CME Pit-Traded Soybean Future May 2010
| Trading Metrics calculated at close of trading on 31-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2010 |
31-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
969-0 |
954-0 |
-15-0 |
-1.5% |
958-0 |
| High |
974-0 |
954-0 |
-20-0 |
-2.1% |
976-0 |
| Low |
961-0 |
931-0 |
-30-0 |
-3.1% |
942-0 |
| Close |
974-0 |
941-0 |
-33-0 |
-3.4% |
952-0 |
| Range |
13-0 |
23-0 |
10-0 |
76.9% |
34-0 |
| ATR |
16-1 |
18-1 |
1-7 |
11.9% |
0-0 |
| Volume |
96,574 |
76,370 |
-20,204 |
-20.9% |
316,146 |
|
| Daily Pivots for day following 31-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1011-0 |
999-0 |
953-5 |
|
| R3 |
988-0 |
976-0 |
947-3 |
|
| R2 |
965-0 |
965-0 |
945-2 |
|
| R1 |
953-0 |
953-0 |
943-1 |
947-4 |
| PP |
942-0 |
942-0 |
942-0 |
939-2 |
| S1 |
930-0 |
930-0 |
938-7 |
924-4 |
| S2 |
919-0 |
919-0 |
936-6 |
|
| S3 |
896-0 |
907-0 |
934-5 |
|
| S4 |
873-0 |
884-0 |
928-3 |
|
|
| 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 |
931-0 |
46-0 |
4.9% |
18-0 |
1.9% |
22% |
False |
True |
75,004 |
| 10 |
977-0 |
931-0 |
46-0 |
4.9% |
15-0 |
1.6% |
22% |
False |
True |
68,571 |
| 20 |
977-0 |
922-0 |
55-0 |
5.8% |
14-7 |
1.6% |
35% |
False |
False |
70,369 |
| 40 |
984-4 |
911-0 |
73-4 |
7.8% |
14-6 |
1.6% |
41% |
False |
False |
64,214 |
| 60 |
1066-0 |
911-0 |
155-0 |
16.5% |
14-3 |
1.5% |
19% |
False |
False |
50,271 |
| 80 |
1079-4 |
911-0 |
168-4 |
17.9% |
14-3 |
1.5% |
18% |
False |
False |
40,503 |
| 100 |
1087-4 |
911-0 |
176-4 |
18.8% |
14-5 |
1.6% |
17% |
False |
False |
34,139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1051-6 |
|
2.618 |
1014-2 |
|
1.618 |
991-2 |
|
1.000 |
977-0 |
|
0.618 |
968-2 |
|
HIGH |
954-0 |
|
0.618 |
945-2 |
|
0.500 |
942-4 |
|
0.382 |
939-6 |
|
LOW |
931-0 |
|
0.618 |
916-6 |
|
1.000 |
908-0 |
|
1.618 |
893-6 |
|
2.618 |
870-6 |
|
4.250 |
833-2 |
|
|
| Fisher Pivots for day following 31-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
942-4 |
954-0 |
| PP |
942-0 |
949-5 |
| S1 |
941-4 |
945-3 |
|