CME Pit-Traded Soybean Future July 2010
Trading Metrics calculated at close of trading on 23-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2010 |
23-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
965-4 |
979-0 |
13-4 |
1.4% |
930-0 |
High |
982-0 |
983-0 |
1-0 |
0.1% |
969-0 |
Low |
965-0 |
973-0 |
8-0 |
0.8% |
930-0 |
Close |
976-6 |
975-4 |
-1-2 |
-0.1% |
969-4 |
Range |
17-0 |
10-0 |
-7-0 |
-41.2% |
39-0 |
ATR |
14-3 |
14-0 |
-0-2 |
-2.2% |
0-0 |
Volume |
13,927 |
39,062 |
25,135 |
180.5% |
121,137 |
|
Daily Pivots for day following 23-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1007-1 |
1001-3 |
981-0 |
|
R3 |
997-1 |
991-3 |
978-2 |
|
R2 |
987-1 |
987-1 |
977-3 |
|
R1 |
981-3 |
981-3 |
976-3 |
979-2 |
PP |
977-1 |
977-1 |
977-1 |
976-1 |
S1 |
971-3 |
971-3 |
974-5 |
969-2 |
S2 |
967-1 |
967-1 |
973-5 |
|
S3 |
957-1 |
961-3 |
972-6 |
|
S4 |
947-1 |
951-3 |
970-0 |
|
|
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 |
983-0 |
951-0 |
32-0 |
3.3% |
13-0 |
1.3% |
77% |
True |
False |
25,167 |
10 |
983-0 |
930-0 |
53-0 |
5.4% |
13-6 |
1.4% |
86% |
True |
False |
27,131 |
20 |
983-0 |
930-0 |
53-0 |
5.4% |
11-6 |
1.2% |
86% |
True |
False |
26,320 |
40 |
988-0 |
922-0 |
66-0 |
6.8% |
12-4 |
1.3% |
81% |
False |
False |
25,800 |
60 |
1078-0 |
922-0 |
156-0 |
16.0% |
12-3 |
1.3% |
34% |
False |
False |
22,116 |
80 |
1091-0 |
922-0 |
169-0 |
17.3% |
12-5 |
1.3% |
32% |
False |
False |
19,723 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1025-4 |
2.618 |
1009-1 |
1.618 |
999-1 |
1.000 |
993-0 |
0.618 |
989-1 |
HIGH |
983-0 |
0.618 |
979-1 |
0.500 |
978-0 |
0.382 |
976-7 |
LOW |
973-0 |
0.618 |
966-7 |
1.000 |
963-0 |
1.618 |
956-7 |
2.618 |
946-7 |
4.250 |
930-4 |
|
|
Fisher Pivots for day following 23-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
978-0 |
974-3 |
PP |
977-1 |
973-1 |
S1 |
976-3 |
972-0 |
|