CME Pit-Traded Soybean Future September 2010
Trading Metrics calculated at close of trading on 30-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2010 |
30-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
939-0 |
943-4 |
4-4 |
0.5% |
957-4 |
High |
949-0 |
943-4 |
-5-4 |
-0.6% |
957-4 |
Low |
939-0 |
943-4 |
4-4 |
0.5% |
925-4 |
Close |
941-4 |
943-4 |
2-0 |
0.2% |
932-0 |
Range |
10-0 |
0-0 |
-10-0 |
-100.0% |
32-0 |
ATR |
9-1 |
8-5 |
-0-4 |
-5.6% |
0-0 |
Volume |
1,624 |
1,606 |
-18 |
-1.1% |
6,641 |
|
Daily Pivots for day following 30-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
943-4 |
943-4 |
943-4 |
|
R3 |
943-4 |
943-4 |
943-4 |
|
R2 |
943-4 |
943-4 |
943-4 |
|
R1 |
943-4 |
943-4 |
943-4 |
943-4 |
PP |
943-4 |
943-4 |
943-4 |
943-4 |
S1 |
943-4 |
943-4 |
943-4 |
943-4 |
S2 |
943-4 |
943-4 |
943-4 |
|
S3 |
943-4 |
943-4 |
943-4 |
|
S4 |
943-4 |
943-4 |
943-4 |
|
|
Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1034-3 |
1015-1 |
949-5 |
|
R3 |
1002-3 |
983-1 |
940-6 |
|
R2 |
970-3 |
970-3 |
937-7 |
|
R1 |
951-1 |
951-1 |
934-7 |
944-6 |
PP |
938-3 |
938-3 |
938-3 |
935-1 |
S1 |
919-1 |
919-1 |
929-1 |
912-6 |
S2 |
906-3 |
906-3 |
926-1 |
|
S3 |
874-3 |
887-1 |
923-2 |
|
S4 |
842-3 |
855-1 |
914-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
949-0 |
925-4 |
23-4 |
2.5% |
2-5 |
0.3% |
77% |
False |
False |
1,633 |
10 |
957-4 |
925-4 |
32-0 |
3.4% |
2-2 |
0.2% |
56% |
False |
False |
1,112 |
20 |
957-4 |
921-0 |
36-4 |
3.9% |
2-3 |
0.3% |
62% |
False |
False |
947 |
40 |
957-4 |
912-4 |
45-0 |
4.8% |
1-5 |
0.2% |
69% |
False |
False |
758 |
60 |
1041-0 |
912-4 |
128-4 |
13.6% |
1-2 |
0.1% |
24% |
False |
False |
618 |
80 |
1056-0 |
912-4 |
143-4 |
15.2% |
1-1 |
0.1% |
22% |
False |
False |
519 |
100 |
1059-4 |
912-4 |
147-0 |
15.6% |
1-1 |
0.1% |
21% |
False |
False |
460 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
943-4 |
2.618 |
943-4 |
1.618 |
943-4 |
1.000 |
943-4 |
0.618 |
943-4 |
HIGH |
943-4 |
0.618 |
943-4 |
0.500 |
943-4 |
0.382 |
943-4 |
LOW |
943-4 |
0.618 |
943-4 |
1.000 |
943-4 |
1.618 |
943-4 |
2.618 |
943-4 |
4.250 |
943-4 |
|
|
Fisher Pivots for day following 30-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
943-4 |
942-4 |
PP |
943-4 |
941-4 |
S1 |
943-4 |
940-4 |
|