CME Pit-Traded Soybean Future March 2010
Trading Metrics calculated at close of trading on 03-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2009 |
03-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
950-0 |
952-0 |
2-0 |
0.2% |
996-0 |
High |
960-0 |
954-0 |
-6-0 |
-0.6% |
1012-0 |
Low |
950-0 |
939-0 |
-11-0 |
-1.2% |
990-0 |
Close |
954-0 |
946-2 |
-7-6 |
-0.8% |
1007-2 |
Range |
10-0 |
15-0 |
5-0 |
50.0% |
22-0 |
ATR |
20-4 |
20-1 |
-0-3 |
-1.9% |
0-0 |
Volume |
4,352 |
4,192 |
-160 |
-3.7% |
16,503 |
|
Daily Pivots for day following 03-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
991-3 |
983-7 |
954-4 |
|
R3 |
976-3 |
968-7 |
950-3 |
|
R2 |
961-3 |
961-3 |
949-0 |
|
R1 |
953-7 |
953-7 |
947-5 |
950-1 |
PP |
946-3 |
946-3 |
946-3 |
944-4 |
S1 |
938-7 |
938-7 |
944-7 |
935-1 |
S2 |
931-3 |
931-3 |
943-4 |
|
S3 |
916-3 |
923-7 |
942-1 |
|
S4 |
901-3 |
908-7 |
938-0 |
|
|
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 |
1010-0 |
939-0 |
71-0 |
7.5% |
13-6 |
1.5% |
10% |
False |
True |
3,760 |
10 |
1012-0 |
939-0 |
73-0 |
7.7% |
12-6 |
1.4% |
10% |
False |
True |
3,570 |
20 |
1058-0 |
939-0 |
119-0 |
12.6% |
13-0 |
1.4% |
6% |
False |
True |
3,720 |
40 |
1058-0 |
903-0 |
155-0 |
16.4% |
11-7 |
1.3% |
28% |
False |
False |
3,494 |
60 |
1098-0 |
891-0 |
207-0 |
21.9% |
11-4 |
1.2% |
27% |
False |
False |
2,954 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1017-6 |
2.618 |
993-2 |
1.618 |
978-2 |
1.000 |
969-0 |
0.618 |
963-2 |
HIGH |
954-0 |
0.618 |
948-2 |
0.500 |
946-4 |
0.382 |
944-6 |
LOW |
939-0 |
0.618 |
929-6 |
1.000 |
924-0 |
1.618 |
914-6 |
2.618 |
899-6 |
4.250 |
875-2 |
|
|
Fisher Pivots for day following 03-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
946-4 |
957-2 |
PP |
946-3 |
953-5 |
S1 |
946-3 |
949-7 |
|