CME Pit-Traded Soybean Future March 2010
Trading Metrics calculated at close of trading on 04-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2009 |
04-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
952-0 |
938-4 |
-13-4 |
-1.4% |
971-0 |
High |
954-0 |
941-0 |
-13-0 |
-1.4% |
981-4 |
Low |
939-0 |
930-0 |
-9-0 |
-1.0% |
930-0 |
Close |
946-2 |
927-6 |
-18-4 |
-2.0% |
927-6 |
Range |
15-0 |
11-0 |
-4-0 |
-26.7% |
51-4 |
ATR |
20-1 |
19-6 |
-0-2 |
-1.4% |
0-0 |
Volume |
4,192 |
5,763 |
1,571 |
37.5% |
21,823 |
|
Daily Pivots for day following 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
965-7 |
957-7 |
933-6 |
|
R3 |
954-7 |
946-7 |
930-6 |
|
R2 |
943-7 |
943-7 |
929-6 |
|
R1 |
935-7 |
935-7 |
928-6 |
934-3 |
PP |
932-7 |
932-7 |
932-7 |
932-2 |
S1 |
924-7 |
924-7 |
926-6 |
923-3 |
S2 |
921-7 |
921-7 |
925-6 |
|
S3 |
910-7 |
913-7 |
924-6 |
|
S4 |
899-7 |
902-7 |
921-6 |
|
|
Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1100-7 |
1065-7 |
956-1 |
|
R3 |
1049-3 |
1014-3 |
941-7 |
|
R2 |
997-7 |
997-7 |
937-2 |
|
R1 |
962-7 |
962-7 |
932-4 |
954-5 |
PP |
946-3 |
946-3 |
946-3 |
942-2 |
S1 |
911-3 |
911-3 |
923-0 |
903-1 |
S2 |
894-7 |
894-7 |
918-2 |
|
S3 |
843-3 |
859-7 |
913-5 |
|
S4 |
791-7 |
808-3 |
899-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
981-4 |
930-0 |
51-4 |
5.6% |
13-0 |
1.4% |
-4% |
False |
True |
4,364 |
10 |
1012-0 |
930-0 |
82-0 |
8.8% |
11-7 |
1.3% |
-3% |
False |
True |
3,832 |
20 |
1058-0 |
930-0 |
128-0 |
13.8% |
12-6 |
1.4% |
-2% |
False |
True |
3,854 |
40 |
1058-0 |
903-0 |
155-0 |
16.7% |
11-6 |
1.3% |
16% |
False |
False |
3,544 |
60 |
1079-4 |
891-0 |
188-4 |
20.3% |
11-4 |
1.2% |
19% |
False |
False |
3,012 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
987-6 |
2.618 |
969-6 |
1.618 |
958-6 |
1.000 |
952-0 |
0.618 |
947-6 |
HIGH |
941-0 |
0.618 |
936-6 |
0.500 |
935-4 |
0.382 |
934-2 |
LOW |
930-0 |
0.618 |
923-2 |
1.000 |
919-0 |
1.618 |
912-2 |
2.618 |
901-2 |
4.250 |
883-2 |
|
|
Fisher Pivots for day following 04-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
935-4 |
945-0 |
PP |
932-7 |
939-2 |
S1 |
930-3 |
933-4 |
|