CME Pit-Traded Soybean Future March 2010
Trading Metrics calculated at close of trading on 26-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2009 |
26-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
997-0 |
993-4 |
-3-4 |
-0.4% |
955-0 |
High |
1012-0 |
993-4 |
-18-4 |
-1.8% |
985-0 |
Low |
991-0 |
993-4 |
2-4 |
0.3% |
955-0 |
Close |
997-2 |
993-4 |
-3-6 |
-0.4% |
974-6 |
Range |
21-0 |
0-0 |
-21-0 |
-100.0% |
30-0 |
ATR |
22-5 |
21-3 |
-1-3 |
-6.0% |
0-0 |
Volume |
2,879 |
4,216 |
1,337 |
46.4% |
19,360 |
|
Daily Pivots for day following 26-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
993-4 |
993-4 |
993-4 |
|
R3 |
993-4 |
993-4 |
993-4 |
|
R2 |
993-4 |
993-4 |
993-4 |
|
R1 |
993-4 |
993-4 |
993-4 |
993-4 |
PP |
993-4 |
993-4 |
993-4 |
993-4 |
S1 |
993-4 |
993-4 |
993-4 |
993-4 |
S2 |
993-4 |
993-4 |
993-4 |
|
S3 |
993-4 |
993-4 |
993-4 |
|
S4 |
993-4 |
993-4 |
993-4 |
|
|
Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1061-5 |
1048-1 |
991-2 |
|
R3 |
1031-5 |
1018-1 |
983-0 |
|
R2 |
1001-5 |
1001-5 |
980-2 |
|
R1 |
988-1 |
988-1 |
977-4 |
994-7 |
PP |
971-5 |
971-5 |
971-5 |
975-0 |
S1 |
958-1 |
958-1 |
972-0 |
964-7 |
S2 |
941-5 |
941-5 |
969-2 |
|
S3 |
911-5 |
928-1 |
966-4 |
|
S4 |
881-5 |
898-1 |
958-2 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
993-4 |
2.618 |
993-4 |
1.618 |
993-4 |
1.000 |
993-4 |
0.618 |
993-4 |
HIGH |
993-4 |
0.618 |
993-4 |
0.500 |
993-4 |
0.382 |
993-4 |
LOW |
993-4 |
0.618 |
993-4 |
1.000 |
993-4 |
1.618 |
993-4 |
2.618 |
993-4 |
4.250 |
993-4 |
|
|
Fisher Pivots for day following 26-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
993-4 |
1001-4 |
PP |
993-4 |
998-7 |
S1 |
993-4 |
996-1 |
|