CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 09-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2010 |
09-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
954-0 |
948-4 |
-5-4 |
-0.6% |
964-0 |
| High |
959-0 |
956-0 |
-3-0 |
-0.3% |
978-0 |
| Low |
952-0 |
944-2 |
-7-6 |
-0.8% |
946-0 |
| Close |
956-0 |
956-0 |
0-0 |
0.0% |
950-4 |
| Range |
7-0 |
11-6 |
4-6 |
67.9% |
32-0 |
| ATR |
13-7 |
13-6 |
-0-1 |
-1.1% |
0-0 |
| Volume |
25,534 |
18,901 |
-6,633 |
-26.0% |
111,630 |
|
| Daily Pivots for day following 09-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
987-3 |
983-3 |
962-4 |
|
| R3 |
975-5 |
971-5 |
959-2 |
|
| R2 |
963-7 |
963-7 |
958-1 |
|
| R1 |
959-7 |
959-7 |
957-1 |
961-7 |
| PP |
952-1 |
952-1 |
952-1 |
953-0 |
| S1 |
948-1 |
948-1 |
954-7 |
950-1 |
| S2 |
940-3 |
940-3 |
953-7 |
|
| S3 |
928-5 |
936-3 |
952-6 |
|
| S4 |
916-7 |
924-5 |
949-4 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1054-1 |
1034-3 |
968-1 |
|
| R3 |
1022-1 |
1002-3 |
959-2 |
|
| R2 |
990-1 |
990-1 |
956-3 |
|
| R1 |
970-3 |
970-3 |
953-3 |
964-2 |
| PP |
958-1 |
958-1 |
958-1 |
955-1 |
| S1 |
938-3 |
938-3 |
947-5 |
932-2 |
| S2 |
926-1 |
926-1 |
944-5 |
|
| S3 |
894-1 |
906-3 |
941-6 |
|
| S4 |
862-1 |
874-3 |
932-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
978-0 |
944-2 |
33-6 |
3.5% |
10-2 |
1.1% |
35% |
False |
True |
25,173 |
| 10 |
978-0 |
944-2 |
33-6 |
3.5% |
9-6 |
1.0% |
35% |
False |
True |
25,509 |
| 20 |
988-0 |
939-0 |
49-0 |
5.1% |
11-5 |
1.2% |
35% |
False |
False |
25,529 |
| 40 |
1034-4 |
922-0 |
112-4 |
11.8% |
12-1 |
1.3% |
30% |
False |
False |
24,036 |
| 60 |
1085-0 |
922-0 |
163-0 |
17.1% |
12-4 |
1.3% |
21% |
False |
False |
19,861 |
| 80 |
1091-0 |
922-0 |
169-0 |
17.7% |
13-0 |
1.4% |
20% |
False |
False |
17,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1006-0 |
|
2.618 |
986-6 |
|
1.618 |
975-0 |
|
1.000 |
967-6 |
|
0.618 |
963-2 |
|
HIGH |
956-0 |
|
0.618 |
951-4 |
|
0.500 |
950-1 |
|
0.382 |
948-6 |
|
LOW |
944-2 |
|
0.618 |
937-0 |
|
1.000 |
932-4 |
|
1.618 |
925-2 |
|
2.618 |
913-4 |
|
4.250 |
894-2 |
|
|
| Fisher Pivots for day following 09-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
954-0 |
954-4 |
| PP |
952-1 |
953-1 |
| S1 |
950-1 |
951-5 |
|