CME Pit-Traded Soybean Future March 2010
Trading Metrics calculated at close of trading on 15-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2009 |
15-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
910-0 |
945-4 |
35-4 |
3.9% |
940-4 |
High |
919-0 |
980-0 |
61-0 |
6.6% |
948-4 |
Low |
908-0 |
943-0 |
35-0 |
3.9% |
911-0 |
Close |
918-2 |
967-4 |
49-2 |
5.4% |
915-4 |
Range |
11-0 |
37-0 |
26-0 |
236.4% |
37-4 |
ATR |
18-3 |
21-3 |
3-1 |
16.9% |
0-0 |
Volume |
7,558 |
7,005 |
-553 |
-7.3% |
30,069 |
|
Daily Pivots for day following 15-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1074-4 |
1058-0 |
987-7 |
|
R3 |
1037-4 |
1021-0 |
977-5 |
|
R2 |
1000-4 |
1000-4 |
974-2 |
|
R1 |
984-0 |
984-0 |
970-7 |
992-2 |
PP |
963-4 |
963-4 |
963-4 |
967-5 |
S1 |
947-0 |
947-0 |
964-1 |
955-2 |
S2 |
926-4 |
926-4 |
960-6 |
|
S3 |
889-4 |
910-0 |
957-3 |
|
S4 |
852-4 |
873-0 |
947-1 |
|
|
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 |
980-0 |
908-0 |
72-0 |
7.4% |
13-6 |
1.4% |
83% |
True |
False |
7,676 |
10 |
980-0 |
908-0 |
72-0 |
7.4% |
13-1 |
1.4% |
83% |
True |
False |
6,307 |
20 |
1012-0 |
908-0 |
104-0 |
10.7% |
12-0 |
1.2% |
57% |
False |
False |
4,865 |
40 |
1058-0 |
908-0 |
150-0 |
15.5% |
12-0 |
1.2% |
40% |
False |
False |
4,180 |
60 |
1058-0 |
891-0 |
167-0 |
17.3% |
12-0 |
1.2% |
46% |
False |
False |
3,588 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1137-2 |
2.618 |
1076-7 |
1.618 |
1039-7 |
1.000 |
1017-0 |
0.618 |
1002-7 |
HIGH |
980-0 |
0.618 |
965-7 |
0.500 |
961-4 |
0.382 |
957-1 |
LOW |
943-0 |
0.618 |
920-1 |
1.000 |
906-0 |
1.618 |
883-1 |
2.618 |
846-1 |
4.250 |
785-6 |
|
|
Fisher Pivots for day following 15-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
965-4 |
959-5 |
PP |
963-4 |
951-7 |
S1 |
961-4 |
944-0 |
|