CME Pit-Traded Soybean Future July 2010
Trading Metrics calculated at close of trading on 24-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2010 |
24-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
979-0 |
966-0 |
-13-0 |
-1.3% |
930-0 |
High |
983-0 |
968-0 |
-15-0 |
-1.5% |
969-0 |
Low |
973-0 |
961-0 |
-12-0 |
-1.2% |
930-0 |
Close |
975-4 |
967-4 |
-8-0 |
-0.8% |
969-4 |
Range |
10-0 |
7-0 |
-3-0 |
-30.0% |
39-0 |
ATR |
14-0 |
14-1 |
0-0 |
0.2% |
0-0 |
Volume |
39,062 |
34,566 |
-4,496 |
-11.5% |
121,137 |
|
Daily Pivots for day following 24-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
986-4 |
984-0 |
971-3 |
|
R3 |
979-4 |
977-0 |
969-3 |
|
R2 |
972-4 |
972-4 |
968-6 |
|
R1 |
970-0 |
970-0 |
968-1 |
971-2 |
PP |
965-4 |
965-4 |
965-4 |
966-1 |
S1 |
963-0 |
963-0 |
966-7 |
964-2 |
S2 |
958-4 |
958-4 |
966-2 |
|
S3 |
951-4 |
956-0 |
965-5 |
|
S4 |
944-4 |
949-0 |
963-5 |
|
|
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 |
957-0 |
26-0 |
2.7% |
10-6 |
1.1% |
40% |
False |
False |
26,424 |
10 |
983-0 |
930-0 |
53-0 |
5.5% |
12-2 |
1.3% |
71% |
False |
False |
28,155 |
20 |
983-0 |
930-0 |
53-0 |
5.5% |
11-4 |
1.2% |
71% |
False |
False |
25,762 |
40 |
988-0 |
922-0 |
66-0 |
6.8% |
12-2 |
1.3% |
69% |
False |
False |
26,288 |
60 |
1078-0 |
922-0 |
156-0 |
16.1% |
12-3 |
1.3% |
29% |
False |
False |
22,507 |
80 |
1091-0 |
922-0 |
169-0 |
17.5% |
12-4 |
1.3% |
27% |
False |
False |
19,989 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
997-6 |
2.618 |
986-3 |
1.618 |
979-3 |
1.000 |
975-0 |
0.618 |
972-3 |
HIGH |
968-0 |
0.618 |
965-3 |
0.500 |
964-4 |
0.382 |
963-5 |
LOW |
961-0 |
0.618 |
956-5 |
1.000 |
954-0 |
1.618 |
949-5 |
2.618 |
942-5 |
4.250 |
931-2 |
|
|
Fisher Pivots for day following 24-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
966-4 |
972-0 |
PP |
965-4 |
970-4 |
S1 |
964-4 |
969-0 |
|