CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 12-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2010 |
12-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
948-0 |
936-0 |
-12-0 |
-1.3% |
940-0 |
| High |
948-0 |
936-0 |
-12-0 |
-1.3% |
957-0 |
| Low |
925-0 |
924-0 |
-1-0 |
-0.1% |
924-0 |
| Close |
925-4 |
926-0 |
0-4 |
0.1% |
926-0 |
| Range |
23-0 |
12-0 |
-11-0 |
-47.8% |
33-0 |
| ATR |
15-2 |
15-0 |
-0-2 |
-1.5% |
0-0 |
| Volume |
572 |
409 |
-163 |
-28.5% |
7,124 |
|
| Daily Pivots for day following 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
964-5 |
957-3 |
932-5 |
|
| R3 |
952-5 |
945-3 |
929-2 |
|
| R2 |
940-5 |
940-5 |
928-2 |
|
| R1 |
933-3 |
933-3 |
927-1 |
931-0 |
| PP |
928-5 |
928-5 |
928-5 |
927-4 |
| S1 |
921-3 |
921-3 |
924-7 |
919-0 |
| S2 |
916-5 |
916-5 |
923-6 |
|
| S3 |
904-5 |
909-3 |
922-6 |
|
| S4 |
892-5 |
897-3 |
919-3 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1034-5 |
1013-3 |
944-1 |
|
| R3 |
1001-5 |
980-3 |
935-1 |
|
| R2 |
968-5 |
968-5 |
932-0 |
|
| R1 |
947-3 |
947-3 |
929-0 |
941-4 |
| PP |
935-5 |
935-5 |
935-5 |
932-6 |
| S1 |
914-3 |
914-3 |
923-0 |
908-4 |
| S2 |
902-5 |
902-5 |
920-0 |
|
| S3 |
869-5 |
881-3 |
916-7 |
|
| S4 |
836-5 |
848-3 |
907-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
957-0 |
924-0 |
33-0 |
3.6% |
11-6 |
1.3% |
6% |
False |
True |
1,424 |
| 10 |
959-0 |
924-0 |
35-0 |
3.8% |
10-2 |
1.1% |
6% |
False |
True |
6,771 |
| 20 |
978-4 |
924-0 |
54-4 |
5.9% |
12-4 |
1.4% |
4% |
False |
True |
39,522 |
| 40 |
993-0 |
900-0 |
93-0 |
10.0% |
13-7 |
1.5% |
28% |
False |
False |
62,821 |
| 60 |
1077-0 |
900-0 |
177-0 |
19.1% |
15-1 |
1.6% |
15% |
False |
False |
63,120 |
| 80 |
1083-0 |
900-0 |
183-0 |
19.8% |
16-1 |
1.7% |
14% |
False |
False |
55,298 |
| 100 |
1083-0 |
900-0 |
183-0 |
19.8% |
16-4 |
1.8% |
14% |
False |
False |
47,599 |
| 120 |
1083-0 |
890-0 |
193-0 |
20.8% |
15-4 |
1.7% |
19% |
False |
False |
41,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
987-0 |
|
2.618 |
967-3 |
|
1.618 |
955-3 |
|
1.000 |
948-0 |
|
0.618 |
943-3 |
|
HIGH |
936-0 |
|
0.618 |
931-3 |
|
0.500 |
930-0 |
|
0.382 |
928-5 |
|
LOW |
924-0 |
|
0.618 |
916-5 |
|
1.000 |
912-0 |
|
1.618 |
904-5 |
|
2.618 |
892-5 |
|
4.250 |
873-0 |
|
|
| Fisher Pivots for day following 12-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
930-0 |
940-4 |
| PP |
928-5 |
935-5 |
| S1 |
927-3 |
930-7 |
|