CME Pit-Traded Soybean Future May 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 |
947-0 |
947-4 |
0-4 |
0.1% |
956-0 |
High |
948-4 |
952-0 |
3-4 |
0.4% |
971-4 |
Low |
938-2 |
943-4 |
5-2 |
0.6% |
938-0 |
Close |
942-6 |
948-0 |
5-2 |
0.6% |
942-6 |
Range |
10-2 |
8-4 |
-1-6 |
-17.1% |
33-4 |
ATR |
15-7 |
15-4 |
-0-4 |
-3.0% |
0-0 |
Volume |
88,892 |
66,010 |
-22,882 |
-25.7% |
355,181 |
|
Daily Pivots for day following 08-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
973-3 |
969-1 |
952-5 |
|
R3 |
964-7 |
960-5 |
950-3 |
|
R2 |
956-3 |
956-3 |
949-4 |
|
R1 |
952-1 |
952-1 |
948-6 |
954-2 |
PP |
947-7 |
947-7 |
947-7 |
948-7 |
S1 |
943-5 |
943-5 |
947-2 |
945-6 |
S2 |
939-3 |
939-3 |
946-4 |
|
S3 |
930-7 |
935-1 |
945-5 |
|
S4 |
922-3 |
926-5 |
943-3 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1051-2 |
1030-4 |
961-1 |
|
R3 |
1017-6 |
997-0 |
952-0 |
|
R2 |
984-2 |
984-2 |
948-7 |
|
R1 |
963-4 |
963-4 |
945-7 |
957-1 |
PP |
950-6 |
950-6 |
950-6 |
947-4 |
S1 |
930-0 |
930-0 |
939-5 |
923-5 |
S2 |
917-2 |
917-2 |
936-5 |
|
S3 |
883-6 |
896-4 |
933-4 |
|
S4 |
850-2 |
863-0 |
924-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
971-4 |
938-0 |
33-4 |
3.5% |
10-3 |
1.1% |
30% |
False |
False |
69,870 |
10 |
984-4 |
938-0 |
46-4 |
4.9% |
14-1 |
1.5% |
22% |
False |
False |
76,902 |
20 |
984-4 |
930-0 |
54-4 |
5.7% |
14-3 |
1.5% |
33% |
False |
False |
63,081 |
40 |
1029-4 |
911-0 |
118-4 |
12.5% |
14-0 |
1.5% |
31% |
False |
False |
44,690 |
60 |
1079-4 |
911-0 |
168-4 |
17.8% |
14-3 |
1.5% |
22% |
False |
False |
33,566 |
80 |
1087-4 |
911-0 |
176-4 |
18.6% |
14-5 |
1.5% |
21% |
False |
False |
27,405 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
988-1 |
2.618 |
974-2 |
1.618 |
965-6 |
1.000 |
960-4 |
0.618 |
957-2 |
HIGH |
952-0 |
0.618 |
948-6 |
0.500 |
947-6 |
0.382 |
946-6 |
LOW |
943-4 |
0.618 |
938-2 |
1.000 |
935-0 |
1.618 |
929-6 |
2.618 |
921-2 |
4.250 |
907-3 |
|
|
Fisher Pivots for day following 08-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
947-7 |
947-3 |
PP |
947-7 |
946-5 |
S1 |
947-6 |
946-0 |
|