CME Pit-Traded Soybean Future May 2010
Trading Metrics calculated at close of trading on 01-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2010 |
01-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
952-0 |
956-0 |
4-0 |
0.4% |
958-0 |
High |
963-0 |
966-0 |
3-0 |
0.3% |
984-4 |
Low |
951-0 |
954-0 |
3-0 |
0.3% |
942-4 |
Close |
961-0 |
962-4 |
1-4 |
0.2% |
961-0 |
Range |
12-0 |
12-0 |
0-0 |
0.0% |
42-0 |
ATR |
17-1 |
16-6 |
-0-3 |
-2.1% |
0-0 |
Volume |
78,486 |
71,838 |
-6,648 |
-8.5% |
383,422 |
|
Daily Pivots for day following 01-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
996-7 |
991-5 |
969-1 |
|
R3 |
984-7 |
979-5 |
965-6 |
|
R2 |
972-7 |
972-7 |
964-6 |
|
R1 |
967-5 |
967-5 |
963-5 |
970-2 |
PP |
960-7 |
960-7 |
960-7 |
962-1 |
S1 |
955-5 |
955-5 |
961-3 |
958-2 |
S2 |
948-7 |
948-7 |
960-2 |
|
S3 |
936-7 |
943-5 |
959-2 |
|
S4 |
924-7 |
931-5 |
955-7 |
|
|
Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1088-5 |
1066-7 |
984-1 |
|
R3 |
1046-5 |
1024-7 |
972-4 |
|
R2 |
1004-5 |
1004-5 |
968-6 |
|
R1 |
982-7 |
982-7 |
964-7 |
993-6 |
PP |
962-5 |
962-5 |
962-5 |
968-1 |
S1 |
940-7 |
940-7 |
957-1 |
951-6 |
S2 |
920-5 |
920-5 |
953-2 |
|
S3 |
878-5 |
898-7 |
949-4 |
|
S4 |
836-5 |
856-7 |
937-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
984-4 |
942-4 |
42-0 |
4.4% |
17-6 |
1.8% |
48% |
False |
False |
83,933 |
10 |
984-4 |
942-4 |
42-0 |
4.4% |
15-4 |
1.6% |
48% |
False |
False |
63,456 |
20 |
984-4 |
911-0 |
73-4 |
7.6% |
15-1 |
1.6% |
70% |
False |
False |
54,960 |
40 |
1076-0 |
911-0 |
165-0 |
17.1% |
14-4 |
1.5% |
31% |
False |
False |
37,384 |
60 |
1079-4 |
911-0 |
168-4 |
17.5% |
14-5 |
1.5% |
31% |
False |
False |
28,633 |
80 |
1087-4 |
911-0 |
176-4 |
18.3% |
15-0 |
1.6% |
29% |
False |
False |
23,681 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1017-0 |
2.618 |
997-3 |
1.618 |
985-3 |
1.000 |
978-0 |
0.618 |
973-3 |
HIGH |
966-0 |
0.618 |
961-3 |
0.500 |
960-0 |
0.382 |
958-5 |
LOW |
954-0 |
0.618 |
946-5 |
1.000 |
942-0 |
1.618 |
934-5 |
2.618 |
922-5 |
4.250 |
903-0 |
|
|
Fisher Pivots for day following 01-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
961-5 |
959-6 |
PP |
960-7 |
957-0 |
S1 |
960-0 |
954-2 |
|