CME Pit-Traded Soybean Future March 2010
Trading Metrics calculated at close of trading on 17-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2009 |
17-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
951-0 |
955-4 |
4-4 |
0.5% |
940-4 |
High |
958-0 |
955-4 |
-2-4 |
-0.3% |
948-4 |
Low |
938-4 |
955-4 |
17-0 |
1.8% |
911-0 |
Close |
956-6 |
955-4 |
-1-2 |
-0.1% |
915-4 |
Range |
19-4 |
0-0 |
-19-4 |
-100.0% |
37-4 |
ATR |
22-0 |
20-4 |
-1-4 |
-6.7% |
0-0 |
Volume |
8,490 |
7,939 |
-551 |
-6.5% |
30,069 |
|
Daily Pivots for day following 17-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
955-4 |
955-4 |
955-4 |
|
R3 |
955-4 |
955-4 |
955-4 |
|
R2 |
955-4 |
955-4 |
955-4 |
|
R1 |
955-4 |
955-4 |
955-4 |
955-4 |
PP |
955-4 |
955-4 |
955-4 |
955-4 |
S1 |
955-4 |
955-4 |
955-4 |
955-4 |
S2 |
955-4 |
955-4 |
955-4 |
|
S3 |
955-4 |
955-4 |
955-4 |
|
S4 |
955-4 |
955-4 |
955-4 |
|
|
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 |
7.5% |
14-4 |
1.5% |
66% |
False |
False |
7,724 |
10 |
980-0 |
908-0 |
72-0 |
7.5% |
12-2 |
1.3% |
66% |
False |
False |
7,101 |
20 |
1012-0 |
908-0 |
104-0 |
10.9% |
12-2 |
1.3% |
46% |
False |
False |
5,303 |
40 |
1058-0 |
908-0 |
150-0 |
15.7% |
11-7 |
1.2% |
32% |
False |
False |
4,492 |
60 |
1058-0 |
891-0 |
167-0 |
17.5% |
12-1 |
1.3% |
39% |
False |
False |
3,809 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
955-4 |
2.618 |
955-4 |
1.618 |
955-4 |
1.000 |
955-4 |
0.618 |
955-4 |
HIGH |
955-4 |
0.618 |
955-4 |
0.500 |
955-4 |
0.382 |
955-4 |
LOW |
955-4 |
0.618 |
955-4 |
1.000 |
955-4 |
1.618 |
955-4 |
2.618 |
955-4 |
4.250 |
955-4 |
|
|
Fisher Pivots for day following 17-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
955-4 |
959-2 |
PP |
955-4 |
958-0 |
S1 |
955-4 |
956-6 |
|