CME Pit-Traded Soybean Future March 2010
Trading Metrics calculated at close of trading on 28-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2009 |
28-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
996-0 |
1010-0 |
14-0 |
1.4% |
996-0 |
High |
997-0 |
1010-0 |
13-0 |
1.3% |
1012-0 |
Low |
990-0 |
995-0 |
5-0 |
0.5% |
990-0 |
Close |
993-4 |
1007-2 |
13-6 |
1.4% |
1007-2 |
Range |
7-0 |
15-0 |
8-0 |
114.3% |
22-0 |
ATR |
20-2 |
20-0 |
-0-2 |
-1.3% |
0-0 |
Volume |
2,142 |
2,743 |
601 |
28.1% |
16,503 |
|
Daily Pivots for day following 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1049-1 |
1043-1 |
1015-4 |
|
R3 |
1034-1 |
1028-1 |
1011-3 |
|
R2 |
1019-1 |
1019-1 |
1010-0 |
|
R1 |
1013-1 |
1013-1 |
1008-5 |
1008-5 |
PP |
1004-1 |
1004-1 |
1004-1 |
1001-6 |
S1 |
998-1 |
998-1 |
1005-7 |
993-5 |
S2 |
989-1 |
989-1 |
1004-4 |
|
S3 |
974-1 |
983-1 |
1003-1 |
|
S4 |
959-1 |
968-1 |
999-0 |
|
|
Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1069-1 |
1060-1 |
1019-3 |
|
R3 |
1047-1 |
1038-1 |
1013-2 |
|
R2 |
1025-1 |
1025-1 |
1011-2 |
|
R1 |
1016-1 |
1016-1 |
1009-2 |
1020-5 |
PP |
1003-1 |
1003-1 |
1003-1 |
1005-2 |
S1 |
994-1 |
994-1 |
1005-2 |
998-5 |
S2 |
981-1 |
981-1 |
1003-2 |
|
S3 |
959-1 |
972-1 |
1001-2 |
|
S4 |
937-1 |
950-1 |
995-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1012-0 |
990-0 |
22-0 |
2.2% |
10-6 |
1.1% |
78% |
False |
False |
3,300 |
10 |
1012-0 |
955-0 |
57-0 |
5.7% |
10-5 |
1.1% |
92% |
False |
False |
3,586 |
20 |
1058-0 |
955-0 |
103-0 |
10.2% |
13-4 |
1.3% |
51% |
False |
False |
3,982 |
40 |
1058-0 |
891-0 |
167-0 |
16.6% |
12-6 |
1.3% |
70% |
False |
False |
3,321 |
60 |
1098-0 |
891-0 |
207-0 |
20.6% |
11-3 |
1.1% |
56% |
False |
False |
2,827 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1073-6 |
2.618 |
1049-2 |
1.618 |
1034-2 |
1.000 |
1025-0 |
0.618 |
1019-2 |
HIGH |
1010-0 |
0.618 |
1004-2 |
0.500 |
1002-4 |
0.382 |
1000-6 |
LOW |
995-0 |
0.618 |
985-6 |
1.000 |
980-0 |
1.618 |
970-6 |
2.618 |
955-6 |
4.250 |
931-2 |
|
|
Fisher Pivots for day following 28-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
1005-5 |
1004-7 |
PP |
1004-1 |
1002-3 |
S1 |
1002-4 |
1000-0 |
|