CME Pit-Traded Soybean Future July 2010
Trading Metrics calculated at close of trading on 30-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2010 |
30-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
970-0 |
976-0 |
6-0 |
0.6% |
965-4 |
High |
983-0 |
981-0 |
-2-0 |
-0.2% |
983-0 |
Low |
970-0 |
968-0 |
-2-0 |
-0.2% |
950-4 |
Close |
974-4 |
980-6 |
6-2 |
0.6% |
959-6 |
Range |
13-0 |
13-0 |
0-0 |
0.0% |
32-4 |
ATR |
15-0 |
14-7 |
-0-1 |
-0.9% |
0-0 |
Volume |
28,092 |
51,324 |
23,232 |
82.7% |
164,290 |
|
Daily Pivots for day following 30-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1015-5 |
1011-1 |
987-7 |
|
R3 |
1002-5 |
998-1 |
984-3 |
|
R2 |
989-5 |
989-5 |
983-1 |
|
R1 |
985-1 |
985-1 |
982-0 |
987-3 |
PP |
976-5 |
976-5 |
976-5 |
977-6 |
S1 |
972-1 |
972-1 |
979-4 |
974-3 |
S2 |
963-5 |
963-5 |
978-3 |
|
S3 |
950-5 |
959-1 |
977-1 |
|
S4 |
937-5 |
946-1 |
973-5 |
|
|
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% |
13-0 |
1.3% |
93% |
False |
False |
38,143 |
10 |
983-0 |
950-4 |
32-4 |
3.3% |
13-0 |
1.3% |
93% |
False |
False |
31,655 |
20 |
983-0 |
930-0 |
53-0 |
5.4% |
12-5 |
1.3% |
96% |
False |
False |
29,395 |
40 |
988-0 |
922-0 |
66-0 |
6.7% |
12-3 |
1.3% |
89% |
False |
False |
27,766 |
60 |
1078-0 |
922-0 |
156-0 |
15.9% |
12-4 |
1.3% |
38% |
False |
False |
24,697 |
80 |
1085-0 |
922-0 |
163-0 |
16.6% |
12-4 |
1.3% |
36% |
False |
False |
21,458 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1036-2 |
2.618 |
1015-0 |
1.618 |
1002-0 |
1.000 |
994-0 |
0.618 |
989-0 |
HIGH |
981-0 |
0.618 |
976-0 |
0.500 |
974-4 |
0.382 |
973-0 |
LOW |
968-0 |
0.618 |
960-0 |
1.000 |
955-0 |
1.618 |
947-0 |
2.618 |
934-0 |
4.250 |
912-6 |
|
|
Fisher Pivots for day following 30-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
978-5 |
976-1 |
PP |
976-5 |
971-3 |
S1 |
974-4 |
966-6 |
|