CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 02-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2010 |
02-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
946-0 |
954-0 |
8-0 |
0.8% |
950-0 |
| High |
955-0 |
959-0 |
4-0 |
0.4% |
978-4 |
| Low |
944-4 |
952-4 |
8-0 |
0.8% |
935-0 |
| Close |
952-4 |
954-2 |
1-6 |
0.2% |
951-0 |
| Range |
10-4 |
6-4 |
-4-0 |
-38.1% |
43-4 |
| ATR |
17-1 |
16-3 |
-0-6 |
-4.4% |
0-0 |
| Volume |
22,885 |
12,750 |
-10,135 |
-44.3% |
319,455 |
|
| Daily Pivots for day following 02-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
974-6 |
971-0 |
957-7 |
|
| R3 |
968-2 |
964-4 |
956-0 |
|
| R2 |
961-6 |
961-6 |
955-4 |
|
| R1 |
958-0 |
958-0 |
954-7 |
959-7 |
| PP |
955-2 |
955-2 |
955-2 |
956-2 |
| S1 |
951-4 |
951-4 |
953-5 |
953-3 |
| S2 |
948-6 |
948-6 |
953-0 |
|
| S3 |
942-2 |
945-0 |
952-4 |
|
| S4 |
935-6 |
938-4 |
950-5 |
|
|
| 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 |
964-0 |
935-0 |
29-0 |
3.0% |
11-0 |
1.2% |
66% |
False |
False |
45,237 |
| 10 |
978-4 |
935-0 |
43-4 |
4.6% |
13-2 |
1.4% |
44% |
False |
False |
56,971 |
| 20 |
978-4 |
900-0 |
78-4 |
8.2% |
15-0 |
1.6% |
69% |
False |
False |
77,271 |
| 40 |
1074-4 |
900-0 |
174-4 |
18.3% |
15-2 |
1.6% |
31% |
False |
False |
79,160 |
| 60 |
1077-0 |
900-0 |
177-0 |
18.5% |
16-1 |
1.7% |
31% |
False |
False |
68,403 |
| 80 |
1083-0 |
900-0 |
183-0 |
19.2% |
16-7 |
1.8% |
30% |
False |
False |
57,007 |
| 100 |
1083-0 |
900-0 |
183-0 |
19.2% |
16-6 |
1.8% |
30% |
False |
False |
48,216 |
| 120 |
1083-0 |
890-0 |
193-0 |
20.2% |
15-5 |
1.6% |
33% |
False |
False |
41,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
986-5 |
|
2.618 |
976-0 |
|
1.618 |
969-4 |
|
1.000 |
965-4 |
|
0.618 |
963-0 |
|
HIGH |
959-0 |
|
0.618 |
956-4 |
|
0.500 |
955-6 |
|
0.382 |
955-0 |
|
LOW |
952-4 |
|
0.618 |
948-4 |
|
1.000 |
946-0 |
|
1.618 |
942-0 |
|
2.618 |
935-4 |
|
4.250 |
924-7 |
|
|
| Fisher Pivots for day following 02-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
955-6 |
952-7 |
| PP |
955-2 |
951-5 |
| S1 |
954-6 |
950-2 |
|