CME Pit-Traded Soybean Future May 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 |
960-0 |
969-0 |
9-0 |
0.9% |
958-0 |
| High |
977-0 |
974-0 |
-3-0 |
-0.3% |
976-0 |
| Low |
960-0 |
961-0 |
1-0 |
0.1% |
942-0 |
| Close |
967-4 |
974-0 |
6-4 |
0.7% |
952-0 |
| Range |
17-0 |
13-0 |
-4-0 |
-23.5% |
34-0 |
| ATR |
16-3 |
16-1 |
-0-2 |
-1.5% |
0-0 |
| Volume |
62,101 |
96,574 |
34,473 |
55.5% |
316,146 |
|
| Daily Pivots for day following 30-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1008-5 |
1004-3 |
981-1 |
|
| R3 |
995-5 |
991-3 |
977-5 |
|
| R2 |
982-5 |
982-5 |
976-3 |
|
| R1 |
978-3 |
978-3 |
975-2 |
980-4 |
| PP |
969-5 |
969-5 |
969-5 |
970-6 |
| S1 |
965-3 |
965-3 |
972-6 |
967-4 |
| S2 |
956-5 |
956-5 |
971-5 |
|
| S3 |
943-5 |
952-3 |
970-3 |
|
| S4 |
930-5 |
939-3 |
966-7 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1058-5 |
1039-3 |
970-6 |
|
| R3 |
1024-5 |
1005-3 |
961-3 |
|
| R2 |
990-5 |
990-5 |
958-2 |
|
| R1 |
971-3 |
971-3 |
955-1 |
964-0 |
| PP |
956-5 |
956-5 |
956-5 |
953-0 |
| S1 |
937-3 |
937-3 |
948-7 |
930-0 |
| S2 |
922-5 |
922-5 |
945-6 |
|
| S3 |
888-5 |
903-3 |
942-5 |
|
| S4 |
854-5 |
869-3 |
933-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
977-0 |
942-0 |
35-0 |
3.6% |
15-2 |
1.6% |
91% |
False |
False |
72,247 |
| 10 |
977-0 |
942-0 |
35-0 |
3.6% |
14-5 |
1.5% |
91% |
False |
False |
68,092 |
| 20 |
977-0 |
922-0 |
55-0 |
5.6% |
14-2 |
1.5% |
95% |
False |
False |
69,810 |
| 40 |
984-4 |
911-0 |
73-4 |
7.5% |
14-4 |
1.5% |
86% |
False |
False |
63,411 |
| 60 |
1076-0 |
911-0 |
165-0 |
16.9% |
14-2 |
1.5% |
38% |
False |
False |
49,202 |
| 80 |
1079-4 |
911-0 |
168-4 |
17.3% |
14-3 |
1.5% |
37% |
False |
False |
39,675 |
| 100 |
1087-4 |
911-0 |
176-4 |
18.1% |
14-5 |
1.5% |
36% |
False |
False |
33,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1029-2 |
|
2.618 |
1008-0 |
|
1.618 |
995-0 |
|
1.000 |
987-0 |
|
0.618 |
982-0 |
|
HIGH |
974-0 |
|
0.618 |
969-0 |
|
0.500 |
967-4 |
|
0.382 |
966-0 |
|
LOW |
961-0 |
|
0.618 |
953-0 |
|
1.000 |
948-0 |
|
1.618 |
940-0 |
|
2.618 |
927-0 |
|
4.250 |
905-6 |
|
|
| Fisher Pivots for day following 30-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
971-7 |
969-1 |
| PP |
969-5 |
964-3 |
| S1 |
967-4 |
959-4 |
|