CME Pit-Traded Soybean Future July 2010
Trading Metrics calculated at close of trading on 11-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2010 |
11-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
951-0 |
958-0 |
7-0 |
0.7% |
964-0 |
High |
971-0 |
959-0 |
-12-0 |
-1.2% |
978-0 |
Low |
950-0 |
939-0 |
-11-0 |
-1.2% |
946-0 |
Close |
965-4 |
939-0 |
-26-4 |
-2.7% |
950-4 |
Range |
21-0 |
20-0 |
-1-0 |
-4.8% |
32-0 |
ATR |
14-2 |
15-1 |
0-7 |
6.2% |
0-0 |
Volume |
24,330 |
35,102 |
10,772 |
44.3% |
111,630 |
|
Daily Pivots for day following 11-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1005-5 |
992-3 |
950-0 |
|
R3 |
985-5 |
972-3 |
944-4 |
|
R2 |
965-5 |
965-5 |
942-5 |
|
R1 |
952-3 |
952-3 |
940-7 |
949-0 |
PP |
945-5 |
945-5 |
945-5 |
944-0 |
S1 |
932-3 |
932-3 |
937-1 |
929-0 |
S2 |
925-5 |
925-5 |
935-3 |
|
S3 |
905-5 |
912-3 |
933-4 |
|
S4 |
885-5 |
892-3 |
928-0 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1054-1 |
1034-3 |
968-1 |
|
R3 |
1022-1 |
1002-3 |
959-2 |
|
R2 |
990-1 |
990-1 |
956-3 |
|
R1 |
970-3 |
970-3 |
953-3 |
964-2 |
PP |
958-1 |
958-1 |
958-1 |
955-1 |
S1 |
938-3 |
938-3 |
947-5 |
932-2 |
S2 |
926-1 |
926-1 |
944-5 |
|
S3 |
894-1 |
906-3 |
941-6 |
|
S4 |
862-1 |
874-3 |
932-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
971-0 |
939-0 |
32-0 |
3.4% |
13-7 |
1.5% |
0% |
False |
True |
28,071 |
10 |
978-0 |
939-0 |
39-0 |
4.2% |
12-0 |
1.3% |
0% |
False |
True |
24,215 |
20 |
988-0 |
939-0 |
49-0 |
5.2% |
12-0 |
1.3% |
0% |
False |
True |
25,731 |
40 |
1005-4 |
922-0 |
83-4 |
8.9% |
12-4 |
1.3% |
20% |
False |
False |
24,907 |
60 |
1085-0 |
922-0 |
163-0 |
17.4% |
12-6 |
1.4% |
10% |
False |
False |
20,441 |
80 |
1091-0 |
922-0 |
169-0 |
18.0% |
13-1 |
1.4% |
10% |
False |
False |
18,290 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1044-0 |
2.618 |
1011-3 |
1.618 |
991-3 |
1.000 |
979-0 |
0.618 |
971-3 |
HIGH |
959-0 |
0.618 |
951-3 |
0.500 |
949-0 |
0.382 |
946-5 |
LOW |
939-0 |
0.618 |
926-5 |
1.000 |
919-0 |
1.618 |
906-5 |
2.618 |
886-5 |
4.250 |
854-0 |
|
|
Fisher Pivots for day following 11-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
949-0 |
955-0 |
PP |
945-5 |
949-5 |
S1 |
942-3 |
944-3 |
|