CME Pit-Traded Soybean Future March 2010
Trading Metrics calculated at close of trading on 18-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2009 |
18-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
955-4 |
948-0 |
-7-4 |
-0.8% |
910-0 |
High |
955-4 |
957-4 |
2-0 |
0.2% |
980-0 |
Low |
955-4 |
943-0 |
-12-4 |
-1.3% |
908-0 |
Close |
955-4 |
946-4 |
-9-0 |
-0.9% |
946-4 |
Range |
0-0 |
14-4 |
14-4 |
|
72-0 |
ATR |
20-4 |
20-0 |
-0-3 |
-2.1% |
0-0 |
Volume |
7,939 |
7,329 |
-610 |
-7.7% |
38,321 |
|
Daily Pivots for day following 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
992-4 |
984-0 |
954-4 |
|
R3 |
978-0 |
969-4 |
950-4 |
|
R2 |
963-4 |
963-4 |
949-1 |
|
R1 |
955-0 |
955-0 |
947-7 |
952-0 |
PP |
949-0 |
949-0 |
949-0 |
947-4 |
S1 |
940-4 |
940-4 |
945-1 |
937-4 |
S2 |
934-4 |
934-4 |
943-7 |
|
S3 |
920-0 |
926-0 |
942-4 |
|
S4 |
905-4 |
911-4 |
938-4 |
|
|
Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1160-7 |
1125-5 |
986-1 |
|
R3 |
1088-7 |
1053-5 |
966-2 |
|
R2 |
1016-7 |
1016-7 |
959-6 |
|
R1 |
981-5 |
981-5 |
953-1 |
999-2 |
PP |
944-7 |
944-7 |
944-7 |
953-5 |
S1 |
909-5 |
909-5 |
939-7 |
927-2 |
S2 |
872-7 |
872-7 |
933-2 |
|
S3 |
800-7 |
837-5 |
926-6 |
|
S4 |
728-7 |
765-5 |
906-7 |
|
|
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 |
7.6% |
16-3 |
1.7% |
53% |
False |
False |
7,664 |
10 |
980-0 |
908-0 |
72-0 |
7.6% |
12-1 |
1.3% |
53% |
False |
False |
7,415 |
20 |
1012-0 |
908-0 |
104-0 |
11.0% |
12-4 |
1.3% |
37% |
False |
False |
5,492 |
40 |
1058-0 |
908-0 |
150-0 |
15.8% |
12-1 |
1.3% |
26% |
False |
False |
4,635 |
60 |
1058-0 |
891-0 |
167-0 |
17.6% |
12-2 |
1.3% |
33% |
False |
False |
3,906 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1019-1 |
2.618 |
995-4 |
1.618 |
981-0 |
1.000 |
972-0 |
0.618 |
966-4 |
HIGH |
957-4 |
0.618 |
952-0 |
0.500 |
950-2 |
0.382 |
948-4 |
LOW |
943-0 |
0.618 |
934-0 |
1.000 |
928-4 |
1.618 |
919-4 |
2.618 |
905-0 |
4.250 |
881-3 |
|
|
Fisher Pivots for day following 18-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
950-2 |
948-2 |
PP |
949-0 |
947-5 |
S1 |
947-6 |
947-1 |
|