CME Pit-Traded Soybean Future September 2010
Trading Metrics calculated at close of trading on 05-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2010 |
05-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
935-0 |
935-0 |
0-0 |
0.0% |
952-4 |
High |
935-0 |
935-0 |
0-0 |
0.0% |
953-4 |
Low |
935-0 |
935-0 |
0-0 |
0.0% |
935-0 |
Close |
935-0 |
935-0 |
0-0 |
0.0% |
935-0 |
Range |
|
|
|
|
|
ATR |
8-1 |
7-5 |
-0-5 |
-7.1% |
0-0 |
Volume |
274 |
1,652 |
1,378 |
502.9% |
3,023 |
|
Daily Pivots for day following 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
935-0 |
935-0 |
935-0 |
|
R3 |
935-0 |
935-0 |
935-0 |
|
R2 |
935-0 |
935-0 |
935-0 |
|
R1 |
935-0 |
935-0 |
935-0 |
935-0 |
PP |
935-0 |
935-0 |
935-0 |
935-0 |
S1 |
935-0 |
935-0 |
935-0 |
935-0 |
S2 |
935-0 |
935-0 |
935-0 |
|
S3 |
935-0 |
935-0 |
935-0 |
|
S4 |
935-0 |
935-0 |
935-0 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
996-5 |
984-3 |
945-1 |
|
R3 |
978-1 |
965-7 |
940-1 |
|
R2 |
959-5 |
959-5 |
938-3 |
|
R1 |
947-3 |
947-3 |
936-6 |
944-2 |
PP |
941-1 |
941-1 |
941-1 |
939-5 |
S1 |
928-7 |
928-7 |
933-2 |
925-6 |
S2 |
922-5 |
922-5 |
931-5 |
|
S3 |
904-1 |
910-3 |
929-7 |
|
S4 |
885-5 |
891-7 |
924-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
953-4 |
935-0 |
18-4 |
2.0% |
0-0 |
0.0% |
0% |
False |
True |
604 |
10 |
953-4 |
935-0 |
18-4 |
2.0% |
0-6 |
0.1% |
0% |
False |
True |
579 |
20 |
955-0 |
914-2 |
40-6 |
4.4% |
0-6 |
0.1% |
51% |
False |
False |
640 |
40 |
1015-0 |
912-4 |
102-4 |
11.0% |
0-6 |
0.1% |
22% |
False |
False |
497 |
60 |
1049-4 |
912-4 |
137-0 |
14.7% |
0-5 |
0.1% |
16% |
False |
False |
399 |
80 |
1059-4 |
912-4 |
147-0 |
15.7% |
0-6 |
0.1% |
15% |
False |
False |
359 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
935-0 |
2.618 |
935-0 |
1.618 |
935-0 |
1.000 |
935-0 |
0.618 |
935-0 |
HIGH |
935-0 |
0.618 |
935-0 |
0.500 |
935-0 |
0.382 |
935-0 |
LOW |
935-0 |
0.618 |
935-0 |
1.000 |
935-0 |
1.618 |
935-0 |
2.618 |
935-0 |
4.250 |
935-0 |
|
|
Fisher Pivots for day following 05-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
935-0 |
944-2 |
PP |
935-0 |
941-1 |
S1 |
935-0 |
938-1 |
|