CME Pit-Traded Soybean Future July 2010
Trading Metrics calculated at close of trading on 12-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2010 |
12-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
958-0 |
943-0 |
-15-0 |
-1.6% |
954-0 |
High |
959-0 |
945-0 |
-14-0 |
-1.5% |
971-0 |
Low |
939-0 |
932-0 |
-7-0 |
-0.7% |
932-0 |
Close |
939-0 |
933-4 |
-5-4 |
-0.6% |
933-4 |
Range |
20-0 |
13-0 |
-7-0 |
-35.0% |
39-0 |
ATR |
15-1 |
15-0 |
-0-1 |
-1.0% |
0-0 |
Volume |
35,102 |
37,761 |
2,659 |
7.6% |
141,628 |
|
Daily Pivots for day following 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
975-7 |
967-5 |
940-5 |
|
R3 |
962-7 |
954-5 |
937-1 |
|
R2 |
949-7 |
949-7 |
935-7 |
|
R1 |
941-5 |
941-5 |
934-6 |
939-2 |
PP |
936-7 |
936-7 |
936-7 |
935-5 |
S1 |
928-5 |
928-5 |
932-2 |
926-2 |
S2 |
923-7 |
923-7 |
931-1 |
|
S3 |
910-7 |
915-5 |
929-7 |
|
S4 |
897-7 |
902-5 |
926-3 |
|
|
Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1062-4 |
1037-0 |
955-0 |
|
R3 |
1023-4 |
998-0 |
944-2 |
|
R2 |
984-4 |
984-4 |
940-5 |
|
R1 |
959-0 |
959-0 |
937-1 |
952-2 |
PP |
945-4 |
945-4 |
945-4 |
942-1 |
S1 |
920-0 |
920-0 |
929-7 |
913-2 |
S2 |
906-4 |
906-4 |
926-3 |
|
S3 |
867-4 |
881-0 |
922-6 |
|
S4 |
828-4 |
842-0 |
912-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
971-0 |
932-0 |
39-0 |
4.2% |
14-4 |
1.6% |
4% |
False |
True |
28,325 |
10 |
978-0 |
932-0 |
46-0 |
4.9% |
12-2 |
1.3% |
3% |
False |
True |
25,325 |
20 |
988-0 |
932-0 |
56-0 |
6.0% |
12-2 |
1.3% |
3% |
False |
True |
25,958 |
40 |
1005-4 |
922-0 |
83-4 |
8.9% |
12-3 |
1.3% |
14% |
False |
False |
25,115 |
60 |
1085-0 |
922-0 |
163-0 |
17.5% |
12-5 |
1.4% |
7% |
False |
False |
20,827 |
80 |
1091-0 |
922-0 |
169-0 |
18.1% |
13-1 |
1.4% |
7% |
False |
False |
18,631 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1000-2 |
2.618 |
979-0 |
1.618 |
966-0 |
1.000 |
958-0 |
0.618 |
953-0 |
HIGH |
945-0 |
0.618 |
940-0 |
0.500 |
938-4 |
0.382 |
937-0 |
LOW |
932-0 |
0.618 |
924-0 |
1.000 |
919-0 |
1.618 |
911-0 |
2.618 |
898-0 |
4.250 |
876-6 |
|
|
Fisher Pivots for day following 12-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
938-4 |
951-4 |
PP |
936-7 |
945-4 |
S1 |
935-1 |
939-4 |
|