CME Pit-Traded Soybean Future July 2010
Trading Metrics calculated at close of trading on 17-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2010 |
17-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
944-0 |
952-0 |
8-0 |
0.8% |
954-0 |
High |
952-4 |
969-0 |
16-4 |
1.7% |
971-0 |
Low |
944-0 |
951-0 |
7-0 |
0.7% |
932-0 |
Close |
952-6 |
966-6 |
14-0 |
1.5% |
933-4 |
Range |
8-4 |
18-0 |
9-4 |
111.8% |
39-0 |
ATR |
14-5 |
14-7 |
0-2 |
1.7% |
0-0 |
Volume |
21,007 |
28,281 |
7,274 |
34.6% |
141,628 |
|
Daily Pivots for day following 17-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1016-2 |
1009-4 |
976-5 |
|
R3 |
998-2 |
991-4 |
971-6 |
|
R2 |
980-2 |
980-2 |
970-0 |
|
R1 |
973-4 |
973-4 |
968-3 |
976-7 |
PP |
962-2 |
962-2 |
962-2 |
964-0 |
S1 |
955-4 |
955-4 |
965-1 |
958-7 |
S2 |
944-2 |
944-2 |
963-4 |
|
S3 |
926-2 |
937-4 |
961-6 |
|
S4 |
908-2 |
919-4 |
956-7 |
|
|
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 |
969-0 |
930-0 |
39-0 |
4.0% |
13-6 |
1.4% |
94% |
True |
False |
29,886 |
10 |
971-0 |
930-0 |
41-0 |
4.2% |
13-3 |
1.4% |
90% |
False |
False |
28,093 |
20 |
988-0 |
930-0 |
58-0 |
6.0% |
12-1 |
1.2% |
63% |
False |
False |
25,374 |
40 |
988-0 |
922-0 |
66-0 |
6.8% |
12-2 |
1.3% |
68% |
False |
False |
25,330 |
60 |
1078-0 |
922-0 |
156-0 |
16.1% |
12-2 |
1.3% |
29% |
False |
False |
21,402 |
80 |
1091-0 |
922-0 |
169-0 |
17.5% |
12-6 |
1.3% |
26% |
False |
False |
19,215 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1045-4 |
2.618 |
1016-1 |
1.618 |
998-1 |
1.000 |
987-0 |
0.618 |
980-1 |
HIGH |
969-0 |
0.618 |
962-1 |
0.500 |
960-0 |
0.382 |
957-7 |
LOW |
951-0 |
0.618 |
939-7 |
1.000 |
933-0 |
1.618 |
921-7 |
2.618 |
903-7 |
4.250 |
874-4 |
|
|
Fisher Pivots for day following 17-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
964-4 |
961-0 |
PP |
962-2 |
955-2 |
S1 |
960-0 |
949-4 |
|