CME Pit-Traded Soybean Future March 2010
Trading Metrics calculated at close of trading on 19-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2009 |
19-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
956-0 |
963-0 |
7-0 |
0.7% |
1011-6 |
High |
964-0 |
964-6 |
0-6 |
0.1% |
1058-0 |
Low |
955-0 |
958-0 |
3-0 |
0.3% |
989-0 |
Close |
967-0 |
964-6 |
-2-2 |
-0.2% |
988-6 |
Range |
9-0 |
6-6 |
-2-2 |
-25.0% |
69-0 |
ATR |
23-7 |
22-6 |
-1-0 |
-4.4% |
0-0 |
Volume |
3,152 |
4,520 |
1,368 |
43.4% |
19,407 |
|
Daily Pivots for day following 19-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
982-6 |
980-4 |
968-4 |
|
R3 |
976-0 |
973-6 |
966-5 |
|
R2 |
969-2 |
969-2 |
966-0 |
|
R1 |
967-0 |
967-0 |
965-3 |
968-1 |
PP |
962-4 |
962-4 |
962-4 |
963-0 |
S1 |
960-2 |
960-2 |
964-1 |
961-3 |
S2 |
955-6 |
955-6 |
963-4 |
|
S3 |
949-0 |
953-4 |
962-7 |
|
S4 |
942-2 |
946-6 |
961-0 |
|
|
Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1218-7 |
1172-7 |
1026-6 |
|
R3 |
1149-7 |
1103-7 |
1007-6 |
|
R2 |
1080-7 |
1080-7 |
1001-3 |
|
R1 |
1034-7 |
1034-7 |
995-1 |
1023-3 |
PP |
1011-7 |
1011-7 |
1011-7 |
1006-2 |
S1 |
965-7 |
965-7 |
982-3 |
954-3 |
S2 |
942-7 |
942-7 |
976-1 |
|
S3 |
873-7 |
896-7 |
969-6 |
|
S4 |
804-7 |
827-7 |
950-6 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
993-4 |
2.618 |
982-3 |
1.618 |
975-5 |
1.000 |
971-4 |
0.618 |
968-7 |
HIGH |
964-6 |
0.618 |
962-1 |
0.500 |
961-3 |
0.382 |
960-5 |
LOW |
958-0 |
0.618 |
953-7 |
1.000 |
951-2 |
1.618 |
947-1 |
2.618 |
940-3 |
4.250 |
929-2 |
|
|
Fisher Pivots for day following 19-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
963-5 |
963-1 |
PP |
962-4 |
961-4 |
S1 |
961-3 |
959-7 |
|