CME Pit-Traded Soybean Future May 2010
Trading Metrics calculated at close of trading on 04-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2010 |
04-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
967-4 |
953-0 |
-14-4 |
-1.5% |
958-0 |
High |
971-4 |
954-0 |
-17-4 |
-1.8% |
984-4 |
Low |
963-0 |
938-0 |
-25-0 |
-2.6% |
942-4 |
Close |
963-4 |
942-0 |
-21-4 |
-2.2% |
961-0 |
Range |
8-4 |
16-0 |
7-4 |
88.2% |
42-0 |
ATR |
15-5 |
16-3 |
0-6 |
4.5% |
0-0 |
Volume |
65,176 |
61,843 |
-3,333 |
-5.1% |
383,422 |
|
Daily Pivots for day following 04-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
992-5 |
983-3 |
950-6 |
|
R3 |
976-5 |
967-3 |
946-3 |
|
R2 |
960-5 |
960-5 |
944-7 |
|
R1 |
951-3 |
951-3 |
943-4 |
948-0 |
PP |
944-5 |
944-5 |
944-5 |
943-0 |
S1 |
935-3 |
935-3 |
940-4 |
932-0 |
S2 |
928-5 |
928-5 |
939-1 |
|
S3 |
912-5 |
919-3 |
937-5 |
|
S4 |
896-5 |
903-3 |
933-2 |
|
|
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 |
938-0 |
33-4 |
3.6% |
11-3 |
1.2% |
12% |
False |
True |
68,955 |
10 |
984-4 |
938-0 |
46-4 |
4.9% |
14-6 |
1.6% |
9% |
False |
True |
68,931 |
20 |
984-4 |
911-0 |
73-4 |
7.8% |
14-5 |
1.6% |
42% |
False |
False |
58,919 |
40 |
1065-0 |
911-0 |
154-0 |
16.3% |
14-2 |
1.5% |
20% |
False |
False |
41,402 |
60 |
1079-4 |
911-0 |
168-4 |
17.9% |
14-3 |
1.5% |
18% |
False |
False |
31,369 |
80 |
1087-4 |
911-0 |
176-4 |
18.7% |
14-5 |
1.5% |
18% |
False |
False |
25,697 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1022-0 |
2.618 |
995-7 |
1.618 |
979-7 |
1.000 |
970-0 |
0.618 |
963-7 |
HIGH |
954-0 |
0.618 |
947-7 |
0.500 |
946-0 |
0.382 |
944-1 |
LOW |
938-0 |
0.618 |
928-1 |
1.000 |
922-0 |
1.618 |
912-1 |
2.618 |
896-1 |
4.250 |
870-0 |
|
|
Fisher Pivots for day following 04-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
946-0 |
954-6 |
PP |
944-5 |
950-4 |
S1 |
943-3 |
946-2 |
|