CME Pit-Traded Soybean Future July 2010
Trading Metrics calculated at close of trading on 08-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2010 |
08-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
955-0 |
954-0 |
-1-0 |
-0.1% |
964-0 |
High |
955-4 |
959-0 |
3-4 |
0.4% |
978-0 |
Low |
946-0 |
952-0 |
6-0 |
0.6% |
946-0 |
Close |
950-4 |
956-0 |
5-4 |
0.6% |
950-4 |
Range |
9-4 |
7-0 |
-2-4 |
-26.3% |
32-0 |
ATR |
14-2 |
13-7 |
-0-3 |
-2.9% |
0-0 |
Volume |
36,488 |
25,534 |
-10,954 |
-30.0% |
111,630 |
|
Daily Pivots for day following 08-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
976-5 |
973-3 |
959-7 |
|
R3 |
969-5 |
966-3 |
957-7 |
|
R2 |
962-5 |
962-5 |
957-2 |
|
R1 |
959-3 |
959-3 |
956-5 |
961-0 |
PP |
955-5 |
955-5 |
955-5 |
956-4 |
S1 |
952-3 |
952-3 |
955-3 |
954-0 |
S2 |
948-5 |
948-5 |
954-6 |
|
S3 |
941-5 |
945-3 |
954-1 |
|
S4 |
934-5 |
938-3 |
952-1 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1054-1 |
1034-3 |
968-1 |
|
R3 |
1022-1 |
1002-3 |
959-2 |
|
R2 |
990-1 |
990-1 |
956-3 |
|
R1 |
970-3 |
970-3 |
953-3 |
964-2 |
PP |
958-1 |
958-1 |
958-1 |
955-1 |
S1 |
938-3 |
938-3 |
947-5 |
932-2 |
S2 |
926-1 |
926-1 |
944-5 |
|
S3 |
894-1 |
906-3 |
941-6 |
|
S4 |
862-1 |
874-3 |
932-7 |
|
|
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 |
3.3% |
9-3 |
1.0% |
31% |
False |
False |
23,693 |
10 |
988-0 |
946-0 |
42-0 |
4.4% |
10-7 |
1.1% |
24% |
False |
False |
26,125 |
20 |
988-0 |
939-0 |
49-0 |
5.1% |
11-5 |
1.2% |
35% |
False |
False |
26,245 |
40 |
1034-4 |
922-0 |
112-4 |
11.8% |
12-0 |
1.3% |
30% |
False |
False |
23,968 |
60 |
1085-0 |
922-0 |
163-0 |
17.1% |
12-3 |
1.3% |
21% |
False |
False |
19,730 |
80 |
1091-0 |
922-0 |
169-0 |
17.7% |
13-1 |
1.4% |
20% |
False |
False |
17,712 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
988-6 |
2.618 |
977-3 |
1.618 |
970-3 |
1.000 |
966-0 |
0.618 |
963-3 |
HIGH |
959-0 |
0.618 |
956-3 |
0.500 |
955-4 |
0.382 |
954-5 |
LOW |
952-0 |
0.618 |
947-5 |
1.000 |
945-0 |
1.618 |
940-5 |
2.618 |
933-5 |
4.250 |
922-2 |
|
|
Fisher Pivots for day following 08-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
955-7 |
955-2 |
PP |
955-5 |
954-4 |
S1 |
955-4 |
953-6 |
|