CME Pit-Traded Soybean Future May 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 |
962-0 |
967-4 |
5-4 |
0.6% |
958-0 |
High |
969-0 |
971-4 |
2-4 |
0.3% |
984-4 |
Low |
960-4 |
963-0 |
2-4 |
0.3% |
942-4 |
Close |
963-4 |
963-4 |
0-0 |
0.0% |
961-0 |
Range |
8-4 |
8-4 |
0-0 |
0.0% |
42-0 |
ATR |
16-2 |
15-5 |
-0-4 |
-3.4% |
0-0 |
Volume |
67,432 |
65,176 |
-2,256 |
-3.3% |
383,422 |
|
Daily Pivots for day following 03-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
991-4 |
986-0 |
968-1 |
|
R3 |
983-0 |
977-4 |
965-7 |
|
R2 |
974-4 |
974-4 |
965-0 |
|
R1 |
969-0 |
969-0 |
964-2 |
967-4 |
PP |
966-0 |
966-0 |
966-0 |
965-2 |
S1 |
960-4 |
960-4 |
962-6 |
959-0 |
S2 |
957-4 |
957-4 |
962-0 |
|
S3 |
949-0 |
952-0 |
961-1 |
|
S4 |
940-4 |
943-4 |
958-7 |
|
|
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 |
971-4 |
942-4 |
29-0 |
3.0% |
12-5 |
1.3% |
72% |
True |
False |
74,057 |
10 |
984-4 |
942-4 |
42-0 |
4.4% |
14-6 |
1.5% |
50% |
False |
False |
67,316 |
20 |
984-4 |
911-0 |
73-4 |
7.6% |
14-5 |
1.5% |
71% |
False |
False |
58,059 |
40 |
1066-0 |
911-0 |
155-0 |
16.1% |
14-0 |
1.5% |
34% |
False |
False |
40,223 |
60 |
1079-4 |
911-0 |
168-4 |
17.5% |
14-2 |
1.5% |
31% |
False |
False |
30,547 |
80 |
1087-4 |
911-0 |
176-4 |
18.3% |
14-4 |
1.5% |
30% |
False |
False |
25,081 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1007-5 |
2.618 |
993-6 |
1.618 |
985-2 |
1.000 |
980-0 |
0.618 |
976-6 |
HIGH |
971-4 |
0.618 |
968-2 |
0.500 |
967-2 |
0.382 |
966-2 |
LOW |
963-0 |
0.618 |
957-6 |
1.000 |
954-4 |
1.618 |
949-2 |
2.618 |
940-6 |
4.250 |
926-7 |
|
|
Fisher Pivots for day following 03-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
967-2 |
963-2 |
PP |
966-0 |
963-0 |
S1 |
964-6 |
962-6 |
|