CME Pit-Traded Soybean Future September 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 |
932-0 |
939-0 |
7-0 |
0.8% |
957-4 |
| High |
932-0 |
949-0 |
17-0 |
1.8% |
957-4 |
| Low |
932-0 |
939-0 |
7-0 |
0.8% |
925-4 |
| Close |
932-0 |
941-4 |
9-4 |
1.0% |
932-0 |
| Range |
0-0 |
10-0 |
10-0 |
|
32-0 |
| ATR |
8-4 |
9-1 |
0-5 |
7.2% |
0-0 |
| Volume |
2,230 |
1,624 |
-606 |
-27.2% |
6,641 |
|
| Daily Pivots for day following 29-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
973-1 |
967-3 |
947-0 |
|
| R3 |
963-1 |
957-3 |
944-2 |
|
| R2 |
953-1 |
953-1 |
943-3 |
|
| R1 |
947-3 |
947-3 |
942-3 |
950-2 |
| PP |
943-1 |
943-1 |
943-1 |
944-5 |
| S1 |
937-3 |
937-3 |
940-5 |
940-2 |
| S2 |
933-1 |
933-1 |
939-5 |
|
| S3 |
923-1 |
927-3 |
938-6 |
|
| S4 |
913-1 |
917-3 |
936-0 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1034-3 |
1015-1 |
949-5 |
|
| R3 |
1002-3 |
983-1 |
940-6 |
|
| R2 |
970-3 |
970-3 |
937-7 |
|
| R1 |
951-1 |
951-1 |
934-7 |
944-6 |
| PP |
938-3 |
938-3 |
938-3 |
935-1 |
| S1 |
919-1 |
919-1 |
929-1 |
912-6 |
| S2 |
906-3 |
906-3 |
926-1 |
|
| S3 |
874-3 |
887-1 |
923-2 |
|
| S4 |
842-3 |
855-1 |
914-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
957-4 |
925-4 |
32-0 |
3.4% |
3-7 |
0.4% |
50% |
False |
False |
1,462 |
| 10 |
957-4 |
925-4 |
32-0 |
3.4% |
3-2 |
0.3% |
50% |
False |
False |
978 |
| 20 |
957-4 |
921-0 |
36-4 |
3.9% |
2-3 |
0.3% |
56% |
False |
False |
892 |
| 40 |
957-4 |
912-4 |
45-0 |
4.8% |
1-5 |
0.2% |
64% |
False |
False |
729 |
| 60 |
1041-0 |
912-4 |
128-4 |
13.6% |
1-2 |
0.1% |
23% |
False |
False |
593 |
| 80 |
1056-0 |
912-4 |
143-4 |
15.2% |
1-1 |
0.1% |
20% |
False |
False |
504 |
| 100 |
1059-4 |
912-4 |
147-0 |
15.6% |
1-1 |
0.1% |
20% |
False |
False |
446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
991-4 |
|
2.618 |
975-1 |
|
1.618 |
965-1 |
|
1.000 |
959-0 |
|
0.618 |
955-1 |
|
HIGH |
949-0 |
|
0.618 |
945-1 |
|
0.500 |
944-0 |
|
0.382 |
942-7 |
|
LOW |
939-0 |
|
0.618 |
932-7 |
|
1.000 |
929-0 |
|
1.618 |
922-7 |
|
2.618 |
912-7 |
|
4.250 |
896-4 |
|
|
| Fisher Pivots for day following 29-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
944-0 |
940-1 |
| PP |
943-1 |
938-5 |
| S1 |
942-3 |
937-2 |
|