CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 10-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2010 |
10-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
939-4 |
944-0 |
4-4 |
0.5% |
946-0 |
| High |
942-0 |
957-0 |
15-0 |
1.6% |
959-0 |
| Low |
937-0 |
944-0 |
7-0 |
0.7% |
930-0 |
| Close |
941-4 |
952-0 |
10-4 |
1.1% |
934-6 |
| Range |
5-0 |
13-0 |
8-0 |
160.0% |
29-0 |
| ATR |
14-2 |
14-3 |
0-1 |
0.6% |
0-0 |
| Volume |
1,461 |
864 |
-597 |
-40.9% |
60,595 |
|
| Daily Pivots for day following 10-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
990-0 |
984-0 |
959-1 |
|
| R3 |
977-0 |
971-0 |
955-5 |
|
| R2 |
964-0 |
964-0 |
954-3 |
|
| R1 |
958-0 |
958-0 |
953-2 |
961-0 |
| PP |
951-0 |
951-0 |
951-0 |
952-4 |
| S1 |
945-0 |
945-0 |
950-6 |
948-0 |
| S2 |
938-0 |
938-0 |
949-5 |
|
| S3 |
925-0 |
932-0 |
948-3 |
|
| S4 |
912-0 |
919-0 |
944-7 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1028-2 |
1010-4 |
950-6 |
|
| R3 |
999-2 |
981-4 |
942-6 |
|
| R2 |
970-2 |
970-2 |
940-1 |
|
| R1 |
952-4 |
952-4 |
937-3 |
946-7 |
| PP |
941-2 |
941-2 |
941-2 |
938-4 |
| S1 |
923-4 |
923-4 |
932-1 |
917-7 |
| S2 |
912-2 |
912-2 |
929-3 |
|
| S3 |
883-2 |
894-4 |
926-6 |
|
| S4 |
854-2 |
865-4 |
918-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
957-0 |
930-0 |
27-0 |
2.8% |
9-0 |
0.9% |
81% |
True |
False |
4,332 |
| 10 |
959-0 |
930-0 |
29-0 |
3.0% |
8-6 |
0.9% |
76% |
False |
False |
16,670 |
| 20 |
978-4 |
920-0 |
58-4 |
6.1% |
12-2 |
1.3% |
55% |
False |
False |
51,306 |
| 40 |
993-0 |
900-0 |
93-0 |
9.8% |
14-0 |
1.5% |
56% |
False |
False |
67,791 |
| 60 |
1077-0 |
900-0 |
177-0 |
18.6% |
15-3 |
1.6% |
29% |
False |
False |
64,829 |
| 80 |
1083-0 |
900-0 |
183-0 |
19.2% |
16-2 |
1.7% |
28% |
False |
False |
55,795 |
| 100 |
1083-0 |
900-0 |
183-0 |
19.2% |
16-3 |
1.7% |
28% |
False |
False |
47,817 |
| 120 |
1083-0 |
890-0 |
193-0 |
20.3% |
15-3 |
1.6% |
32% |
False |
False |
41,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1012-2 |
|
2.618 |
991-0 |
|
1.618 |
978-0 |
|
1.000 |
970-0 |
|
0.618 |
965-0 |
|
HIGH |
957-0 |
|
0.618 |
952-0 |
|
0.500 |
950-4 |
|
0.382 |
949-0 |
|
LOW |
944-0 |
|
0.618 |
936-0 |
|
1.000 |
931-0 |
|
1.618 |
923-0 |
|
2.618 |
910-0 |
|
4.250 |
888-6 |
|
|
| Fisher Pivots for day following 10-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
951-4 |
950-3 |
| PP |
951-0 |
948-5 |
| S1 |
950-4 |
947-0 |
|