CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 03-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2010 |
03-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
954-0 |
958-4 |
4-4 |
0.5% |
950-0 |
| High |
959-0 |
959-0 |
0-0 |
0.0% |
978-4 |
| Low |
952-4 |
953-4 |
1-0 |
0.1% |
935-0 |
| Close |
954-2 |
954-4 |
0-2 |
0.0% |
951-0 |
| Range |
6-4 |
5-4 |
-1-0 |
-15.4% |
43-4 |
| ATR |
16-3 |
15-5 |
-0-6 |
-4.7% |
0-0 |
| Volume |
12,750 |
9,441 |
-3,309 |
-26.0% |
319,455 |
|
| Daily Pivots for day following 03-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
972-1 |
968-7 |
957-4 |
|
| R3 |
966-5 |
963-3 |
956-0 |
|
| R2 |
961-1 |
961-1 |
955-4 |
|
| R1 |
957-7 |
957-7 |
955-0 |
956-6 |
| PP |
955-5 |
955-5 |
955-5 |
955-1 |
| S1 |
952-3 |
952-3 |
954-0 |
951-2 |
| S2 |
950-1 |
950-1 |
953-4 |
|
| S3 |
944-5 |
946-7 |
953-0 |
|
| S4 |
939-1 |
941-3 |
951-4 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1085-3 |
1061-5 |
974-7 |
|
| R3 |
1041-7 |
1018-1 |
963-0 |
|
| R2 |
998-3 |
998-3 |
959-0 |
|
| R1 |
974-5 |
974-5 |
955-0 |
986-4 |
| PP |
954-7 |
954-7 |
954-7 |
960-6 |
| S1 |
931-1 |
931-1 |
947-0 |
943-0 |
| S2 |
911-3 |
911-3 |
943-0 |
|
| S3 |
867-7 |
887-5 |
939-0 |
|
| S4 |
824-3 |
844-1 |
927-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
959-0 |
935-0 |
24-0 |
2.5% |
8-3 |
0.9% |
81% |
True |
False |
29,009 |
| 10 |
978-4 |
935-0 |
43-4 |
4.6% |
12-6 |
1.3% |
45% |
False |
False |
49,616 |
| 20 |
978-4 |
900-0 |
78-4 |
8.2% |
14-1 |
1.5% |
69% |
False |
False |
73,532 |
| 40 |
1064-4 |
900-0 |
164-4 |
17.2% |
14-7 |
1.6% |
33% |
False |
False |
77,710 |
| 60 |
1077-0 |
900-0 |
177-0 |
18.5% |
15-7 |
1.7% |
31% |
False |
False |
68,026 |
| 80 |
1083-0 |
900-0 |
183-0 |
19.2% |
16-5 |
1.7% |
30% |
False |
False |
56,863 |
| 100 |
1083-0 |
900-0 |
183-0 |
19.2% |
16-6 |
1.8% |
30% |
False |
False |
48,181 |
| 120 |
1083-0 |
890-0 |
193-0 |
20.2% |
15-5 |
1.6% |
33% |
False |
False |
41,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
982-3 |
|
2.618 |
973-3 |
|
1.618 |
967-7 |
|
1.000 |
964-4 |
|
0.618 |
962-3 |
|
HIGH |
959-0 |
|
0.618 |
956-7 |
|
0.500 |
956-2 |
|
0.382 |
955-5 |
|
LOW |
953-4 |
|
0.618 |
950-1 |
|
1.000 |
948-0 |
|
1.618 |
944-5 |
|
2.618 |
939-1 |
|
4.250 |
930-1 |
|
|
| Fisher Pivots for day following 03-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
956-2 |
953-5 |
| PP |
955-5 |
952-5 |
| S1 |
955-1 |
951-6 |
|