CME Pit-Traded Soybean Future July 2010
Trading Metrics calculated at close of trading on 18-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2010 |
18-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
952-0 |
957-4 |
5-4 |
0.6% |
954-0 |
High |
969-0 |
969-0 |
0-0 |
0.0% |
971-0 |
Low |
951-0 |
957-0 |
6-0 |
0.6% |
932-0 |
Close |
966-6 |
967-4 |
0-6 |
0.1% |
933-4 |
Range |
18-0 |
12-0 |
-6-0 |
-33.3% |
39-0 |
ATR |
14-7 |
14-5 |
-0-2 |
-1.4% |
0-0 |
Volume |
28,281 |
25,260 |
-3,021 |
-10.7% |
141,628 |
|
Daily Pivots for day following 18-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1000-4 |
996-0 |
974-1 |
|
R3 |
988-4 |
984-0 |
970-6 |
|
R2 |
976-4 |
976-4 |
969-6 |
|
R1 |
972-0 |
972-0 |
968-5 |
974-2 |
PP |
964-4 |
964-4 |
964-4 |
965-5 |
S1 |
960-0 |
960-0 |
966-3 |
962-2 |
S2 |
952-4 |
952-4 |
965-2 |
|
S3 |
940-4 |
948-0 |
964-2 |
|
S4 |
928-4 |
936-0 |
960-7 |
|
|
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% |
12-2 |
1.3% |
96% |
True |
False |
27,917 |
10 |
971-0 |
930-0 |
41-0 |
4.2% |
13-0 |
1.3% |
91% |
False |
False |
27,994 |
20 |
988-0 |
930-0 |
58-0 |
6.0% |
12-1 |
1.3% |
65% |
False |
False |
25,711 |
40 |
988-0 |
922-0 |
66-0 |
6.8% |
12-2 |
1.3% |
69% |
False |
False |
25,406 |
60 |
1078-0 |
922-0 |
156-0 |
16.1% |
12-2 |
1.3% |
29% |
False |
False |
21,562 |
80 |
1091-0 |
922-0 |
169-0 |
17.5% |
12-5 |
1.3% |
27% |
False |
False |
19,331 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1020-0 |
2.618 |
1000-3 |
1.618 |
988-3 |
1.000 |
981-0 |
0.618 |
976-3 |
HIGH |
969-0 |
0.618 |
964-3 |
0.500 |
963-0 |
0.382 |
961-5 |
LOW |
957-0 |
0.618 |
949-5 |
1.000 |
945-0 |
1.618 |
937-5 |
2.618 |
925-5 |
4.250 |
906-0 |
|
|
Fisher Pivots for day following 18-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
966-0 |
963-7 |
PP |
964-4 |
960-1 |
S1 |
963-0 |
956-4 |
|