CME Pit-Traded Soybean Future March 2010
Trading Metrics calculated at close of trading on 20-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2009 |
20-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
963-0 |
966-0 |
3-0 |
0.3% |
1011-6 |
High |
964-6 |
966-0 |
1-2 |
0.1% |
1058-0 |
Low |
958-0 |
957-0 |
-1-0 |
-0.1% |
989-0 |
Close |
964-6 |
959-4 |
-5-2 |
-0.5% |
988-6 |
Range |
6-6 |
9-0 |
2-2 |
33.3% |
69-0 |
ATR |
22-6 |
21-6 |
-1-0 |
-4.3% |
0-0 |
Volume |
4,520 |
3,548 |
-972 |
-21.5% |
19,407 |
|
Daily Pivots for day following 20-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
987-7 |
982-5 |
964-4 |
|
R3 |
978-7 |
973-5 |
962-0 |
|
R2 |
969-7 |
969-7 |
961-1 |
|
R1 |
964-5 |
964-5 |
960-3 |
962-6 |
PP |
960-7 |
960-7 |
960-7 |
959-7 |
S1 |
955-5 |
955-5 |
958-5 |
953-6 |
S2 |
951-7 |
951-7 |
957-7 |
|
S3 |
942-7 |
946-5 |
957-0 |
|
S4 |
933-7 |
937-5 |
954-4 |
|
|
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 |
1004-2 |
2.618 |
989-4 |
1.618 |
980-4 |
1.000 |
975-0 |
0.618 |
971-4 |
HIGH |
966-0 |
0.618 |
962-4 |
0.500 |
961-4 |
0.382 |
960-4 |
LOW |
957-0 |
0.618 |
951-4 |
1.000 |
948-0 |
1.618 |
942-4 |
2.618 |
933-4 |
4.250 |
918-6 |
|
|
Fisher Pivots for day following 20-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
961-4 |
960-4 |
PP |
960-7 |
960-1 |
S1 |
960-1 |
959-7 |
|