CME Pit-Traded Soybean Future July 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 |
960-0 |
964-0 |
4-0 |
0.4% |
965-4 |
High |
970-4 |
973-6 |
3-2 |
0.3% |
988-0 |
Low |
960-0 |
964-0 |
4-0 |
0.4% |
953-0 |
Close |
969-0 |
970-4 |
1-4 |
0.2% |
969-0 |
Range |
10-4 |
9-6 |
-0-6 |
-7.1% |
35-0 |
ATR |
15-2 |
14-7 |
-0-3 |
-2.6% |
0-0 |
Volume |
26,654 |
18,696 |
-7,958 |
-29.9% |
137,925 |
|
Daily Pivots for day following 01-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
998-5 |
994-3 |
975-7 |
|
R3 |
988-7 |
984-5 |
973-1 |
|
R2 |
979-1 |
979-1 |
972-2 |
|
R1 |
974-7 |
974-7 |
971-3 |
977-0 |
PP |
969-3 |
969-3 |
969-3 |
970-4 |
S1 |
965-1 |
965-1 |
969-5 |
967-2 |
S2 |
959-5 |
959-5 |
968-6 |
|
S3 |
949-7 |
955-3 |
967-7 |
|
S4 |
940-1 |
945-5 |
965-1 |
|
|
Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1075-0 |
1057-0 |
988-2 |
|
R3 |
1040-0 |
1022-0 |
978-5 |
|
R2 |
1005-0 |
1005-0 |
975-3 |
|
R1 |
987-0 |
987-0 |
972-2 |
996-0 |
PP |
970-0 |
970-0 |
970-0 |
974-4 |
S1 |
952-0 |
952-0 |
965-6 |
961-0 |
S2 |
935-0 |
935-0 |
962-5 |
|
S3 |
900-0 |
917-0 |
959-3 |
|
S4 |
865-0 |
882-0 |
949-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
988-0 |
953-0 |
35-0 |
3.6% |
12-2 |
1.3% |
50% |
False |
False |
28,556 |
10 |
988-0 |
953-0 |
35-0 |
3.6% |
11-3 |
1.2% |
50% |
False |
False |
25,265 |
20 |
988-0 |
922-0 |
66-0 |
6.8% |
12-2 |
1.3% |
73% |
False |
False |
26,649 |
40 |
1078-0 |
922-0 |
156-0 |
16.1% |
12-3 |
1.3% |
31% |
False |
False |
22,222 |
60 |
1085-0 |
922-0 |
163-0 |
16.8% |
12-5 |
1.3% |
30% |
False |
False |
18,793 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1015-2 |
2.618 |
999-2 |
1.618 |
989-4 |
1.000 |
983-4 |
0.618 |
979-6 |
HIGH |
973-6 |
0.618 |
970-0 |
0.500 |
968-7 |
0.382 |
967-6 |
LOW |
964-0 |
0.618 |
958-0 |
1.000 |
954-2 |
1.618 |
948-2 |
2.618 |
938-4 |
4.250 |
922-4 |
|
|
Fisher Pivots for day following 01-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
970-0 |
968-1 |
PP |
969-3 |
965-6 |
S1 |
968-7 |
963-3 |
|