CME Pit-Traded Soybean Future March 2010
Trading Metrics calculated at close of trading on 14-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2009 |
14-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
916-0 |
910-0 |
-6-0 |
-0.7% |
940-4 |
High |
916-0 |
919-0 |
3-0 |
0.3% |
948-4 |
Low |
911-0 |
908-0 |
-3-0 |
-0.3% |
911-0 |
Close |
915-4 |
918-2 |
2-6 |
0.3% |
915-4 |
Range |
5-0 |
11-0 |
6-0 |
120.0% |
37-4 |
ATR |
18-7 |
18-3 |
-0-5 |
-3.0% |
0-0 |
Volume |
7,632 |
7,558 |
-74 |
-1.0% |
30,069 |
|
Daily Pivots for day following 14-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
948-1 |
944-1 |
924-2 |
|
R3 |
937-1 |
933-1 |
921-2 |
|
R2 |
926-1 |
926-1 |
920-2 |
|
R1 |
922-1 |
922-1 |
919-2 |
924-1 |
PP |
915-1 |
915-1 |
915-1 |
916-0 |
S1 |
911-1 |
911-1 |
917-2 |
913-1 |
S2 |
904-1 |
904-1 |
916-2 |
|
S3 |
893-1 |
900-1 |
915-2 |
|
S4 |
882-1 |
889-1 |
912-2 |
|
|
Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1037-4 |
1014-0 |
936-1 |
|
R3 |
1000-0 |
976-4 |
925-6 |
|
R2 |
962-4 |
962-4 |
922-3 |
|
R1 |
939-0 |
939-0 |
919-0 |
932-0 |
PP |
925-0 |
925-0 |
925-0 |
921-4 |
S1 |
901-4 |
901-4 |
912-0 |
894-4 |
S2 |
887-4 |
887-4 |
908-5 |
|
S3 |
850-0 |
864-0 |
905-2 |
|
S4 |
812-4 |
826-4 |
894-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
948-4 |
908-0 |
40-4 |
4.4% |
7-7 |
0.9% |
25% |
False |
True |
7,525 |
10 |
981-4 |
908-0 |
73-4 |
8.0% |
10-4 |
1.1% |
14% |
False |
True |
5,945 |
20 |
1012-0 |
908-0 |
104-0 |
11.3% |
10-4 |
1.2% |
10% |
False |
True |
4,765 |
40 |
1058-0 |
908-0 |
150-0 |
16.3% |
11-1 |
1.2% |
7% |
False |
True |
4,107 |
60 |
1058-0 |
891-0 |
167-0 |
18.2% |
11-4 |
1.2% |
16% |
False |
False |
3,498 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
965-6 |
2.618 |
947-6 |
1.618 |
936-6 |
1.000 |
930-0 |
0.618 |
925-6 |
HIGH |
919-0 |
0.618 |
914-6 |
0.500 |
913-4 |
0.382 |
912-2 |
LOW |
908-0 |
0.618 |
901-2 |
1.000 |
897-0 |
1.618 |
890-2 |
2.618 |
879-2 |
4.250 |
861-2 |
|
|
Fisher Pivots for day following 14-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
916-5 |
926-6 |
PP |
915-1 |
923-7 |
S1 |
913-4 |
921-1 |
|