CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 04-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2010 |
04-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
958-4 |
945-0 |
-13-4 |
-1.4% |
950-0 |
| High |
959-0 |
945-0 |
-14-0 |
-1.5% |
978-4 |
| Low |
953-4 |
930-0 |
-23-4 |
-2.5% |
935-0 |
| Close |
954-4 |
932-4 |
-22-0 |
-2.3% |
951-0 |
| Range |
5-4 |
15-0 |
9-4 |
172.7% |
43-4 |
| ATR |
15-5 |
16-2 |
0-5 |
4.1% |
0-0 |
| Volume |
9,441 |
8,676 |
-765 |
-8.1% |
319,455 |
|
| Daily Pivots for day following 04-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
980-7 |
971-5 |
940-6 |
|
| R3 |
965-7 |
956-5 |
936-5 |
|
| R2 |
950-7 |
950-7 |
935-2 |
|
| R1 |
941-5 |
941-5 |
933-7 |
938-6 |
| PP |
935-7 |
935-7 |
935-7 |
934-3 |
| S1 |
926-5 |
926-5 |
931-1 |
923-6 |
| S2 |
920-7 |
920-7 |
929-6 |
|
| S3 |
905-7 |
911-5 |
928-3 |
|
| S4 |
890-7 |
896-5 |
924-2 |
|
|
| 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 |
959-0 |
930-0 |
29-0 |
3.1% |
9-3 |
1.0% |
9% |
False |
True |
18,317 |
| 10 |
978-4 |
930-0 |
48-4 |
5.2% |
12-7 |
1.4% |
5% |
False |
True |
43,324 |
| 20 |
978-4 |
900-0 |
78-4 |
8.4% |
14-0 |
1.5% |
41% |
False |
False |
69,383 |
| 40 |
1062-0 |
900-0 |
162-0 |
17.4% |
14-7 |
1.6% |
20% |
False |
False |
75,509 |
| 60 |
1077-0 |
900-0 |
177-0 |
19.0% |
15-7 |
1.7% |
18% |
False |
False |
67,654 |
| 80 |
1083-0 |
900-0 |
183-0 |
19.6% |
16-4 |
1.8% |
18% |
False |
False |
56,667 |
| 100 |
1083-0 |
900-0 |
183-0 |
19.6% |
16-5 |
1.8% |
18% |
False |
False |
48,169 |
| 120 |
1083-0 |
890-0 |
193-0 |
20.7% |
15-6 |
1.7% |
22% |
False |
False |
41,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1008-6 |
|
2.618 |
984-2 |
|
1.618 |
969-2 |
|
1.000 |
960-0 |
|
0.618 |
954-2 |
|
HIGH |
945-0 |
|
0.618 |
939-2 |
|
0.500 |
937-4 |
|
0.382 |
935-6 |
|
LOW |
930-0 |
|
0.618 |
920-6 |
|
1.000 |
915-0 |
|
1.618 |
905-6 |
|
2.618 |
890-6 |
|
4.250 |
866-2 |
|
|
| Fisher Pivots for day following 04-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
937-4 |
944-4 |
| PP |
935-7 |
940-4 |
| S1 |
934-1 |
936-4 |
|