CME Pit-Traded Soybean Future July 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 |
974-0 |
961-4 |
-12-4 |
-1.3% |
965-4 |
High |
978-0 |
961-4 |
-16-4 |
-1.7% |
988-0 |
Low |
970-4 |
946-0 |
-24-4 |
-2.5% |
953-0 |
Close |
971-0 |
950-4 |
-20-4 |
-2.1% |
969-0 |
Range |
7-4 |
15-4 |
8-0 |
106.7% |
35-0 |
ATR |
13-7 |
14-5 |
0-6 |
5.8% |
0-0 |
Volume |
18,694 |
26,249 |
7,555 |
40.4% |
137,925 |
|
Daily Pivots for day following 04-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
999-1 |
990-3 |
959-0 |
|
R3 |
983-5 |
974-7 |
954-6 |
|
R2 |
968-1 |
968-1 |
953-3 |
|
R1 |
959-3 |
959-3 |
951-7 |
956-0 |
PP |
952-5 |
952-5 |
952-5 |
951-0 |
S1 |
943-7 |
943-7 |
949-1 |
940-4 |
S2 |
937-1 |
937-1 |
947-5 |
|
S3 |
921-5 |
928-3 |
946-2 |
|
S4 |
906-1 |
912-7 |
942-0 |
|
|
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 |
946-0 |
32-0 |
3.4% |
10-1 |
1.1% |
14% |
False |
True |
20,359 |
10 |
988-0 |
946-0 |
42-0 |
4.4% |
11-2 |
1.2% |
11% |
False |
True |
23,428 |
20 |
988-0 |
922-0 |
66-0 |
6.9% |
11-7 |
1.3% |
43% |
False |
False |
25,878 |
40 |
1069-0 |
922-0 |
147-0 |
15.5% |
12-2 |
1.3% |
19% |
False |
False |
22,962 |
60 |
1085-0 |
922-0 |
163-0 |
17.1% |
12-3 |
1.3% |
17% |
False |
False |
19,106 |
80 |
1091-0 |
922-0 |
169-0 |
17.8% |
13-1 |
1.4% |
17% |
False |
False |
17,192 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1027-3 |
2.618 |
1002-1 |
1.618 |
986-5 |
1.000 |
977-0 |
0.618 |
971-1 |
HIGH |
961-4 |
0.618 |
955-5 |
0.500 |
953-6 |
0.382 |
951-7 |
LOW |
946-0 |
0.618 |
936-3 |
1.000 |
930-4 |
1.618 |
920-7 |
2.618 |
905-3 |
4.250 |
880-1 |
|
|
Fisher Pivots for day following 04-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
953-6 |
962-0 |
PP |
952-5 |
958-1 |
S1 |
951-5 |
954-3 |
|