CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 15-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2010 |
15-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
943-0 |
930-0 |
-13-0 |
-1.4% |
954-0 |
| High |
945-0 |
939-4 |
-5-4 |
-0.6% |
971-0 |
| Low |
932-0 |
930-0 |
-2-0 |
-0.2% |
932-0 |
| Close |
933-4 |
937-4 |
4-0 |
0.4% |
933-4 |
| Range |
13-0 |
9-4 |
-3-4 |
-26.9% |
39-0 |
| ATR |
15-0 |
14-4 |
-0-3 |
-2.6% |
0-0 |
| Volume |
37,761 |
27,280 |
-10,481 |
-27.8% |
141,628 |
|
| Daily Pivots for day following 15-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
964-1 |
960-3 |
942-6 |
|
| R3 |
954-5 |
950-7 |
940-1 |
|
| R2 |
945-1 |
945-1 |
939-2 |
|
| R1 |
941-3 |
941-3 |
938-3 |
943-2 |
| PP |
935-5 |
935-5 |
935-5 |
936-5 |
| S1 |
931-7 |
931-7 |
936-5 |
933-6 |
| S2 |
926-1 |
926-1 |
935-6 |
|
| S3 |
916-5 |
922-3 |
934-7 |
|
| S4 |
907-1 |
912-7 |
932-2 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1062-4 |
1037-0 |
955-0 |
|
| R3 |
1023-4 |
998-0 |
944-2 |
|
| R2 |
984-4 |
984-4 |
940-5 |
|
| R1 |
959-0 |
959-0 |
937-1 |
952-2 |
| PP |
945-4 |
945-4 |
945-4 |
942-1 |
| S1 |
920-0 |
920-0 |
929-7 |
913-2 |
| S2 |
906-4 |
906-4 |
926-3 |
|
| S3 |
867-4 |
881-0 |
922-6 |
|
| S4 |
828-4 |
842-0 |
912-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
971-0 |
930-0 |
41-0 |
4.4% |
15-0 |
1.6% |
18% |
False |
True |
28,674 |
| 10 |
978-0 |
930-0 |
48-0 |
5.1% |
12-2 |
1.3% |
16% |
False |
True |
26,184 |
| 20 |
988-0 |
930-0 |
58-0 |
6.2% |
11-6 |
1.3% |
13% |
False |
True |
25,725 |
| 40 |
995-4 |
922-0 |
73-4 |
7.8% |
12-1 |
1.3% |
21% |
False |
False |
25,274 |
| 60 |
1085-0 |
922-0 |
163-0 |
17.4% |
12-4 |
1.3% |
10% |
False |
False |
21,061 |
| 80 |
1091-0 |
922-0 |
169-0 |
18.0% |
13-0 |
1.4% |
9% |
False |
False |
18,855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
979-7 |
|
2.618 |
964-3 |
|
1.618 |
954-7 |
|
1.000 |
949-0 |
|
0.618 |
945-3 |
|
HIGH |
939-4 |
|
0.618 |
935-7 |
|
0.500 |
934-6 |
|
0.382 |
933-5 |
|
LOW |
930-0 |
|
0.618 |
924-1 |
|
1.000 |
920-4 |
|
1.618 |
914-5 |
|
2.618 |
905-1 |
|
4.250 |
889-5 |
|
|
| Fisher Pivots for day following 15-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
936-5 |
944-4 |
| PP |
935-5 |
942-1 |
| S1 |
934-6 |
939-7 |
|