CME Pit-Traded Soybean Future March 2010
Trading Metrics calculated at close of trading on 08-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2009 |
08-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
938-4 |
940-4 |
2-0 |
0.2% |
971-0 |
High |
941-0 |
948-4 |
7-4 |
0.8% |
981-4 |
Low |
930-0 |
940-4 |
10-4 |
1.1% |
930-0 |
Close |
927-6 |
947-2 |
19-4 |
2.1% |
927-6 |
Range |
11-0 |
8-0 |
-3-0 |
-27.3% |
51-4 |
ATR |
19-6 |
19-7 |
0-1 |
0.3% |
0-0 |
Volume |
5,763 |
6,252 |
489 |
8.5% |
21,823 |
|
Daily Pivots for day following 08-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
969-3 |
966-3 |
951-5 |
|
R3 |
961-3 |
958-3 |
949-4 |
|
R2 |
953-3 |
953-3 |
948-6 |
|
R1 |
950-3 |
950-3 |
948-0 |
951-7 |
PP |
945-3 |
945-3 |
945-3 |
946-2 |
S1 |
942-3 |
942-3 |
946-4 |
943-7 |
S2 |
937-3 |
937-3 |
945-6 |
|
S3 |
929-3 |
934-3 |
945-0 |
|
S4 |
921-3 |
926-3 |
942-7 |
|
|
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 |
975-4 |
930-0 |
45-4 |
4.8% |
12-4 |
1.3% |
38% |
False |
False |
4,939 |
10 |
1012-0 |
930-0 |
82-0 |
8.7% |
11-5 |
1.2% |
21% |
False |
False |
4,005 |
20 |
1058-0 |
930-0 |
128-0 |
13.5% |
13-2 |
1.4% |
13% |
False |
False |
4,009 |
40 |
1058-0 |
903-0 |
155-0 |
16.4% |
11-5 |
1.2% |
29% |
False |
False |
3,610 |
60 |
1058-0 |
891-0 |
167-0 |
17.6% |
11-5 |
1.2% |
34% |
False |
False |
3,085 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
982-4 |
2.618 |
969-4 |
1.618 |
961-4 |
1.000 |
956-4 |
0.618 |
953-4 |
HIGH |
948-4 |
0.618 |
945-4 |
0.500 |
944-4 |
0.382 |
943-4 |
LOW |
940-4 |
0.618 |
935-4 |
1.000 |
932-4 |
1.618 |
927-4 |
2.618 |
919-4 |
4.250 |
906-4 |
|
|
Fisher Pivots for day following 08-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
946-3 |
945-4 |
PP |
945-3 |
943-6 |
S1 |
944-4 |
942-0 |
|