CME Pit-Traded Soybean Future September 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 |
951-0 |
953-4 |
2-4 |
0.3% |
952-0 |
High |
951-0 |
953-4 |
2-4 |
0.3% |
952-0 |
Low |
951-0 |
953-4 |
2-4 |
0.3% |
940-0 |
Close |
951-0 |
953-4 |
2-4 |
0.3% |
951-4 |
Range |
|
|
|
|
|
ATR |
7-6 |
7-3 |
-0-3 |
-4.8% |
0-0 |
Volume |
523 |
188 |
-335 |
-64.1% |
2,768 |
|
Daily Pivots for day following 03-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
953-4 |
953-4 |
953-4 |
|
R3 |
953-4 |
953-4 |
953-4 |
|
R2 |
953-4 |
953-4 |
953-4 |
|
R1 |
953-4 |
953-4 |
953-4 |
953-4 |
PP |
953-4 |
953-4 |
953-4 |
953-4 |
S1 |
953-4 |
953-4 |
953-4 |
953-4 |
S2 |
953-4 |
953-4 |
953-4 |
|
S3 |
953-4 |
953-4 |
953-4 |
|
S4 |
953-4 |
953-4 |
953-4 |
|
|
Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
983-7 |
979-5 |
958-1 |
|
R3 |
971-7 |
967-5 |
954-6 |
|
R2 |
959-7 |
959-7 |
953-6 |
|
R1 |
955-5 |
955-5 |
952-5 |
951-6 |
PP |
947-7 |
947-7 |
947-7 |
945-7 |
S1 |
943-5 |
943-5 |
950-3 |
939-6 |
S2 |
935-7 |
935-7 |
949-2 |
|
S3 |
923-7 |
931-5 |
948-2 |
|
S4 |
911-7 |
919-5 |
944-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
953-4 |
940-0 |
13-4 |
1.4% |
0-0 |
0.0% |
100% |
True |
False |
371 |
10 |
953-4 |
940-0 |
13-4 |
1.4% |
0-6 |
0.1% |
100% |
True |
False |
469 |
20 |
955-0 |
912-4 |
42-4 |
4.5% |
0-6 |
0.1% |
96% |
False |
False |
571 |
40 |
1041-0 |
912-4 |
128-4 |
13.5% |
0-6 |
0.1% |
32% |
False |
False |
454 |
60 |
1056-0 |
912-4 |
143-4 |
15.0% |
0-5 |
0.1% |
29% |
False |
False |
373 |
80 |
1059-4 |
912-4 |
147-0 |
15.4% |
0-6 |
0.1% |
28% |
False |
False |
337 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
953-4 |
2.618 |
953-4 |
1.618 |
953-4 |
1.000 |
953-4 |
0.618 |
953-4 |
HIGH |
953-4 |
0.618 |
953-4 |
0.500 |
953-4 |
0.382 |
953-4 |
LOW |
953-4 |
0.618 |
953-4 |
1.000 |
953-4 |
1.618 |
953-4 |
2.618 |
953-4 |
4.250 |
953-4 |
|
|
Fisher Pivots for day following 03-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
953-4 |
953-1 |
PP |
953-4 |
952-5 |
S1 |
953-4 |
952-2 |
|