CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 26-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2010 |
26-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
969-4 |
954-0 |
-15-4 |
-1.6% |
965-4 |
| High |
972-4 |
961-0 |
-11-4 |
-1.2% |
983-0 |
| Low |
951-0 |
950-4 |
-0-4 |
-0.1% |
950-4 |
| Close |
950-4 |
959-6 |
9-2 |
1.0% |
959-6 |
| Range |
21-4 |
10-4 |
-11-0 |
-51.2% |
32-4 |
| ATR |
14-5 |
14-3 |
-0-2 |
-2.0% |
0-0 |
| Volume |
42,124 |
34,611 |
-7,513 |
-17.8% |
164,290 |
|
| Daily Pivots for day following 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
988-5 |
984-5 |
965-4 |
|
| R3 |
978-1 |
974-1 |
962-5 |
|
| R2 |
967-5 |
967-5 |
961-5 |
|
| R1 |
963-5 |
963-5 |
960-6 |
965-5 |
| PP |
957-1 |
957-1 |
957-1 |
958-0 |
| S1 |
953-1 |
953-1 |
958-6 |
955-1 |
| S2 |
946-5 |
946-5 |
957-7 |
|
| S3 |
936-1 |
942-5 |
956-7 |
|
| S4 |
925-5 |
932-1 |
954-0 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1061-7 |
1043-3 |
977-5 |
|
| R3 |
1029-3 |
1010-7 |
968-6 |
|
| R2 |
996-7 |
996-7 |
965-6 |
|
| R1 |
978-3 |
978-3 |
962-6 |
971-3 |
| PP |
964-3 |
964-3 |
964-3 |
961-0 |
| S1 |
945-7 |
945-7 |
956-6 |
938-7 |
| S2 |
931-7 |
931-7 |
953-6 |
|
| S3 |
899-3 |
913-3 |
950-6 |
|
| S4 |
866-7 |
880-7 |
941-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
983-0 |
950-4 |
32-4 |
3.4% |
13-2 |
1.4% |
28% |
False |
True |
32,858 |
| 10 |
983-0 |
930-0 |
53-0 |
5.5% |
12-2 |
1.3% |
56% |
False |
False |
28,542 |
| 20 |
983-0 |
930-0 |
53-0 |
5.5% |
12-2 |
1.3% |
56% |
False |
False |
26,934 |
| 40 |
988-0 |
922-0 |
66-0 |
6.9% |
12-4 |
1.3% |
57% |
False |
False |
27,141 |
| 60 |
1078-0 |
922-0 |
156-0 |
16.3% |
12-3 |
1.3% |
24% |
False |
False |
23,603 |
| 80 |
1091-0 |
922-0 |
169-0 |
17.6% |
12-5 |
1.3% |
22% |
False |
False |
20,723 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1005-5 |
|
2.618 |
988-4 |
|
1.618 |
978-0 |
|
1.000 |
971-4 |
|
0.618 |
967-4 |
|
HIGH |
961-0 |
|
0.618 |
957-0 |
|
0.500 |
955-6 |
|
0.382 |
954-4 |
|
LOW |
950-4 |
|
0.618 |
944-0 |
|
1.000 |
940-0 |
|
1.618 |
933-4 |
|
2.618 |
923-0 |
|
4.250 |
905-7 |
|
|
| Fisher Pivots for day following 26-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
958-3 |
961-4 |
| PP |
957-1 |
960-7 |
| S1 |
955-6 |
960-3 |
|