CME Pit-Traded Soybean Future September 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 |
943-4 |
922-0 |
-21-4 |
-2.3% |
957-4 |
| High |
943-4 |
922-0 |
-21-4 |
-2.3% |
957-4 |
| Low |
943-4 |
920-0 |
-23-4 |
-2.5% |
925-4 |
| Close |
943-4 |
926-0 |
-17-4 |
-1.9% |
932-0 |
| Range |
0-0 |
2-0 |
2-0 |
|
32-0 |
| ATR |
8-5 |
9-5 |
1-1 |
12.4% |
0-0 |
| Volume |
1,606 |
2,459 |
853 |
53.1% |
6,641 |
|
| Daily Pivots for day following 31-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
928-5 |
929-3 |
927-1 |
|
| R3 |
926-5 |
927-3 |
926-4 |
|
| R2 |
924-5 |
924-5 |
926-3 |
|
| R1 |
925-3 |
925-3 |
926-1 |
925-0 |
| PP |
922-5 |
922-5 |
922-5 |
922-4 |
| S1 |
923-3 |
923-3 |
925-7 |
923-0 |
| S2 |
920-5 |
920-5 |
925-5 |
|
| S3 |
918-5 |
921-3 |
925-4 |
|
| S4 |
916-5 |
919-3 |
924-7 |
|
|
| 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 |
949-0 |
920-0 |
29-0 |
3.1% |
2-3 |
0.3% |
21% |
False |
True |
1,914 |
| 10 |
957-4 |
920-0 |
37-4 |
4.0% |
2-4 |
0.3% |
16% |
False |
True |
1,327 |
| 20 |
957-4 |
920-0 |
37-4 |
4.0% |
2-4 |
0.3% |
16% |
False |
True |
1,060 |
| 40 |
957-4 |
912-4 |
45-0 |
4.9% |
1-5 |
0.2% |
30% |
False |
False |
816 |
| 60 |
1041-0 |
912-4 |
128-4 |
13.9% |
1-3 |
0.1% |
11% |
False |
False |
656 |
| 80 |
1056-0 |
912-4 |
143-4 |
15.5% |
1-1 |
0.1% |
9% |
False |
False |
544 |
| 100 |
1059-4 |
912-4 |
147-0 |
15.9% |
1-1 |
0.1% |
9% |
False |
False |
482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
930-4 |
|
2.618 |
927-2 |
|
1.618 |
925-2 |
|
1.000 |
924-0 |
|
0.618 |
923-2 |
|
HIGH |
922-0 |
|
0.618 |
921-2 |
|
0.500 |
921-0 |
|
0.382 |
920-6 |
|
LOW |
920-0 |
|
0.618 |
918-6 |
|
1.000 |
918-0 |
|
1.618 |
916-6 |
|
2.618 |
914-6 |
|
4.250 |
911-4 |
|
|
| Fisher Pivots for day following 31-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
924-3 |
934-4 |
| PP |
922-5 |
931-5 |
| S1 |
921-0 |
928-7 |
|