CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 29-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2010 |
29-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
954-0 |
970-0 |
16-0 |
1.7% |
965-4 |
| High |
961-0 |
983-0 |
22-0 |
2.3% |
983-0 |
| Low |
950-4 |
970-0 |
19-4 |
2.1% |
950-4 |
| Close |
959-6 |
974-4 |
14-6 |
1.5% |
959-6 |
| Range |
10-4 |
13-0 |
2-4 |
23.8% |
32-4 |
| ATR |
14-3 |
15-0 |
0-5 |
4.5% |
0-0 |
| Volume |
34,611 |
28,092 |
-6,519 |
-18.8% |
164,290 |
|
| Daily Pivots for day following 29-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1014-7 |
1007-5 |
981-5 |
|
| R3 |
1001-7 |
994-5 |
978-1 |
|
| R2 |
988-7 |
988-7 |
976-7 |
|
| R1 |
981-5 |
981-5 |
975-6 |
985-2 |
| PP |
975-7 |
975-7 |
975-7 |
977-5 |
| S1 |
968-5 |
968-5 |
973-2 |
972-2 |
| S2 |
962-7 |
962-7 |
972-1 |
|
| S3 |
949-7 |
955-5 |
970-7 |
|
| S4 |
936-7 |
942-5 |
967-3 |
|
|
| 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 |
3.3% |
12-3 |
1.3% |
74% |
True |
False |
35,691 |
| 10 |
983-0 |
944-0 |
39-0 |
4.0% |
12-4 |
1.3% |
78% |
True |
False |
28,623 |
| 20 |
983-0 |
930-0 |
53-0 |
5.4% |
12-3 |
1.3% |
84% |
True |
False |
27,404 |
| 40 |
988-0 |
922-0 |
66-0 |
6.8% |
12-3 |
1.3% |
80% |
False |
False |
27,026 |
| 60 |
1078-0 |
922-0 |
156-0 |
16.0% |
12-3 |
1.3% |
34% |
False |
False |
23,949 |
| 80 |
1085-0 |
922-0 |
163-0 |
16.7% |
12-5 |
1.3% |
32% |
False |
False |
20,945 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1038-2 |
|
2.618 |
1017-0 |
|
1.618 |
1004-0 |
|
1.000 |
996-0 |
|
0.618 |
991-0 |
|
HIGH |
983-0 |
|
0.618 |
978-0 |
|
0.500 |
976-4 |
|
0.382 |
975-0 |
|
LOW |
970-0 |
|
0.618 |
962-0 |
|
1.000 |
957-0 |
|
1.618 |
949-0 |
|
2.618 |
936-0 |
|
4.250 |
914-6 |
|
|
| Fisher Pivots for day following 29-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
976-4 |
971-7 |
| PP |
975-7 |
969-3 |
| S1 |
975-1 |
966-6 |
|