CME Pit-Traded Soybean Future July 2010
Trading Metrics calculated at close of trading on 22-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2010 |
22-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
962-0 |
965-4 |
3-4 |
0.4% |
930-0 |
High |
969-0 |
982-0 |
13-0 |
1.3% |
969-0 |
Low |
961-0 |
965-0 |
4-0 |
0.4% |
930-0 |
Close |
969-4 |
976-6 |
7-2 |
0.7% |
969-4 |
Range |
8-0 |
17-0 |
9-0 |
112.5% |
39-0 |
ATR |
14-1 |
14-3 |
0-2 |
1.4% |
0-0 |
Volume |
19,309 |
13,927 |
-5,382 |
-27.9% |
121,137 |
|
Daily Pivots for day following 22-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1025-5 |
1018-1 |
986-1 |
|
R3 |
1008-5 |
1001-1 |
981-3 |
|
R2 |
991-5 |
991-5 |
979-7 |
|
R1 |
984-1 |
984-1 |
978-2 |
987-7 |
PP |
974-5 |
974-5 |
974-5 |
976-4 |
S1 |
967-1 |
967-1 |
975-2 |
970-7 |
S2 |
957-5 |
957-5 |
973-5 |
|
S3 |
940-5 |
950-1 |
972-1 |
|
S4 |
923-5 |
933-1 |
967-3 |
|
|
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 |
982-0 |
944-0 |
38-0 |
3.9% |
12-6 |
1.3% |
86% |
True |
False |
21,556 |
10 |
982-0 |
930-0 |
52-0 |
5.3% |
13-7 |
1.4% |
90% |
True |
False |
25,115 |
20 |
988-0 |
930-0 |
58-0 |
5.9% |
12-3 |
1.3% |
81% |
False |
False |
25,620 |
40 |
988-0 |
922-0 |
66-0 |
6.8% |
12-4 |
1.3% |
83% |
False |
False |
25,192 |
60 |
1078-0 |
922-0 |
156-0 |
16.0% |
12-2 |
1.3% |
35% |
False |
False |
21,774 |
80 |
1091-0 |
922-0 |
169-0 |
17.3% |
12-5 |
1.3% |
32% |
False |
False |
19,392 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1054-2 |
2.618 |
1026-4 |
1.618 |
1009-4 |
1.000 |
999-0 |
0.618 |
992-4 |
HIGH |
982-0 |
0.618 |
975-4 |
0.500 |
973-4 |
0.382 |
971-4 |
LOW |
965-0 |
0.618 |
954-4 |
1.000 |
948-0 |
1.618 |
937-4 |
2.618 |
920-4 |
4.250 |
892-6 |
|
|
Fisher Pivots for day following 22-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
975-5 |
974-3 |
PP |
974-5 |
971-7 |
S1 |
973-4 |
969-4 |
|