CME Pit-Traded Soybean Future July 2010
Trading Metrics calculated at close of trading on 19-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2010 |
19-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
957-4 |
962-0 |
4-4 |
0.5% |
930-0 |
High |
969-0 |
969-0 |
0-0 |
0.0% |
969-0 |
Low |
957-0 |
961-0 |
4-0 |
0.4% |
930-0 |
Close |
967-4 |
969-4 |
2-0 |
0.2% |
969-4 |
Range |
12-0 |
8-0 |
-4-0 |
-33.3% |
39-0 |
ATR |
14-5 |
14-1 |
-0-4 |
-3.2% |
0-0 |
Volume |
25,260 |
19,309 |
-5,951 |
-23.6% |
121,137 |
|
Daily Pivots for day following 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
990-4 |
988-0 |
973-7 |
|
R3 |
982-4 |
980-0 |
971-6 |
|
R2 |
974-4 |
974-4 |
971-0 |
|
R1 |
972-0 |
972-0 |
970-2 |
973-2 |
PP |
966-4 |
966-4 |
966-4 |
967-1 |
S1 |
964-0 |
964-0 |
968-6 |
965-2 |
S2 |
958-4 |
958-4 |
968-0 |
|
S3 |
950-4 |
956-0 |
967-2 |
|
S4 |
942-4 |
948-0 |
965-1 |
|
|
Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1073-1 |
1060-3 |
991-0 |
|
R3 |
1034-1 |
1021-3 |
980-2 |
|
R2 |
995-1 |
995-1 |
976-5 |
|
R1 |
982-3 |
982-3 |
973-1 |
988-6 |
PP |
956-1 |
956-1 |
956-1 |
959-3 |
S1 |
943-3 |
943-3 |
965-7 |
949-6 |
S2 |
917-1 |
917-1 |
962-3 |
|
S3 |
878-1 |
904-3 |
958-6 |
|
S4 |
839-1 |
865-3 |
948-0 |
|
|
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% |
11-2 |
1.2% |
101% |
True |
False |
24,227 |
10 |
971-0 |
930-0 |
41-0 |
4.2% |
12-7 |
1.3% |
96% |
False |
False |
26,276 |
20 |
988-0 |
930-0 |
58-0 |
6.0% |
12-1 |
1.3% |
68% |
False |
False |
25,616 |
40 |
988-0 |
922-0 |
66-0 |
6.8% |
12-2 |
1.3% |
72% |
False |
False |
25,278 |
60 |
1078-0 |
922-0 |
156-0 |
16.1% |
12-3 |
1.3% |
30% |
False |
False |
21,642 |
80 |
1091-0 |
922-0 |
169-0 |
17.4% |
12-5 |
1.3% |
28% |
False |
False |
19,377 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1003-0 |
2.618 |
990-0 |
1.618 |
982-0 |
1.000 |
977-0 |
0.618 |
974-0 |
HIGH |
969-0 |
0.618 |
966-0 |
0.500 |
965-0 |
0.382 |
964-0 |
LOW |
961-0 |
0.618 |
956-0 |
1.000 |
953-0 |
1.618 |
948-0 |
2.618 |
940-0 |
4.250 |
927-0 |
|
|
Fisher Pivots for day following 19-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
968-0 |
966-3 |
PP |
966-4 |
963-1 |
S1 |
965-0 |
960-0 |
|