CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 11-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2010 |
11-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
944-0 |
948-0 |
4-0 |
0.4% |
946-0 |
| High |
957-0 |
948-0 |
-9-0 |
-0.9% |
959-0 |
| Low |
944-0 |
925-0 |
-19-0 |
-2.0% |
930-0 |
| Close |
952-0 |
925-4 |
-26-4 |
-2.8% |
934-6 |
| Range |
13-0 |
23-0 |
10-0 |
76.9% |
29-0 |
| ATR |
14-3 |
15-2 |
0-7 |
6.3% |
0-0 |
| Volume |
864 |
572 |
-292 |
-33.8% |
60,595 |
|
| Daily Pivots for day following 11-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1001-7 |
986-5 |
938-1 |
|
| R3 |
978-7 |
963-5 |
931-7 |
|
| R2 |
955-7 |
955-7 |
929-6 |
|
| R1 |
940-5 |
940-5 |
927-5 |
936-6 |
| PP |
932-7 |
932-7 |
932-7 |
930-7 |
| S1 |
917-5 |
917-5 |
923-3 |
913-6 |
| S2 |
909-7 |
909-7 |
921-2 |
|
| S3 |
886-7 |
894-5 |
919-1 |
|
| S4 |
863-7 |
871-5 |
912-7 |
|
|
| 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 |
925-0 |
32-0 |
3.5% |
10-5 |
1.1% |
2% |
False |
True |
2,711 |
| 10 |
959-0 |
925-0 |
34-0 |
3.7% |
10-0 |
1.1% |
1% |
False |
True |
10,514 |
| 20 |
978-4 |
925-0 |
53-4 |
5.8% |
12-4 |
1.3% |
1% |
False |
True |
45,303 |
| 40 |
993-0 |
900-0 |
93-0 |
10.0% |
14-1 |
1.5% |
27% |
False |
False |
65,887 |
| 60 |
1077-0 |
900-0 |
177-0 |
19.1% |
15-3 |
1.7% |
14% |
False |
False |
64,046 |
| 80 |
1083-0 |
900-0 |
183-0 |
19.8% |
16-1 |
1.7% |
14% |
False |
False |
55,596 |
| 100 |
1083-0 |
900-0 |
183-0 |
19.8% |
16-4 |
1.8% |
14% |
False |
False |
47,700 |
| 120 |
1083-0 |
890-0 |
193-0 |
20.9% |
15-4 |
1.7% |
18% |
False |
False |
41,125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1045-6 |
|
2.618 |
1008-2 |
|
1.618 |
985-2 |
|
1.000 |
971-0 |
|
0.618 |
962-2 |
|
HIGH |
948-0 |
|
0.618 |
939-2 |
|
0.500 |
936-4 |
|
0.382 |
933-6 |
|
LOW |
925-0 |
|
0.618 |
910-6 |
|
1.000 |
902-0 |
|
1.618 |
887-6 |
|
2.618 |
864-6 |
|
4.250 |
827-2 |
|
|
| Fisher Pivots for day following 11-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
936-4 |
941-0 |
| PP |
932-7 |
935-7 |
| S1 |
929-1 |
930-5 |
|