CME Pit-Traded Soybean Future September 2010
Trading Metrics calculated at close of trading on 18-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2010 |
18-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
949-6 |
947-0 |
-2-6 |
-0.3% |
941-0 |
High |
949-6 |
950-0 |
0-2 |
0.0% |
949-0 |
Low |
949-6 |
947-0 |
-2-6 |
-0.3% |
922-0 |
Close |
949-6 |
948-6 |
-1-0 |
-0.1% |
922-0 |
Range |
0-0 |
3-0 |
3-0 |
|
27-0 |
ATR |
8-5 |
8-2 |
-0-3 |
-4.7% |
0-0 |
Volume |
309 |
542 |
233 |
75.4% |
4,842 |
|
Daily Pivots for day following 18-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
957-5 |
956-1 |
950-3 |
|
R3 |
954-5 |
953-1 |
949-5 |
|
R2 |
951-5 |
951-5 |
949-2 |
|
R1 |
950-1 |
950-1 |
949-0 |
950-7 |
PP |
948-5 |
948-5 |
948-5 |
949-0 |
S1 |
947-1 |
947-1 |
948-4 |
947-7 |
S2 |
945-5 |
945-5 |
948-2 |
|
S3 |
942-5 |
944-1 |
947-7 |
|
S4 |
939-5 |
941-1 |
947-1 |
|
|
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 |
950-0 |
921-0 |
29-0 |
3.1% |
3-1 |
0.3% |
96% |
True |
False |
511 |
10 |
950-0 |
921-0 |
29-0 |
3.1% |
2-7 |
0.3% |
96% |
True |
False |
820 |
20 |
953-4 |
921-0 |
32-4 |
3.4% |
1-7 |
0.2% |
85% |
False |
False |
630 |
40 |
955-0 |
912-4 |
42-4 |
4.5% |
1-2 |
0.1% |
85% |
False |
False |
582 |
60 |
1041-0 |
912-4 |
128-4 |
13.5% |
1-0 |
0.1% |
28% |
False |
False |
479 |
80 |
1059-4 |
912-4 |
147-0 |
15.5% |
1-0 |
0.1% |
25% |
False |
False |
428 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
962-6 |
2.618 |
957-7 |
1.618 |
954-7 |
1.000 |
953-0 |
0.618 |
951-7 |
HIGH |
950-0 |
0.618 |
948-7 |
0.500 |
948-4 |
0.382 |
948-1 |
LOW |
947-0 |
0.618 |
945-1 |
1.000 |
944-0 |
1.618 |
942-1 |
2.618 |
939-1 |
4.250 |
934-2 |
|
|
Fisher Pivots for day following 18-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
948-5 |
945-1 |
PP |
948-5 |
941-5 |
S1 |
948-4 |
938-0 |
|