CME Pit-Traded Soybean Future March 2010


Trading Metrics calculated at close of trading on 05-Mar-2010
Day Change Summary
Previous Current
04-Mar-2010 05-Mar-2010 Change Change % Previous Week
Open 945-0 931-0 -14-0 -1.5% 946-0
High 945-0 937-0 -8-0 -0.8% 959-0
Low 930-0 931-0 1-0 0.1% 930-0
Close 932-4 934-6 2-2 0.2% 934-6
Range 15-0 6-0 -9-0 -60.0% 29-0
ATR 16-2 15-4 -0-6 -4.5% 0-0
Volume 8,676 6,843 -1,833 -21.1% 60,595
Daily Pivots for day following 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 952-2 949-4 938-0
R3 946-2 943-4 936-3
R2 940-2 940-2 935-7
R1 937-4 937-4 935-2 938-7
PP 934-2 934-2 934-2 935-0
S1 931-4 931-4 934-2 932-7
S2 928-2 928-2 933-5
S3 922-2 925-4 933-1
S4 916-2 919-4 931-4
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 1028-2 1010-4 950-6
R3 999-2 981-4 942-6
R2 970-2 970-2 940-1
R1 952-4 952-4 937-3 946-7
PP 941-2 941-2 941-2 938-4
S1 923-4 923-4 932-1 917-7
S2 912-2 912-2 929-3
S3 883-2 894-4 926-6
S4 854-2 865-4 918-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 959-0 930-0 29-0 3.1% 8-6 0.9% 16% False False 12,119
10 978-4 930-0 48-4 5.2% 12-4 1.3% 10% False False 38,005
20 978-4 909-0 69-4 7.4% 13-4 1.4% 37% False False 65,632
40 1048-4 900-0 148-4 15.9% 14-6 1.6% 23% False False 73,920
60 1077-0 900-0 177-0 18.9% 15-6 1.7% 20% False False 67,386
80 1083-0 900-0 183-0 19.6% 16-4 1.8% 19% False False 56,464
100 1083-0 900-0 183-0 19.6% 16-4 1.8% 19% False False 48,148
120 1083-0 890-0 193-0 20.6% 15-6 1.7% 23% False False 41,328
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 2-1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 962-4
2.618 952-6
1.618 946-6
1.000 943-0
0.618 940-6
HIGH 937-0
0.618 934-6
0.500 934-0
0.382 933-2
LOW 931-0
0.618 927-2
1.000 925-0
1.618 921-2
2.618 915-2
4.250 905-4
Fisher Pivots for day following 05-Mar-2010
Pivot 1 day 3 day
R1 934-4 944-4
PP 934-2 941-2
S1 934-0 938-0

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols