CME Pit-Traded Soybean Future September 2010
Trading Metrics calculated at close of trading on 10-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2010 |
10-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
938-4 |
938-4 |
0-0 |
0.0% |
952-4 |
High |
938-4 |
949-0 |
10-4 |
1.1% |
953-4 |
Low |
938-4 |
936-0 |
-2-4 |
-0.3% |
935-0 |
Close |
938-4 |
947-2 |
8-6 |
0.9% |
935-0 |
Range |
0-0 |
13-0 |
13-0 |
|
18-4 |
ATR |
7-1 |
7-4 |
0-3 |
5.9% |
0-0 |
Volume |
151 |
1,803 |
1,652 |
1,094.0% |
3,023 |
|
Daily Pivots for day following 10-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
983-1 |
978-1 |
954-3 |
|
R3 |
970-1 |
965-1 |
950-7 |
|
R2 |
957-1 |
957-1 |
949-5 |
|
R1 |
952-1 |
952-1 |
948-4 |
954-5 |
PP |
944-1 |
944-1 |
944-1 |
945-2 |
S1 |
939-1 |
939-1 |
946-0 |
941-5 |
S2 |
931-1 |
931-1 |
944-7 |
|
S3 |
918-1 |
926-1 |
943-5 |
|
S4 |
905-1 |
913-1 |
940-1 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
996-5 |
984-3 |
945-1 |
|
R3 |
978-1 |
965-7 |
940-1 |
|
R2 |
959-5 |
959-5 |
938-3 |
|
R1 |
947-3 |
947-3 |
936-6 |
944-2 |
PP |
941-1 |
941-1 |
941-1 |
939-5 |
S1 |
928-7 |
928-7 |
933-2 |
925-6 |
S2 |
922-5 |
922-5 |
931-5 |
|
S3 |
904-1 |
910-3 |
929-7 |
|
S4 |
885-5 |
891-7 |
924-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
949-0 |
935-0 |
14-0 |
1.5% |
2-5 |
0.3% |
88% |
True |
False |
880 |
10 |
953-4 |
935-0 |
18-4 |
2.0% |
1-2 |
0.1% |
66% |
False |
False |
625 |
20 |
955-0 |
931-0 |
24-0 |
2.5% |
1-4 |
0.2% |
68% |
False |
False |
664 |
40 |
986-4 |
912-4 |
74-0 |
7.8% |
1-0 |
0.1% |
47% |
False |
False |
544 |
60 |
1049-4 |
912-4 |
137-0 |
14.5% |
0-6 |
0.1% |
25% |
False |
False |
434 |
80 |
1059-4 |
912-4 |
147-0 |
15.5% |
0-7 |
0.1% |
24% |
False |
False |
381 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1004-2 |
2.618 |
983-0 |
1.618 |
970-0 |
1.000 |
962-0 |
0.618 |
957-0 |
HIGH |
949-0 |
0.618 |
944-0 |
0.500 |
942-4 |
0.382 |
941-0 |
LOW |
936-0 |
0.618 |
928-0 |
1.000 |
923-0 |
1.618 |
915-0 |
2.618 |
902-0 |
4.250 |
880-6 |
|
|
Fisher Pivots for day following 10-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
945-5 |
945-5 |
PP |
944-1 |
944-1 |
S1 |
942-4 |
942-4 |
|