CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 16-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2010 |
16-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
930-0 |
944-0 |
14-0 |
1.5% |
954-0 |
| High |
939-4 |
952-4 |
13-0 |
1.4% |
971-0 |
| Low |
930-0 |
944-0 |
14-0 |
1.5% |
932-0 |
| Close |
937-4 |
952-6 |
15-2 |
1.6% |
933-4 |
| Range |
9-4 |
8-4 |
-1-0 |
-10.5% |
39-0 |
| ATR |
14-4 |
14-5 |
0-0 |
0.2% |
0-0 |
| Volume |
27,280 |
21,007 |
-6,273 |
-23.0% |
141,628 |
|
| Daily Pivots for day following 16-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
975-2 |
972-4 |
957-3 |
|
| R3 |
966-6 |
964-0 |
955-1 |
|
| R2 |
958-2 |
958-2 |
954-2 |
|
| R1 |
955-4 |
955-4 |
953-4 |
956-7 |
| PP |
949-6 |
949-6 |
949-6 |
950-4 |
| S1 |
947-0 |
947-0 |
952-0 |
948-3 |
| S2 |
941-2 |
941-2 |
951-2 |
|
| S3 |
932-6 |
938-4 |
950-3 |
|
| S4 |
924-2 |
930-0 |
948-1 |
|
|
| 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 |
4.3% |
14-3 |
1.5% |
55% |
False |
False |
29,096 |
| 10 |
978-0 |
930-0 |
48-0 |
5.0% |
12-3 |
1.3% |
47% |
False |
False |
27,134 |
| 20 |
988-0 |
930-0 |
58-0 |
6.1% |
11-5 |
1.2% |
39% |
False |
False |
25,521 |
| 40 |
988-0 |
922-0 |
66-0 |
6.9% |
12-0 |
1.3% |
47% |
False |
False |
25,231 |
| 60 |
1078-0 |
922-0 |
156-0 |
16.4% |
12-4 |
1.3% |
20% |
False |
False |
21,132 |
| 80 |
1091-0 |
922-0 |
169-0 |
17.7% |
12-7 |
1.3% |
18% |
False |
False |
18,996 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
988-5 |
|
2.618 |
974-6 |
|
1.618 |
966-2 |
|
1.000 |
961-0 |
|
0.618 |
957-6 |
|
HIGH |
952-4 |
|
0.618 |
949-2 |
|
0.500 |
948-2 |
|
0.382 |
947-2 |
|
LOW |
944-0 |
|
0.618 |
938-6 |
|
1.000 |
935-4 |
|
1.618 |
930-2 |
|
2.618 |
921-6 |
|
4.250 |
907-7 |
|
|
| Fisher Pivots for day following 16-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
951-2 |
948-7 |
| PP |
949-6 |
945-1 |
| S1 |
948-2 |
941-2 |
|