CME Pit-Traded Soybean Future March 2010
Trading Metrics calculated at close of trading on 01-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2009 |
01-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
971-0 |
975-4 |
4-4 |
0.5% |
996-0 |
High |
981-4 |
975-4 |
-6-0 |
-0.6% |
1012-0 |
Low |
971-0 |
957-0 |
-14-0 |
-1.4% |
990-0 |
Close |
979-2 |
959-2 |
-20-0 |
-2.0% |
1007-2 |
Range |
10-4 |
18-4 |
8-0 |
76.2% |
22-0 |
ATR |
21-1 |
21-2 |
0-1 |
0.4% |
0-0 |
Volume |
3,377 |
4,139 |
762 |
22.6% |
16,503 |
|
Daily Pivots for day following 01-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1019-3 |
1007-7 |
969-3 |
|
R3 |
1000-7 |
989-3 |
964-3 |
|
R2 |
982-3 |
982-3 |
962-5 |
|
R1 |
970-7 |
970-7 |
961-0 |
967-3 |
PP |
963-7 |
963-7 |
963-7 |
962-2 |
S1 |
952-3 |
952-3 |
957-4 |
948-7 |
S2 |
945-3 |
945-3 |
955-7 |
|
S3 |
926-7 |
933-7 |
954-1 |
|
S4 |
908-3 |
915-3 |
949-1 |
|
|
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 |
1010-0 |
957-0 |
53-0 |
5.5% |
10-2 |
1.1% |
4% |
False |
True |
3,323 |
10 |
1012-0 |
957-0 |
55-0 |
5.7% |
11-7 |
1.2% |
4% |
False |
True |
3,522 |
20 |
1058-0 |
955-0 |
103-0 |
10.7% |
13-2 |
1.4% |
4% |
False |
False |
3,808 |
40 |
1058-0 |
891-0 |
167-0 |
17.4% |
11-7 |
1.2% |
41% |
False |
False |
3,428 |
60 |
1098-0 |
891-0 |
207-0 |
21.6% |
11-4 |
1.2% |
33% |
False |
False |
2,883 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1054-1 |
2.618 |
1023-7 |
1.618 |
1005-3 |
1.000 |
994-0 |
0.618 |
986-7 |
HIGH |
975-4 |
0.618 |
968-3 |
0.500 |
966-2 |
0.382 |
964-1 |
LOW |
957-0 |
0.618 |
945-5 |
1.000 |
938-4 |
1.618 |
927-1 |
2.618 |
908-5 |
4.250 |
878-3 |
|
|
Fisher Pivots for day following 01-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
966-2 |
983-4 |
PP |
963-7 |
975-3 |
S1 |
961-5 |
967-3 |
|