CME Pit-Traded Soybean Future July 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 |
968-4 |
974-0 |
5-4 |
0.6% |
965-4 |
High |
976-0 |
978-0 |
2-0 |
0.2% |
988-0 |
Low |
968-4 |
970-4 |
2-0 |
0.2% |
953-0 |
Close |
970-6 |
971-0 |
0-2 |
0.0% |
969-0 |
Range |
7-4 |
7-4 |
0-0 |
0.0% |
35-0 |
ATR |
14-3 |
13-7 |
-0-4 |
-3.4% |
0-0 |
Volume |
11,503 |
18,694 |
7,191 |
62.5% |
137,925 |
|
Daily Pivots for day following 03-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
995-5 |
990-7 |
975-1 |
|
R3 |
988-1 |
983-3 |
973-0 |
|
R2 |
980-5 |
980-5 |
972-3 |
|
R1 |
975-7 |
975-7 |
971-6 |
974-4 |
PP |
973-1 |
973-1 |
973-1 |
972-4 |
S1 |
968-3 |
968-3 |
970-2 |
967-0 |
S2 |
965-5 |
965-5 |
969-5 |
|
S3 |
958-1 |
960-7 |
969-0 |
|
S4 |
950-5 |
953-3 |
966-7 |
|
|
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 |
978-0 |
953-0 |
25-0 |
2.6% |
8-2 |
0.8% |
72% |
True |
False |
20,440 |
10 |
988-0 |
953-0 |
35-0 |
3.6% |
10-6 |
1.1% |
51% |
False |
False |
22,656 |
20 |
988-0 |
922-0 |
66-0 |
6.8% |
11-7 |
1.2% |
74% |
False |
False |
25,899 |
40 |
1070-0 |
922-0 |
148-0 |
15.2% |
12-1 |
1.3% |
33% |
False |
False |
22,598 |
60 |
1085-0 |
922-0 |
163-0 |
16.8% |
12-3 |
1.3% |
30% |
False |
False |
18,856 |
80 |
1091-0 |
922-0 |
169-0 |
17.4% |
13-1 |
1.4% |
29% |
False |
False |
16,987 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1009-7 |
2.618 |
997-5 |
1.618 |
990-1 |
1.000 |
985-4 |
0.618 |
982-5 |
HIGH |
978-0 |
0.618 |
975-1 |
0.500 |
974-2 |
0.382 |
973-3 |
LOW |
970-4 |
0.618 |
965-7 |
1.000 |
963-0 |
1.618 |
958-3 |
2.618 |
950-7 |
4.250 |
938-5 |
|
|
Fisher Pivots for day following 03-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
974-2 |
971-0 |
PP |
973-1 |
971-0 |
S1 |
972-1 |
971-0 |
|