CME Pit-Traded Soybean Future March 2010
Trading Metrics calculated at close of trading on 10-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2009 |
10-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
941-0 |
939-4 |
-1-4 |
-0.2% |
971-0 |
High |
948-0 |
945-4 |
-2-4 |
-0.3% |
981-4 |
Low |
940-4 |
937-4 |
-3-0 |
-0.3% |
930-0 |
Close |
941-0 |
938-6 |
-2-2 |
-0.2% |
927-6 |
Range |
7-4 |
8-0 |
0-4 |
6.7% |
51-4 |
ATR |
19-0 |
18-2 |
-0-6 |
-4.1% |
0-0 |
Volume |
8,639 |
7,546 |
-1,093 |
-12.7% |
21,823 |
|
Daily Pivots for day following 10-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
964-5 |
959-5 |
943-1 |
|
R3 |
956-5 |
951-5 |
941-0 |
|
R2 |
948-5 |
948-5 |
940-2 |
|
R1 |
943-5 |
943-5 |
939-4 |
942-1 |
PP |
940-5 |
940-5 |
940-5 |
939-6 |
S1 |
935-5 |
935-5 |
938-0 |
934-1 |
S2 |
932-5 |
932-5 |
937-2 |
|
S3 |
924-5 |
927-5 |
936-4 |
|
S4 |
916-5 |
919-5 |
934-3 |
|
|
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 |
954-0 |
930-0 |
24-0 |
2.6% |
9-7 |
1.1% |
36% |
False |
False |
6,478 |
10 |
1010-0 |
930-0 |
80-0 |
8.5% |
11-0 |
1.2% |
11% |
False |
False |
4,914 |
20 |
1058-0 |
930-0 |
128-0 |
13.6% |
12-3 |
1.3% |
7% |
False |
False |
4,426 |
40 |
1058-0 |
903-0 |
155-0 |
16.5% |
11-1 |
1.2% |
23% |
False |
False |
3,873 |
60 |
1058-0 |
891-0 |
167-0 |
17.8% |
11-4 |
1.2% |
29% |
False |
False |
3,324 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
979-4 |
2.618 |
966-4 |
1.618 |
958-4 |
1.000 |
953-4 |
0.618 |
950-4 |
HIGH |
945-4 |
0.618 |
942-4 |
0.500 |
941-4 |
0.382 |
940-4 |
LOW |
937-4 |
0.618 |
932-4 |
1.000 |
929-4 |
1.618 |
924-4 |
2.618 |
916-4 |
4.250 |
903-4 |
|
|
Fisher Pivots for day following 10-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
941-4 |
943-0 |
PP |
940-5 |
941-5 |
S1 |
939-5 |
940-1 |
|