CME Pit-Traded Soybean Future September 2010
Trading Metrics calculated at close of trading on 16-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2010 |
16-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
923-4 |
926-0 |
2-4 |
0.3% |
941-0 |
High |
923-4 |
936-0 |
12-4 |
1.4% |
949-0 |
Low |
921-0 |
926-0 |
5-0 |
0.5% |
922-0 |
Close |
921-4 |
935-6 |
14-2 |
1.5% |
922-0 |
Range |
2-4 |
10-0 |
7-4 |
300.0% |
27-0 |
ATR |
7-6 |
8-2 |
0-4 |
6.2% |
0-0 |
Volume |
596 |
266 |
-330 |
-55.4% |
4,842 |
|
Daily Pivots for day following 16-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
962-5 |
959-1 |
941-2 |
|
R3 |
952-5 |
949-1 |
938-4 |
|
R2 |
942-5 |
942-5 |
937-5 |
|
R1 |
939-1 |
939-1 |
936-5 |
940-7 |
PP |
932-5 |
932-5 |
932-5 |
933-4 |
S1 |
929-1 |
929-1 |
934-7 |
930-7 |
S2 |
922-5 |
922-5 |
933-7 |
|
S3 |
912-5 |
919-1 |
933-0 |
|
S4 |
902-5 |
909-1 |
930-2 |
|
|
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% |
5-1 |
0.5% |
53% |
False |
False |
1,006 |
10 |
953-4 |
921-0 |
32-4 |
3.5% |
2-4 |
0.3% |
45% |
False |
False |
781 |
20 |
953-4 |
921-0 |
32-4 |
3.5% |
1-5 |
0.2% |
45% |
False |
False |
687 |
40 |
955-0 |
912-4 |
42-4 |
4.5% |
1-3 |
0.1% |
55% |
False |
False |
579 |
60 |
1041-0 |
912-4 |
128-4 |
13.7% |
0-7 |
0.1% |
18% |
False |
False |
474 |
80 |
1059-4 |
912-4 |
147-0 |
15.7% |
1-0 |
0.1% |
16% |
False |
False |
420 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
978-4 |
2.618 |
962-1 |
1.618 |
952-1 |
1.000 |
946-0 |
0.618 |
942-1 |
HIGH |
936-0 |
0.618 |
932-1 |
0.500 |
931-0 |
0.382 |
929-7 |
LOW |
926-0 |
0.618 |
919-7 |
1.000 |
916-0 |
1.618 |
909-7 |
2.618 |
899-7 |
4.250 |
883-4 |
|
|
Fisher Pivots for day following 16-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
934-1 |
933-3 |
PP |
932-5 |
930-7 |
S1 |
931-0 |
928-4 |
|