CME Pit-Traded Soybean Future March 2010
Trading Metrics calculated at close of trading on 27-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2009 |
27-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
993-4 |
996-0 |
2-4 |
0.3% |
955-0 |
High |
993-4 |
997-0 |
3-4 |
0.4% |
985-0 |
Low |
993-4 |
990-0 |
-3-4 |
-0.4% |
955-0 |
Close |
993-4 |
993-4 |
0-0 |
0.0% |
974-6 |
Range |
0-0 |
7-0 |
7-0 |
|
30-0 |
ATR |
21-3 |
20-2 |
-1-0 |
-4.8% |
0-0 |
Volume |
4,216 |
2,142 |
-2,074 |
-49.2% |
19,360 |
|
Daily Pivots for day following 27-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1014-4 |
1011-0 |
997-3 |
|
R3 |
1007-4 |
1004-0 |
995-3 |
|
R2 |
1000-4 |
1000-4 |
994-6 |
|
R1 |
997-0 |
997-0 |
994-1 |
995-2 |
PP |
993-4 |
993-4 |
993-4 |
992-5 |
S1 |
990-0 |
990-0 |
992-7 |
988-2 |
S2 |
986-4 |
986-4 |
992-2 |
|
S3 |
979-4 |
983-0 |
991-5 |
|
S4 |
972-4 |
976-0 |
989-5 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1012-0 |
965-0 |
47-0 |
4.7% |
11-6 |
1.2% |
61% |
False |
False |
3,380 |
10 |
1012-0 |
955-0 |
57-0 |
5.7% |
10-7 |
1.1% |
68% |
False |
False |
3,796 |
20 |
1058-0 |
955-0 |
103-0 |
10.4% |
13-1 |
1.3% |
37% |
False |
False |
4,119 |
40 |
1058-0 |
891-0 |
167-0 |
16.8% |
12-5 |
1.3% |
61% |
False |
False |
3,332 |
60 |
1098-0 |
891-0 |
207-0 |
20.8% |
11-3 |
1.1% |
50% |
False |
False |
2,806 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1026-6 |
2.618 |
1015-3 |
1.618 |
1008-3 |
1.000 |
1004-0 |
0.618 |
1001-3 |
HIGH |
997-0 |
0.618 |
994-3 |
0.500 |
993-4 |
0.382 |
992-5 |
LOW |
990-0 |
0.618 |
985-5 |
1.000 |
983-0 |
1.618 |
978-5 |
2.618 |
971-5 |
4.250 |
960-2 |
|
|
Fisher Pivots for day following 27-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
993-4 |
1001-0 |
PP |
993-4 |
998-4 |
S1 |
993-4 |
996-0 |
|