CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 08-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2010 |
08-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
931-0 |
940-0 |
9-0 |
1.0% |
946-0 |
| High |
937-0 |
943-0 |
6-0 |
0.6% |
959-0 |
| Low |
931-0 |
937-0 |
6-0 |
0.6% |
930-0 |
| Close |
934-6 |
940-4 |
5-6 |
0.6% |
934-6 |
| Range |
6-0 |
6-0 |
0-0 |
0.0% |
29-0 |
| ATR |
15-4 |
15-0 |
-0-4 |
-3.3% |
0-0 |
| Volume |
6,843 |
3,818 |
-3,025 |
-44.2% |
60,595 |
|
| Daily Pivots for day following 08-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
958-1 |
955-3 |
943-6 |
|
| R3 |
952-1 |
949-3 |
942-1 |
|
| R2 |
946-1 |
946-1 |
941-5 |
|
| R1 |
943-3 |
943-3 |
941-0 |
944-6 |
| PP |
940-1 |
940-1 |
940-1 |
940-7 |
| S1 |
937-3 |
937-3 |
940-0 |
938-6 |
| S2 |
934-1 |
934-1 |
939-3 |
|
| S3 |
928-1 |
931-3 |
938-7 |
|
| S4 |
922-1 |
925-3 |
937-2 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1028-2 |
1010-4 |
950-6 |
|
| R3 |
999-2 |
981-4 |
942-6 |
|
| R2 |
970-2 |
970-2 |
940-1 |
|
| R1 |
952-4 |
952-4 |
937-3 |
946-7 |
| PP |
941-2 |
941-2 |
941-2 |
938-4 |
| S1 |
923-4 |
923-4 |
932-1 |
917-7 |
| S2 |
912-2 |
912-2 |
929-3 |
|
| S3 |
883-2 |
894-4 |
926-6 |
|
| S4 |
854-2 |
865-4 |
918-6 |
|
|
| 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% |
7-6 |
0.8% |
36% |
False |
False |
8,305 |
| 10 |
978-4 |
930-0 |
48-4 |
5.2% |
11-3 |
1.2% |
22% |
False |
False |
33,335 |
| 20 |
978-4 |
920-0 |
58-4 |
6.2% |
13-2 |
1.4% |
35% |
False |
False |
61,178 |
| 40 |
1024-4 |
900-0 |
124-4 |
13.2% |
14-2 |
1.5% |
33% |
False |
False |
72,227 |
| 60 |
1077-0 |
900-0 |
177-0 |
18.8% |
15-5 |
1.7% |
23% |
False |
False |
66,684 |
| 80 |
1083-0 |
900-0 |
183-0 |
19.5% |
16-3 |
1.7% |
22% |
False |
False |
56,284 |
| 100 |
1083-0 |
900-0 |
183-0 |
19.5% |
16-3 |
1.7% |
22% |
False |
False |
48,058 |
| 120 |
1083-0 |
890-0 |
193-0 |
20.5% |
15-5 |
1.7% |
26% |
False |
False |
41,297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
968-4 |
|
2.618 |
958-6 |
|
1.618 |
952-6 |
|
1.000 |
949-0 |
|
0.618 |
946-6 |
|
HIGH |
943-0 |
|
0.618 |
940-6 |
|
0.500 |
940-0 |
|
0.382 |
939-2 |
|
LOW |
937-0 |
|
0.618 |
933-2 |
|
1.000 |
931-0 |
|
1.618 |
927-2 |
|
2.618 |
921-2 |
|
4.250 |
911-4 |
|
|
| Fisher Pivots for day following 08-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
940-3 |
939-4 |
| PP |
940-1 |
938-4 |
| S1 |
940-0 |
937-4 |
|