CME Pit-Traded Soybean Future July 2010
Trading Metrics calculated at close of trading on 25-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2010 |
25-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
966-0 |
969-4 |
3-4 |
0.4% |
930-0 |
High |
968-0 |
972-4 |
4-4 |
0.5% |
969-0 |
Low |
961-0 |
951-0 |
-10-0 |
-1.0% |
930-0 |
Close |
967-4 |
950-4 |
-17-0 |
-1.8% |
969-4 |
Range |
7-0 |
21-4 |
14-4 |
207.1% |
39-0 |
ATR |
14-1 |
14-5 |
0-4 |
3.8% |
0-0 |
Volume |
34,566 |
42,124 |
7,558 |
21.9% |
121,137 |
|
Daily Pivots for day following 25-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1022-4 |
1008-0 |
962-3 |
|
R3 |
1001-0 |
986-4 |
956-3 |
|
R2 |
979-4 |
979-4 |
954-4 |
|
R1 |
965-0 |
965-0 |
952-4 |
961-4 |
PP |
958-0 |
958-0 |
958-0 |
956-2 |
S1 |
943-4 |
943-4 |
948-4 |
940-0 |
S2 |
936-4 |
936-4 |
946-4 |
|
S3 |
915-0 |
922-0 |
944-5 |
|
S4 |
893-4 |
900-4 |
938-5 |
|
|
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 |
951-0 |
32-0 |
3.4% |
12-6 |
1.3% |
-2% |
False |
True |
29,797 |
10 |
983-0 |
930-0 |
53-0 |
5.6% |
12-4 |
1.3% |
39% |
False |
False |
28,857 |
20 |
983-0 |
930-0 |
53-0 |
5.6% |
12-2 |
1.3% |
39% |
False |
False |
26,536 |
40 |
988-0 |
922-0 |
66-0 |
6.9% |
12-4 |
1.3% |
43% |
False |
False |
26,799 |
60 |
1078-0 |
922-0 |
156-0 |
16.4% |
12-4 |
1.3% |
18% |
False |
False |
23,151 |
80 |
1091-0 |
922-0 |
169-0 |
17.8% |
12-5 |
1.3% |
17% |
False |
False |
20,385 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1063-7 |
2.618 |
1028-6 |
1.618 |
1007-2 |
1.000 |
994-0 |
0.618 |
985-6 |
HIGH |
972-4 |
0.618 |
964-2 |
0.500 |
961-6 |
0.382 |
959-2 |
LOW |
951-0 |
0.618 |
937-6 |
1.000 |
929-4 |
1.618 |
916-2 |
2.618 |
894-6 |
4.250 |
859-5 |
|
|
Fisher Pivots for day following 25-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
961-6 |
967-0 |
PP |
958-0 |
961-4 |
S1 |
954-2 |
956-0 |
|