CME Pit-Traded Soybean Future March 2010
Trading Metrics calculated at close of trading on 21-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2009 |
21-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
948-0 |
922-4 |
-25-4 |
-2.7% |
910-0 |
High |
957-4 |
922-4 |
-35-0 |
-3.7% |
980-0 |
Low |
943-0 |
921-0 |
-22-0 |
-2.3% |
908-0 |
Close |
946-4 |
922-2 |
-24-2 |
-2.6% |
946-4 |
Range |
14-4 |
1-4 |
-13-0 |
-89.7% |
72-0 |
ATR |
20-0 |
20-4 |
0-3 |
1.9% |
0-0 |
Volume |
7,329 |
5,626 |
-1,703 |
-23.2% |
38,321 |
|
Daily Pivots for day following 21-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
926-3 |
925-7 |
923-1 |
|
R3 |
924-7 |
924-3 |
922-5 |
|
R2 |
923-3 |
923-3 |
922-4 |
|
R1 |
922-7 |
922-7 |
922-3 |
922-3 |
PP |
921-7 |
921-7 |
921-7 |
921-6 |
S1 |
921-3 |
921-3 |
922-1 |
920-7 |
S2 |
920-3 |
920-3 |
922-0 |
|
S3 |
918-7 |
919-7 |
921-7 |
|
S4 |
917-3 |
918-3 |
921-3 |
|
|
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 |
921-0 |
59-0 |
6.4% |
14-4 |
1.6% |
2% |
False |
True |
7,277 |
10 |
980-0 |
908-0 |
72-0 |
7.8% |
11-2 |
1.2% |
20% |
False |
False |
7,401 |
20 |
1012-0 |
908-0 |
104-0 |
11.3% |
11-4 |
1.3% |
14% |
False |
False |
5,617 |
40 |
1058-0 |
908-0 |
150-0 |
16.3% |
12-1 |
1.3% |
10% |
False |
False |
4,739 |
60 |
1058-0 |
891-0 |
167-0 |
18.1% |
12-2 |
1.3% |
19% |
False |
False |
3,964 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
928-7 |
2.618 |
926-3 |
1.618 |
924-7 |
1.000 |
924-0 |
0.618 |
923-3 |
HIGH |
922-4 |
0.618 |
921-7 |
0.500 |
921-6 |
0.382 |
921-5 |
LOW |
921-0 |
0.618 |
920-1 |
1.000 |
919-4 |
1.618 |
918-5 |
2.618 |
917-1 |
4.250 |
914-5 |
|
|
Fisher Pivots for day following 21-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
922-1 |
939-2 |
PP |
921-7 |
933-5 |
S1 |
921-6 |
927-7 |
|