CME Pit-Traded Soybean Future July 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 |
948-4 |
951-0 |
2-4 |
0.3% |
964-0 |
| High |
956-0 |
971-0 |
15-0 |
1.6% |
978-0 |
| Low |
944-2 |
950-0 |
5-6 |
0.6% |
946-0 |
| Close |
956-0 |
965-4 |
9-4 |
1.0% |
950-4 |
| Range |
11-6 |
21-0 |
9-2 |
78.7% |
32-0 |
| ATR |
13-6 |
14-2 |
0-4 |
3.8% |
0-0 |
| Volume |
18,901 |
24,330 |
5,429 |
28.7% |
111,630 |
|
| Daily Pivots for day following 10-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1025-1 |
1016-3 |
977-0 |
|
| R3 |
1004-1 |
995-3 |
971-2 |
|
| R2 |
983-1 |
983-1 |
969-3 |
|
| R1 |
974-3 |
974-3 |
967-3 |
978-6 |
| PP |
962-1 |
962-1 |
962-1 |
964-3 |
| S1 |
953-3 |
953-3 |
963-5 |
957-6 |
| S2 |
941-1 |
941-1 |
961-5 |
|
| S3 |
920-1 |
932-3 |
959-6 |
|
| S4 |
899-1 |
911-3 |
954-0 |
|
|
| 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 |
971-0 |
944-2 |
26-6 |
2.8% |
13-0 |
1.3% |
79% |
True |
False |
26,300 |
| 10 |
978-0 |
944-2 |
33-6 |
3.5% |
10-5 |
1.1% |
63% |
False |
False |
23,370 |
| 20 |
988-0 |
939-0 |
49-0 |
5.1% |
11-6 |
1.2% |
54% |
False |
False |
25,377 |
| 40 |
1005-4 |
922-0 |
83-4 |
8.6% |
12-3 |
1.3% |
52% |
False |
False |
24,299 |
| 60 |
1085-0 |
922-0 |
163-0 |
16.9% |
12-5 |
1.3% |
27% |
False |
False |
20,030 |
| 80 |
1091-0 |
922-0 |
169-0 |
17.5% |
13-2 |
1.4% |
26% |
False |
False |
17,932 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1060-2 |
|
2.618 |
1026-0 |
|
1.618 |
1005-0 |
|
1.000 |
992-0 |
|
0.618 |
984-0 |
|
HIGH |
971-0 |
|
0.618 |
963-0 |
|
0.500 |
960-4 |
|
0.382 |
958-0 |
|
LOW |
950-0 |
|
0.618 |
937-0 |
|
1.000 |
929-0 |
|
1.618 |
916-0 |
|
2.618 |
895-0 |
|
4.250 |
860-6 |
|
|
| Fisher Pivots for day following 10-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
963-7 |
962-7 |
| PP |
962-1 |
960-2 |
| S1 |
960-4 |
957-5 |
|