CME Pit-Traded Soybean Future September 2010
Trading Metrics calculated at close of trading on 23-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2010 |
23-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
957-4 |
957-4 |
0-0 |
0.0% |
923-4 |
High |
957-4 |
957-4 |
0-0 |
0.0% |
952-0 |
Low |
957-4 |
951-0 |
-6-4 |
-0.7% |
921-0 |
Close |
957-4 |
951-2 |
-6-2 |
-0.7% |
952-0 |
Range |
0-0 |
6-4 |
6-4 |
|
31-0 |
ATR |
7-6 |
7-5 |
-0-1 |
-1.1% |
0-0 |
Volume |
955 |
751 |
-204 |
-21.4% |
2,114 |
|
Daily Pivots for day following 23-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
972-6 |
968-4 |
954-7 |
|
R3 |
966-2 |
962-0 |
953-0 |
|
R2 |
959-6 |
959-6 |
952-4 |
|
R1 |
955-4 |
955-4 |
951-7 |
954-3 |
PP |
953-2 |
953-2 |
953-2 |
952-6 |
S1 |
949-0 |
949-0 |
950-5 |
947-7 |
S2 |
946-6 |
946-6 |
950-0 |
|
S3 |
940-2 |
942-4 |
949-4 |
|
S4 |
933-6 |
936-0 |
947-5 |
|
|
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 |
947-0 |
10-4 |
1.1% |
1-7 |
0.2% |
40% |
True |
False |
591 |
10 |
957-4 |
921-0 |
36-4 |
3.8% |
3-4 |
0.4% |
83% |
True |
False |
799 |
20 |
957-4 |
921-0 |
36-4 |
3.8% |
2-1 |
0.2% |
83% |
True |
False |
697 |
40 |
957-4 |
912-4 |
45-0 |
4.7% |
1-2 |
0.1% |
86% |
True |
False |
608 |
60 |
1041-0 |
912-4 |
128-4 |
13.5% |
1-1 |
0.1% |
30% |
False |
False |
504 |
80 |
1059-4 |
912-4 |
147-0 |
15.5% |
1-0 |
0.1% |
26% |
False |
False |
439 |
100 |
1059-4 |
912-4 |
147-0 |
15.5% |
1-1 |
0.1% |
26% |
False |
False |
384 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
985-1 |
2.618 |
974-4 |
1.618 |
968-0 |
1.000 |
964-0 |
0.618 |
961-4 |
HIGH |
957-4 |
0.618 |
955-0 |
0.500 |
954-2 |
0.382 |
953-4 |
LOW |
951-0 |
0.618 |
947-0 |
1.000 |
944-4 |
1.618 |
940-4 |
2.618 |
934-0 |
4.250 |
923-3 |
|
|
Fisher Pivots for day following 23-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
954-2 |
954-2 |
PP |
953-2 |
953-2 |
S1 |
952-2 |
952-2 |
|