CME Pit-Traded Soybean Future September 2010
Trading Metrics calculated at close of trading on 11-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2010 |
11-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
938-4 |
925-4 |
-13-0 |
-1.4% |
952-4 |
High |
949-0 |
925-4 |
-23-4 |
-2.5% |
953-4 |
Low |
936-0 |
925-4 |
-10-4 |
-1.1% |
935-0 |
Close |
947-2 |
925-4 |
-21-6 |
-2.3% |
935-0 |
Range |
13-0 |
0-0 |
-13-0 |
-100.0% |
18-4 |
ATR |
7-4 |
8-4 |
1-0 |
13.5% |
0-0 |
Volume |
1,803 |
1,523 |
-280 |
-15.5% |
3,023 |
|
Daily Pivots for day following 11-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
925-4 |
925-4 |
925-4 |
|
R3 |
925-4 |
925-4 |
925-4 |
|
R2 |
925-4 |
925-4 |
925-4 |
|
R1 |
925-4 |
925-4 |
925-4 |
925-4 |
PP |
925-4 |
925-4 |
925-4 |
925-4 |
S1 |
925-4 |
925-4 |
925-4 |
925-4 |
S2 |
925-4 |
925-4 |
925-4 |
|
S3 |
925-4 |
925-4 |
925-4 |
|
S4 |
925-4 |
925-4 |
925-4 |
|
|
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 |
925-4 |
23-4 |
2.5% |
2-5 |
0.3% |
0% |
False |
True |
1,129 |
10 |
953-4 |
925-4 |
28-0 |
3.0% |
1-2 |
0.1% |
0% |
False |
True |
737 |
20 |
955-0 |
925-4 |
29-4 |
3.2% |
1-3 |
0.2% |
0% |
False |
True |
665 |
40 |
986-4 |
912-4 |
74-0 |
8.0% |
1-0 |
0.1% |
18% |
False |
False |
581 |
60 |
1049-4 |
912-4 |
137-0 |
14.8% |
0-6 |
0.1% |
9% |
False |
False |
458 |
80 |
1059-4 |
912-4 |
147-0 |
15.9% |
0-7 |
0.1% |
9% |
False |
False |
400 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
925-4 |
2.618 |
925-4 |
1.618 |
925-4 |
1.000 |
925-4 |
0.618 |
925-4 |
HIGH |
925-4 |
0.618 |
925-4 |
0.500 |
925-4 |
0.382 |
925-4 |
LOW |
925-4 |
0.618 |
925-4 |
1.000 |
925-4 |
1.618 |
925-4 |
2.618 |
925-4 |
4.250 |
925-4 |
|
|
Fisher Pivots for day following 11-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
925-4 |
937-2 |
PP |
925-4 |
933-3 |
S1 |
925-4 |
929-3 |
|