CME Pit-Traded Soybean Future March 2010
Trading Metrics calculated at close of trading on 02-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2009 |
02-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
975-4 |
950-0 |
-25-4 |
-2.6% |
996-0 |
High |
975-4 |
960-0 |
-15-4 |
-1.6% |
1012-0 |
Low |
957-0 |
950-0 |
-7-0 |
-0.7% |
990-0 |
Close |
959-2 |
954-0 |
-5-2 |
-0.5% |
1007-2 |
Range |
18-4 |
10-0 |
-8-4 |
-45.9% |
22-0 |
ATR |
21-2 |
20-4 |
-0-6 |
-3.8% |
0-0 |
Volume |
4,139 |
4,352 |
213 |
5.1% |
16,503 |
|
Daily Pivots for day following 02-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
984-5 |
979-3 |
959-4 |
|
R3 |
974-5 |
969-3 |
956-6 |
|
R2 |
964-5 |
964-5 |
955-7 |
|
R1 |
959-3 |
959-3 |
954-7 |
962-0 |
PP |
954-5 |
954-5 |
954-5 |
956-0 |
S1 |
949-3 |
949-3 |
953-1 |
952-0 |
S2 |
944-5 |
944-5 |
952-1 |
|
S3 |
934-5 |
939-3 |
951-2 |
|
S4 |
924-5 |
929-3 |
948-4 |
|
|
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 |
1010-0 |
950-0 |
60-0 |
6.3% |
12-2 |
1.3% |
7% |
False |
True |
3,350 |
10 |
1012-0 |
950-0 |
62-0 |
6.5% |
12-2 |
1.3% |
6% |
False |
True |
3,505 |
20 |
1058-0 |
950-0 |
108-0 |
11.3% |
12-7 |
1.3% |
4% |
False |
True |
3,750 |
40 |
1058-0 |
903-0 |
155-0 |
16.2% |
11-4 |
1.2% |
33% |
False |
False |
3,457 |
60 |
1098-0 |
891-0 |
207-0 |
21.7% |
11-4 |
1.2% |
30% |
False |
False |
2,921 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1002-4 |
2.618 |
986-1 |
1.618 |
976-1 |
1.000 |
970-0 |
0.618 |
966-1 |
HIGH |
960-0 |
0.618 |
956-1 |
0.500 |
955-0 |
0.382 |
953-7 |
LOW |
950-0 |
0.618 |
943-7 |
1.000 |
940-0 |
1.618 |
933-7 |
2.618 |
923-7 |
4.250 |
907-4 |
|
|
Fisher Pivots for day following 02-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
955-0 |
965-6 |
PP |
954-5 |
961-7 |
S1 |
954-3 |
957-7 |
|