CME Pit-Traded Soybean Future March 2010
Trading Metrics calculated at close of trading on 09-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2009 |
09-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
940-4 |
941-0 |
0-4 |
0.1% |
971-0 |
High |
948-4 |
948-0 |
-0-4 |
-0.1% |
981-4 |
Low |
940-4 |
940-4 |
0-0 |
0.0% |
930-0 |
Close |
947-2 |
941-0 |
-6-2 |
-0.7% |
927-6 |
Range |
8-0 |
7-4 |
-0-4 |
-6.3% |
51-4 |
ATR |
19-7 |
19-0 |
-0-7 |
-4.4% |
0-0 |
Volume |
6,252 |
8,639 |
2,387 |
38.2% |
21,823 |
|
Daily Pivots for day following 09-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
965-5 |
960-7 |
945-1 |
|
R3 |
958-1 |
953-3 |
943-0 |
|
R2 |
950-5 |
950-5 |
942-3 |
|
R1 |
945-7 |
945-7 |
941-6 |
944-6 |
PP |
943-1 |
943-1 |
943-1 |
942-5 |
S1 |
938-3 |
938-3 |
940-2 |
937-2 |
S2 |
935-5 |
935-5 |
939-5 |
|
S3 |
928-1 |
930-7 |
939-0 |
|
S4 |
920-5 |
923-3 |
936-7 |
|
|
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 |
960-0 |
930-0 |
30-0 |
3.2% |
10-2 |
1.1% |
37% |
False |
False |
5,839 |
10 |
1010-0 |
930-0 |
80-0 |
8.5% |
10-2 |
1.1% |
14% |
False |
False |
4,581 |
20 |
1058-0 |
930-0 |
128-0 |
13.6% |
13-1 |
1.4% |
9% |
False |
False |
4,245 |
40 |
1058-0 |
903-0 |
155-0 |
16.5% |
11-6 |
1.2% |
25% |
False |
False |
3,747 |
60 |
1058-0 |
891-0 |
167-0 |
17.7% |
11-5 |
1.2% |
30% |
False |
False |
3,211 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
979-7 |
2.618 |
967-5 |
1.618 |
960-1 |
1.000 |
955-4 |
0.618 |
952-5 |
HIGH |
948-0 |
0.618 |
945-1 |
0.500 |
944-2 |
0.382 |
943-3 |
LOW |
940-4 |
0.618 |
935-7 |
1.000 |
933-0 |
1.618 |
928-3 |
2.618 |
920-7 |
4.250 |
908-5 |
|
|
Fisher Pivots for day following 09-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
944-2 |
940-3 |
PP |
943-1 |
939-7 |
S1 |
942-1 |
939-2 |
|