 |
5.7% |
13-7 |
1.5% |
56% |
False |
False |
64,420 |
20 |
976-0 |
922-0 |
54-0 |
5.7% |
13-6 |
1.4% |
56% |
False |
False |
68,839 |
40 |
984-4 |
911-0 |
73-4 |
7.7% |
14-5 |
1.5% |
56% |
False |
False |
60,954 |
60 |
1076-0 |
911-0 |
165-0 |
17.3% |
14-2 |
1.5% |
25% |
False |
False |
46,812 |
80 |
1087-4 |
911-0 |
176-4 |
18.5% |
14-4 |
1.5% |
23% |
False |
False |
37,879 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1010-2 |
2.618 |
989-0 |
1.618 |
976-0 |
1.000 |
968-0 |
0.618 |
963-0 |
HIGH |
955-0 |
0.618 |
950-0 |
0.500 |
948-4 |
0.382 |
947-0 |
LOW |
942-0 |
0.618 |
934-0 |
1.000 |
929-0 |
1.618 |
921-0 |
2.618 |
908-0 |
4.250 |
886-6 |
|
|
Fisher Pivots for day following 26-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
950-7 |
954-0 |
PP |
949-5 |
953-3 |
S1 |
948-4 |
952-5 |
|