CME Pit-Traded Soybean Future September 2010
Trading Metrics calculated at close of trading on 15-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2010 |
15-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
922-0 |
923-4 |
1-4 |
0.2% |
941-0 |
High |
922-0 |
923-4 |
1-4 |
0.2% |
949-0 |
Low |
922-0 |
921-0 |
-1-0 |
-0.1% |
922-0 |
Close |
922-0 |
921-4 |
-0-4 |
-0.1% |
922-0 |
Range |
0-0 |
2-4 |
2-4 |
|
27-0 |
ATR |
8-1 |
7-6 |
-0-3 |
-5.0% |
0-0 |
Volume |
845 |
596 |
-249 |
-29.5% |
4,842 |
|
Daily Pivots for day following 15-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
929-4 |
928-0 |
922-7 |
|
R3 |
927-0 |
925-4 |
922-2 |
|
R2 |
924-4 |
924-4 |
922-0 |
|
R1 |
923-0 |
923-0 |
921-6 |
922-4 |
PP |
922-0 |
922-0 |
922-0 |
921-6 |
S1 |
920-4 |
920-4 |
921-2 |
920-0 |
S2 |
919-4 |
919-4 |
921-0 |
|
S3 |
917-0 |
918-0 |
920-6 |
|
S4 |
914-4 |
915-4 |
920-1 |
|
|
Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1012-0 |
994-0 |
936-7 |
|
R3 |
985-0 |
967-0 |
929-3 |
|
R2 |
958-0 |
958-0 |
927-0 |
|
R1 |
940-0 |
940-0 |
924-4 |
935-4 |
PP |
931-0 |
931-0 |
931-0 |
928-6 |
S1 |
913-0 |
913-0 |
919-4 |
908-4 |
S2 |
904-0 |
904-0 |
917-0 |
|
S3 |
877-0 |
886-0 |
914-5 |
|
S4 |
850-0 |
859-0 |
907-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
949-0 |
921-0 |
28-0 |
3.0% |
3-1 |
0.3% |
2% |
False |
True |
983 |
10 |
953-4 |
921-0 |
32-4 |
3.5% |
1-4 |
0.2% |
2% |
False |
True |
807 |
20 |
955-0 |
921-0 |
34-0 |
3.7% |
1-4 |
0.2% |
1% |
False |
True |
686 |
40 |
958-2 |
912-4 |
45-6 |
5.0% |
1-1 |
0.1% |
20% |
False |
False |
581 |
60 |
1049-4 |
912-4 |
137-0 |
14.9% |
0-6 |
0.1% |
7% |
False |
False |
477 |
80 |
1059-4 |
912-4 |
147-0 |
16.0% |
0-7 |
0.1% |
6% |
False |
False |
416 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
934-1 |
2.618 |
930-0 |
1.618 |
927-4 |
1.000 |
926-0 |
0.618 |
925-0 |
HIGH |
923-4 |
0.618 |
922-4 |
0.500 |
922-2 |
0.382 |
922-0 |
LOW |
921-0 |
0.618 |
919-4 |
1.000 |
918-4 |
1.618 |
917-0 |
2.618 |
914-4 |
4.250 |
910-3 |
|
|
Fisher Pivots for day following 15-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
922-2 |
923-2 |
PP |
922-0 |
922-5 |
S1 |
921-6 |
922-1 |
|