CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 01-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2010 |
01-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
944-0 |
946-0 |
2-0 |
0.2% |
950-0 |
| High |
951-0 |
955-0 |
4-0 |
0.4% |
978-4 |
| Low |
941-4 |
944-4 |
3-0 |
0.3% |
935-0 |
| Close |
951-0 |
952-4 |
1-4 |
0.2% |
951-0 |
| Range |
9-4 |
10-4 |
1-0 |
10.5% |
43-4 |
| ATR |
17-5 |
17-1 |
-0-4 |
-2.9% |
0-0 |
| Volume |
37,834 |
22,885 |
-14,949 |
-39.5% |
319,455 |
|
| Daily Pivots for day following 01-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
982-1 |
977-7 |
958-2 |
|
| R3 |
971-5 |
967-3 |
955-3 |
|
| R2 |
961-1 |
961-1 |
954-3 |
|
| R1 |
956-7 |
956-7 |
953-4 |
959-0 |
| PP |
950-5 |
950-5 |
950-5 |
951-6 |
| S1 |
946-3 |
946-3 |
951-4 |
948-4 |
| S2 |
940-1 |
940-1 |
950-5 |
|
| S3 |
929-5 |
935-7 |
949-5 |
|
| S4 |
919-1 |
925-3 |
946-6 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1085-3 |
1061-5 |
974-7 |
|
| R3 |
1041-7 |
1018-1 |
963-0 |
|
| R2 |
998-3 |
998-3 |
959-0 |
|
| R1 |
974-5 |
974-5 |
955-0 |
986-4 |
| PP |
954-7 |
954-7 |
954-7 |
960-6 |
| S1 |
931-1 |
931-1 |
947-0 |
943-0 |
| S2 |
911-3 |
911-3 |
943-0 |
|
| S3 |
867-7 |
887-5 |
939-0 |
|
| S4 |
824-3 |
844-1 |
927-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
978-4 |
935-0 |
43-4 |
4.6% |
15-0 |
1.6% |
40% |
False |
False |
58,364 |
| 10 |
978-4 |
935-0 |
43-4 |
4.6% |
13-6 |
1.4% |
40% |
False |
False |
63,759 |
| 20 |
978-4 |
900-0 |
78-4 |
8.2% |
15-3 |
1.6% |
67% |
False |
False |
80,887 |
| 40 |
1074-4 |
900-0 |
174-4 |
18.3% |
15-4 |
1.6% |
30% |
False |
False |
80,507 |
| 60 |
1077-0 |
900-0 |
177-0 |
18.6% |
16-3 |
1.7% |
30% |
False |
False |
68,792 |
| 80 |
1083-0 |
900-0 |
183-0 |
19.2% |
17-1 |
1.8% |
29% |
False |
False |
57,197 |
| 100 |
1083-0 |
900-0 |
183-0 |
19.2% |
16-7 |
1.8% |
29% |
False |
False |
48,241 |
| 120 |
1083-0 |
890-0 |
193-0 |
20.3% |
15-5 |
1.6% |
32% |
False |
False |
41,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
999-5 |
|
2.618 |
982-4 |
|
1.618 |
972-0 |
|
1.000 |
965-4 |
|
0.618 |
961-4 |
|
HIGH |
955-0 |
|
0.618 |
951-0 |
|
0.500 |
949-6 |
|
0.382 |
948-4 |
|
LOW |
944-4 |
|
0.618 |
938-0 |
|
1.000 |
934-0 |
|
1.618 |
927-4 |
|
2.618 |
917-0 |
|
4.250 |
899-7 |
|
|
| Fisher Pivots for day following 01-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
951-5 |
950-0 |
| PP |
950-5 |
947-4 |
| S1 |
949-6 |
945-0 |
|