CME Pit-Traded Soybean Future May 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 |
956-0 |
962-0 |
6-0 |
0.6% |
958-0 |
| High |
966-0 |
969-0 |
3-0 |
0.3% |
984-4 |
| Low |
954-0 |
960-4 |
6-4 |
0.7% |
942-4 |
| Close |
962-4 |
963-4 |
1-0 |
0.1% |
961-0 |
| Range |
12-0 |
8-4 |
-3-4 |
-29.2% |
42-0 |
| ATR |
16-6 |
16-2 |
-0-5 |
-3.5% |
0-0 |
| Volume |
71,838 |
67,432 |
-4,406 |
-6.1% |
383,422 |
|
| Daily Pivots for day following 02-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
989-7 |
985-1 |
968-1 |
|
| R3 |
981-3 |
976-5 |
965-7 |
|
| R2 |
972-7 |
972-7 |
965-0 |
|
| R1 |
968-1 |
968-1 |
964-2 |
970-4 |
| PP |
964-3 |
964-3 |
964-3 |
965-4 |
| S1 |
959-5 |
959-5 |
962-6 |
962-0 |
| S2 |
955-7 |
955-7 |
962-0 |
|
| S3 |
947-3 |
951-1 |
961-1 |
|
| S4 |
938-7 |
942-5 |
958-7 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1088-5 |
1066-7 |
984-1 |
|
| R3 |
1046-5 |
1024-7 |
972-4 |
|
| R2 |
1004-5 |
1004-5 |
968-6 |
|
| R1 |
982-7 |
982-7 |
964-7 |
993-6 |
| PP |
962-5 |
962-5 |
962-5 |
968-1 |
| S1 |
940-7 |
940-7 |
957-1 |
951-6 |
| S2 |
920-5 |
920-5 |
953-2 |
|
| S3 |
878-5 |
898-7 |
949-4 |
|
| S4 |
836-5 |
856-7 |
937-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
969-0 |
942-4 |
26-4 |
2.8% |
14-2 |
1.5% |
79% |
True |
False |
83,310 |
| 10 |
984-4 |
942-4 |
42-0 |
4.4% |
15-1 |
1.6% |
50% |
False |
False |
65,673 |
| 20 |
984-4 |
911-0 |
73-4 |
7.6% |
14-7 |
1.5% |
71% |
False |
False |
57,012 |
| 40 |
1076-0 |
911-0 |
165-0 |
17.1% |
14-3 |
1.5% |
32% |
False |
False |
38,899 |
| 60 |
1079-4 |
911-0 |
168-4 |
17.5% |
14-3 |
1.5% |
31% |
False |
False |
29,631 |
| 80 |
1087-4 |
911-0 |
176-4 |
18.3% |
14-5 |
1.5% |
30% |
False |
False |
24,399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1005-1 |
|
2.618 |
991-2 |
|
1.618 |
982-6 |
|
1.000 |
977-4 |
|
0.618 |
974-2 |
|
HIGH |
969-0 |
|
0.618 |
965-6 |
|
0.500 |
964-6 |
|
0.382 |
963-6 |
|
LOW |
960-4 |
|
0.618 |
955-2 |
|
1.000 |
952-0 |
|
1.618 |
946-6 |
|
2.618 |
938-2 |
|
4.250 |
924-3 |
|
|
| Fisher Pivots for day following 02-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
964-6 |
962-3 |
| PP |
964-3 |
961-1 |
| S1 |
963-7 |
960-0 |
|