CME Pit-Traded Soybean Future May 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 |
948-0 |
960-0 |
12-0 |
1.3% |
958-0 |
| High |
955-0 |
977-0 |
22-0 |
2.3% |
976-0 |
| Low |
942-0 |
960-0 |
18-0 |
1.9% |
942-0 |
| Close |
952-0 |
967-4 |
15-4 |
1.6% |
952-0 |
| Range |
13-0 |
17-0 |
4-0 |
30.8% |
34-0 |
| ATR |
15-6 |
16-3 |
0-5 |
4.2% |
0-0 |
| Volume |
79,415 |
62,101 |
-17,314 |
-21.8% |
316,146 |
|
| Daily Pivots for day following 29-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1019-1 |
1010-3 |
976-7 |
|
| R3 |
1002-1 |
993-3 |
972-1 |
|
| R2 |
985-1 |
985-1 |
970-5 |
|
| R1 |
976-3 |
976-3 |
969-0 |
980-6 |
| PP |
968-1 |
968-1 |
968-1 |
970-3 |
| S1 |
959-3 |
959-3 |
966-0 |
963-6 |
| S2 |
951-1 |
951-1 |
964-3 |
|
| S3 |
934-1 |
942-3 |
962-7 |
|
| S4 |
917-1 |
925-3 |
958-1 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1058-5 |
1039-3 |
970-6 |
|
| R3 |
1024-5 |
1005-3 |
961-3 |
|
| R2 |
990-5 |
990-5 |
958-2 |
|
| R1 |
971-3 |
971-3 |
955-1 |
964-0 |
| PP |
956-5 |
956-5 |
956-5 |
953-0 |
| S1 |
937-3 |
937-3 |
948-7 |
930-0 |
| S2 |
922-5 |
922-5 |
945-6 |
|
| S3 |
888-5 |
903-3 |
942-5 |
|
| S4 |
854-5 |
869-3 |
933-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
977-0 |
942-0 |
35-0 |
3.6% |
14-5 |
1.5% |
73% |
True |
False |
66,458 |
| 10 |
977-0 |
936-0 |
41-0 |
4.2% |
14-4 |
1.5% |
77% |
True |
False |
63,985 |
| 20 |
977-0 |
922-0 |
55-0 |
5.7% |
14-0 |
1.4% |
83% |
True |
False |
68,353 |
| 40 |
984-4 |
911-0 |
73-4 |
7.6% |
14-4 |
1.5% |
77% |
False |
False |
61,656 |
| 60 |
1076-0 |
911-0 |
165-0 |
17.1% |
14-2 |
1.5% |
34% |
False |
False |
47,707 |
| 80 |
1079-4 |
911-0 |
168-4 |
17.4% |
14-4 |
1.5% |
34% |
False |
False |
38,563 |
| 100 |
1087-4 |
911-0 |
176-4 |
18.2% |
14-6 |
1.5% |
32% |
False |
False |
32,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1049-2 |
|
2.618 |
1021-4 |
|
1.618 |
1004-4 |
|
1.000 |
994-0 |
|
0.618 |
987-4 |
|
HIGH |
977-0 |
|
0.618 |
970-4 |
|
0.500 |
968-4 |
|
0.382 |
966-4 |
|
LOW |
960-0 |
|
0.618 |
949-4 |
|
1.000 |
943-0 |
|
1.618 |
932-4 |
|
2.618 |
915-4 |
|
4.250 |
887-6 |
|
|
| Fisher Pivots for day following 29-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
968-4 |
964-7 |
| PP |
968-1 |
962-1 |
| S1 |
967-7 |
959-4 |
|