CME Pit-Traded Soybean Future March 2010
Trading Metrics calculated at close of trading on 31-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2009 |
31-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
1010-0 |
971-0 |
-39-0 |
-3.9% |
996-0 |
High |
1010-0 |
981-4 |
-28-4 |
-2.8% |
1012-0 |
Low |
995-0 |
971-0 |
-24-0 |
-2.4% |
990-0 |
Close |
1007-2 |
979-2 |
-28-0 |
-2.8% |
1007-2 |
Range |
15-0 |
10-4 |
-4-4 |
-30.0% |
22-0 |
ATR |
20-0 |
21-1 |
1-1 |
5.8% |
0-0 |
Volume |
2,743 |
3,377 |
634 |
23.1% |
16,503 |
|
Daily Pivots for day following 31-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1008-6 |
1004-4 |
985-0 |
|
R3 |
998-2 |
994-0 |
982-1 |
|
R2 |
987-6 |
987-6 |
981-1 |
|
R1 |
983-4 |
983-4 |
980-2 |
985-5 |
PP |
977-2 |
977-2 |
977-2 |
978-2 |
S1 |
973-0 |
973-0 |
978-2 |
975-1 |
S2 |
966-6 |
966-6 |
977-3 |
|
S3 |
956-2 |
962-4 |
976-3 |
|
S4 |
945-6 |
952-0 |
973-4 |
|
|
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 |
971-0 |
41-0 |
4.2% |
10-6 |
1.1% |
20% |
False |
True |
3,071 |
10 |
1012-0 |
955-0 |
57-0 |
5.8% |
10-7 |
1.1% |
43% |
False |
False |
3,424 |
20 |
1058-0 |
955-0 |
103-0 |
10.5% |
13-1 |
1.3% |
24% |
False |
False |
3,934 |
40 |
1058-0 |
891-0 |
167-0 |
17.1% |
12-5 |
1.3% |
53% |
False |
False |
3,380 |
60 |
1098-0 |
891-0 |
207-0 |
21.1% |
11-3 |
1.2% |
43% |
False |
False |
2,857 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1026-1 |
2.618 |
1009-0 |
1.618 |
998-4 |
1.000 |
992-0 |
0.618 |
988-0 |
HIGH |
981-4 |
0.618 |
977-4 |
0.500 |
976-2 |
0.382 |
975-0 |
LOW |
971-0 |
0.618 |
964-4 |
1.000 |
960-4 |
1.618 |
954-0 |
2.618 |
943-4 |
4.250 |
926-3 |
|
|
Fisher Pivots for day following 31-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
978-2 |
990-4 |
PP |
977-2 |
986-6 |
S1 |
976-2 |
983-0 |
|