CME Pit-Traded Soybean Future May 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 |
953-0 |
947-0 |
-6-0 |
-0.6% |
956-0 |
High |
954-0 |
948-4 |
-5-4 |
-0.6% |
971-4 |
Low |
938-0 |
938-2 |
0-2 |
0.0% |
938-0 |
Close |
942-0 |
942-6 |
0-6 |
0.1% |
942-6 |
Range |
16-0 |
10-2 |
-5-6 |
-35.9% |
33-4 |
ATR |
16-3 |
15-7 |
-0-3 |
-2.7% |
0-0 |
Volume |
61,843 |
88,892 |
27,049 |
43.7% |
355,181 |
|
Daily Pivots for day following 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
973-7 |
968-5 |
948-3 |
|
R3 |
963-5 |
958-3 |
945-5 |
|
R2 |
953-3 |
953-3 |
944-5 |
|
R1 |
948-1 |
948-1 |
943-6 |
945-5 |
PP |
943-1 |
943-1 |
943-1 |
942-0 |
S1 |
937-7 |
937-7 |
941-6 |
935-3 |
S2 |
932-7 |
932-7 |
940-7 |
|
S3 |
922-5 |
927-5 |
939-7 |
|
S4 |
912-3 |
917-3 |
937-1 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1051-2 |
1030-4 |
961-1 |
|
R3 |
1017-6 |
997-0 |
952-0 |
|
R2 |
984-2 |
984-2 |
948-7 |
|
R1 |
963-4 |
963-4 |
945-7 |
957-1 |
PP |
950-6 |
950-6 |
950-6 |
947-4 |
S1 |
930-0 |
930-0 |
939-5 |
923-5 |
S2 |
917-2 |
917-2 |
936-5 |
|
S3 |
883-6 |
896-4 |
933-4 |
|
S4 |
850-2 |
863-0 |
924-3 |
|
|
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% |
11-0 |
1.2% |
14% |
False |
False |
71,036 |
10 |
984-4 |
938-0 |
46-4 |
4.9% |
14-7 |
1.6% |
10% |
False |
False |
73,860 |
20 |
984-4 |
920-0 |
64-4 |
6.8% |
14-4 |
1.5% |
35% |
False |
False |
61,758 |
40 |
1050-0 |
911-0 |
139-0 |
14.7% |
14-2 |
1.5% |
23% |
False |
False |
43,333 |
60 |
1079-4 |
911-0 |
168-4 |
17.9% |
14-3 |
1.5% |
19% |
False |
False |
32,704 |
80 |
1087-4 |
911-0 |
176-4 |
18.7% |
14-5 |
1.6% |
18% |
False |
False |
26,670 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
992-0 |
2.618 |
975-3 |
1.618 |
965-1 |
1.000 |
958-6 |
0.618 |
954-7 |
HIGH |
948-4 |
0.618 |
944-5 |
0.500 |
943-3 |
0.382 |
942-1 |
LOW |
938-2 |
0.618 |
931-7 |
1.000 |
928-0 |
1.618 |
921-5 |
2.618 |
911-3 |
4.250 |
894-6 |
|
|
Fisher Pivots for day following 05-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
943-3 |
954-6 |
PP |
943-1 |
950-6 |
S1 |
943-0 |
946-6 |
|