CME Pit-Traded Soybean Future September 2010
Trading Metrics calculated at close of trading on 24-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2010 |
24-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
957-4 |
941-0 |
-16-4 |
-1.7% |
923-4 |
High |
957-4 |
941-0 |
-16-4 |
-1.7% |
952-0 |
Low |
951-0 |
938-0 |
-13-0 |
-1.4% |
921-0 |
Close |
951-2 |
941-6 |
-9-4 |
-1.0% |
952-0 |
Range |
6-4 |
3-0 |
-3-4 |
-53.8% |
31-0 |
ATR |
7-5 |
8-0 |
0-3 |
5.2% |
0-0 |
Volume |
751 |
1,051 |
300 |
39.9% |
2,114 |
|
Daily Pivots for day following 24-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
949-2 |
948-4 |
943-3 |
|
R3 |
946-2 |
945-4 |
942-5 |
|
R2 |
943-2 |
943-2 |
942-2 |
|
R1 |
942-4 |
942-4 |
942-0 |
942-7 |
PP |
940-2 |
940-2 |
940-2 |
940-4 |
S1 |
939-4 |
939-4 |
941-4 |
939-7 |
S2 |
937-2 |
937-2 |
941-2 |
|
S3 |
934-2 |
936-4 |
940-7 |
|
S4 |
931-2 |
933-4 |
940-1 |
|
|
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 |
938-0 |
19-4 |
2.1% |
2-4 |
0.3% |
19% |
False |
True |
740 |
10 |
957-4 |
921-0 |
36-4 |
3.9% |
2-4 |
0.3% |
57% |
False |
False |
723 |
20 |
957-4 |
921-0 |
36-4 |
3.9% |
1-7 |
0.2% |
57% |
False |
False |
674 |
40 |
957-4 |
912-4 |
45-0 |
4.8% |
1-3 |
0.1% |
65% |
False |
False |
620 |
60 |
1041-0 |
912-4 |
128-4 |
13.6% |
1-1 |
0.1% |
23% |
False |
False |
517 |
80 |
1059-4 |
912-4 |
147-0 |
15.6% |
1-0 |
0.1% |
20% |
False |
False |
450 |
100 |
1059-4 |
912-4 |
147-0 |
15.6% |
1-1 |
0.1% |
20% |
False |
False |
394 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
953-6 |
2.618 |
948-7 |
1.618 |
945-7 |
1.000 |
944-0 |
0.618 |
942-7 |
HIGH |
941-0 |
0.618 |
939-7 |
0.500 |
939-4 |
0.382 |
939-1 |
LOW |
938-0 |
0.618 |
936-1 |
1.000 |
935-0 |
1.618 |
933-1 |
2.618 |
930-1 |
4.250 |
925-2 |
|
|
Fisher Pivots for day following 24-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
941-0 |
947-6 |
PP |
940-2 |
945-6 |
S1 |
939-4 |
943-6 |
|