CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 31-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2010 |
31-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
976-0 |
950-0 |
-26-0 |
-2.7% |
965-4 |
| High |
981-0 |
958-0 |
-23-0 |
-2.3% |
983-0 |
| Low |
968-0 |
941-0 |
-27-0 |
-2.8% |
950-4 |
| Close |
980-6 |
950-0 |
-30-6 |
-3.1% |
959-6 |
| Range |
13-0 |
17-0 |
4-0 |
30.8% |
32-4 |
| ATR |
14-7 |
16-5 |
1-6 |
12.0% |
0-0 |
| Volume |
51,324 |
40,717 |
-10,607 |
-20.7% |
164,290 |
|
| Daily Pivots for day following 31-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1000-5 |
992-3 |
959-3 |
|
| R3 |
983-5 |
975-3 |
954-5 |
|
| R2 |
966-5 |
966-5 |
953-1 |
|
| R1 |
958-3 |
958-3 |
951-4 |
958-4 |
| PP |
949-5 |
949-5 |
949-5 |
949-6 |
| S1 |
941-3 |
941-3 |
948-4 |
941-4 |
| S2 |
932-5 |
932-5 |
946-7 |
|
| S3 |
915-5 |
924-3 |
945-3 |
|
| S4 |
898-5 |
907-3 |
940-5 |
|
|
| 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 |
941-0 |
42-0 |
4.4% |
15-0 |
1.6% |
21% |
False |
True |
39,373 |
| 10 |
983-0 |
941-0 |
42-0 |
4.4% |
12-7 |
1.4% |
21% |
False |
True |
32,899 |
| 20 |
983-0 |
930-0 |
53-0 |
5.6% |
13-1 |
1.4% |
38% |
False |
False |
30,496 |
| 40 |
988-0 |
922-0 |
66-0 |
6.9% |
12-4 |
1.3% |
42% |
False |
False |
28,197 |
| 60 |
1070-0 |
922-0 |
148-0 |
15.6% |
12-4 |
1.3% |
19% |
False |
False |
25,231 |
| 80 |
1085-0 |
922-0 |
163-0 |
17.2% |
12-4 |
1.3% |
17% |
False |
False |
21,766 |
| 100 |
1091-0 |
922-0 |
169-0 |
17.8% |
13-1 |
1.4% |
17% |
False |
False |
19,689 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1030-2 |
|
2.618 |
1002-4 |
|
1.618 |
985-4 |
|
1.000 |
975-0 |
|
0.618 |
968-4 |
|
HIGH |
958-0 |
|
0.618 |
951-4 |
|
0.500 |
949-4 |
|
0.382 |
947-4 |
|
LOW |
941-0 |
|
0.618 |
930-4 |
|
1.000 |
924-0 |
|
1.618 |
913-4 |
|
2.618 |
896-4 |
|
4.250 |
868-6 |
|
|
| Fisher Pivots for day following 31-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
949-7 |
962-0 |
| PP |
949-5 |
958-0 |
| S1 |
949-4 |
954-0 |
|