CME Pit-Traded Soybean Future September 2010
Trading Metrics calculated at close of trading on 25-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2010 |
25-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
941-0 |
925-4 |
-15-4 |
-1.6% |
923-4 |
High |
941-0 |
925-4 |
-15-4 |
-1.6% |
952-0 |
Low |
938-0 |
925-4 |
-12-4 |
-1.3% |
921-0 |
Close |
941-6 |
925-4 |
-16-2 |
-1.7% |
952-0 |
Range |
3-0 |
0-0 |
-3-0 |
-100.0% |
31-0 |
ATR |
8-0 |
8-5 |
0-5 |
7.3% |
0-0 |
Volume |
1,051 |
1,654 |
603 |
57.4% |
2,114 |
|
Daily Pivots for day following 25-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
925-4 |
925-4 |
925-4 |
|
R3 |
925-4 |
925-4 |
925-4 |
|
R2 |
925-4 |
925-4 |
925-4 |
|
R1 |
925-4 |
925-4 |
925-4 |
925-4 |
PP |
925-4 |
925-4 |
925-4 |
925-4 |
S1 |
925-4 |
925-4 |
925-4 |
925-4 |
S2 |
925-4 |
925-4 |
925-4 |
|
S3 |
925-4 |
925-4 |
925-4 |
|
S4 |
925-4 |
925-4 |
925-4 |
|
|
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 |
925-4 |
32-0 |
3.5% |
1-7 |
0.2% |
0% |
False |
True |
962 |
10 |
957-4 |
921-0 |
36-4 |
3.9% |
2-4 |
0.3% |
12% |
False |
False |
737 |
20 |
957-4 |
921-0 |
36-4 |
3.9% |
1-7 |
0.2% |
12% |
False |
False |
737 |
40 |
957-4 |
912-4 |
45-0 |
4.9% |
1-3 |
0.1% |
29% |
False |
False |
655 |
60 |
1041-0 |
912-4 |
128-4 |
13.9% |
1-1 |
0.1% |
10% |
False |
False |
543 |
80 |
1059-4 |
912-4 |
147-0 |
15.9% |
1-0 |
0.1% |
9% |
False |
False |
466 |
100 |
1059-4 |
912-4 |
147-0 |
15.9% |
1-1 |
0.1% |
9% |
False |
False |
409 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
925-4 |
2.618 |
925-4 |
1.618 |
925-4 |
1.000 |
925-4 |
0.618 |
925-4 |
HIGH |
925-4 |
0.618 |
925-4 |
0.500 |
925-4 |
0.382 |
925-4 |
LOW |
925-4 |
0.618 |
925-4 |
1.000 |
925-4 |
1.618 |
925-4 |
2.618 |
925-4 |
4.250 |
925-4 |
|
|
Fisher Pivots for day following 25-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
925-4 |
941-4 |
PP |
925-4 |
936-1 |
S1 |
925-4 |
930-7 |
|