CME Pit-Traded Soybean Future September 2010
Trading Metrics calculated at close of trading on 22-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2010 |
22-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
952-0 |
957-4 |
5-4 |
0.6% |
923-4 |
High |
952-0 |
957-4 |
5-4 |
0.6% |
952-0 |
Low |
952-0 |
957-4 |
5-4 |
0.6% |
921-0 |
Close |
952-0 |
957-4 |
5-4 |
0.6% |
952-0 |
Range |
|
|
|
|
|
ATR |
7-7 |
7-6 |
-0-1 |
-2.2% |
0-0 |
Volume |
401 |
955 |
554 |
138.2% |
2,114 |
|
Daily Pivots for day following 22-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
957-4 |
957-4 |
957-4 |
|
R3 |
957-4 |
957-4 |
957-4 |
|
R2 |
957-4 |
957-4 |
957-4 |
|
R1 |
957-4 |
957-4 |
957-4 |
957-4 |
PP |
957-4 |
957-4 |
957-4 |
957-4 |
S1 |
957-4 |
957-4 |
957-4 |
957-4 |
S2 |
957-4 |
957-4 |
957-4 |
|
S3 |
957-4 |
957-4 |
957-4 |
|
S4 |
957-4 |
957-4 |
957-4 |
|
|
Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1034-5 |
1024-3 |
969-0 |
|
R3 |
1003-5 |
993-3 |
960-4 |
|
R2 |
972-5 |
972-5 |
957-5 |
|
R1 |
962-3 |
962-3 |
954-7 |
967-4 |
PP |
941-5 |
941-5 |
941-5 |
944-2 |
S1 |
931-3 |
931-3 |
949-1 |
936-4 |
S2 |
910-5 |
910-5 |
946-3 |
|
S3 |
879-5 |
900-3 |
943-4 |
|
S4 |
848-5 |
869-3 |
935-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
957-4 |
926-0 |
31-4 |
3.3% |
2-5 |
0.3% |
100% |
True |
False |
494 |
10 |
957-4 |
921-0 |
36-4 |
3.8% |
2-7 |
0.3% |
100% |
True |
False |
739 |
20 |
957-4 |
921-0 |
36-4 |
3.8% |
1-7 |
0.2% |
100% |
True |
False |
668 |
40 |
957-4 |
912-4 |
45-0 |
4.7% |
1-1 |
0.1% |
100% |
True |
False |
594 |
60 |
1041-0 |
912-4 |
128-4 |
13.4% |
1-0 |
0.1% |
35% |
False |
False |
497 |
80 |
1059-4 |
912-4 |
147-0 |
15.4% |
0-7 |
0.1% |
31% |
False |
False |
436 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
957-4 |
2.618 |
957-4 |
1.618 |
957-4 |
1.000 |
957-4 |
0.618 |
957-4 |
HIGH |
957-4 |
0.618 |
957-4 |
0.500 |
957-4 |
0.382 |
957-4 |
LOW |
957-4 |
0.618 |
957-4 |
1.000 |
957-4 |
1.618 |
957-4 |
2.618 |
957-4 |
4.250 |
957-4 |
|
|
Fisher Pivots for day following 22-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
957-4 |
955-6 |
PP |
957-4 |
954-0 |
S1 |
957-4 |
952-2 |
|