CME Pit-Traded Soybean Future July 2010
| Trading Metrics calculated at close of trading on 05-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2010 |
05-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
961-4 |
955-0 |
-6-4 |
-0.7% |
964-0 |
| High |
961-4 |
955-4 |
-6-0 |
-0.6% |
978-0 |
| Low |
946-0 |
946-0 |
0-0 |
0.0% |
946-0 |
| Close |
950-4 |
950-4 |
0-0 |
0.0% |
950-4 |
| Range |
15-4 |
9-4 |
-6-0 |
-38.7% |
32-0 |
| ATR |
14-5 |
14-2 |
-0-3 |
-2.5% |
0-0 |
| Volume |
26,249 |
36,488 |
10,239 |
39.0% |
111,630 |
|
| Daily Pivots for day following 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
979-1 |
974-3 |
955-6 |
|
| R3 |
969-5 |
964-7 |
953-1 |
|
| R2 |
960-1 |
960-1 |
952-2 |
|
| R1 |
955-3 |
955-3 |
951-3 |
953-0 |
| PP |
950-5 |
950-5 |
950-5 |
949-4 |
| S1 |
945-7 |
945-7 |
949-5 |
943-4 |
| S2 |
941-1 |
941-1 |
948-6 |
|
| S3 |
931-5 |
936-3 |
947-7 |
|
| S4 |
922-1 |
926-7 |
945-2 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1054-1 |
1034-3 |
968-1 |
|
| R3 |
1022-1 |
1002-3 |
959-2 |
|
| R2 |
990-1 |
990-1 |
956-3 |
|
| R1 |
970-3 |
970-3 |
953-3 |
964-2 |
| PP |
958-1 |
958-1 |
958-1 |
955-1 |
| S1 |
938-3 |
938-3 |
947-5 |
932-2 |
| S2 |
926-1 |
926-1 |
944-5 |
|
| S3 |
894-1 |
906-3 |
941-6 |
|
| S4 |
862-1 |
874-3 |
932-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
978-0 |
946-0 |
32-0 |
3.4% |
10-0 |
1.0% |
14% |
False |
True |
22,326 |
| 10 |
988-0 |
946-0 |
42-0 |
4.4% |
11-4 |
1.2% |
11% |
False |
True |
24,955 |
| 20 |
988-0 |
930-0 |
58-0 |
6.1% |
11-6 |
1.2% |
35% |
False |
False |
26,546 |
| 40 |
1053-0 |
922-0 |
131-0 |
13.8% |
12-3 |
1.3% |
22% |
False |
False |
23,627 |
| 60 |
1085-0 |
922-0 |
163-0 |
17.1% |
12-3 |
1.3% |
17% |
False |
False |
19,545 |
| 80 |
1091-0 |
922-0 |
169-0 |
17.8% |
13-1 |
1.4% |
17% |
False |
False |
17,506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
995-7 |
|
2.618 |
980-3 |
|
1.618 |
970-7 |
|
1.000 |
965-0 |
|
0.618 |
961-3 |
|
HIGH |
955-4 |
|
0.618 |
951-7 |
|
0.500 |
950-6 |
|
0.382 |
949-5 |
|
LOW |
946-0 |
|
0.618 |
940-1 |
|
1.000 |
936-4 |
|
1.618 |
930-5 |
|
2.618 |
921-1 |
|
4.250 |
905-5 |
|
|
| Fisher Pivots for day following 05-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
950-6 |
962-0 |
| PP |
950-5 |
958-1 |
| S1 |
950-5 |
954-3 |
|