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 |
|
|
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 |
|