CME Pit-Traded Soybean Future March 2010
Trading Metrics calculated at close of trading on 22-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2009 |
22-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
922-4 |
916-0 |
-6-4 |
-0.7% |
910-0 |
High |
922-4 |
924-0 |
1-4 |
0.2% |
980-0 |
Low |
921-0 |
916-0 |
-5-0 |
-0.5% |
908-0 |
Close |
922-2 |
927-6 |
5-4 |
0.6% |
946-4 |
Range |
1-4 |
8-0 |
6-4 |
433.3% |
72-0 |
ATR |
20-4 |
19-4 |
-0-7 |
-4.3% |
0-0 |
Volume |
5,626 |
5,790 |
164 |
2.9% |
38,321 |
|
Daily Pivots for day following 22-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
946-5 |
945-1 |
932-1 |
|
R3 |
938-5 |
937-1 |
930-0 |
|
R2 |
930-5 |
930-5 |
929-2 |
|
R1 |
929-1 |
929-1 |
928-4 |
929-7 |
PP |
922-5 |
922-5 |
922-5 |
923-0 |
S1 |
921-1 |
921-1 |
927-0 |
921-7 |
S2 |
914-5 |
914-5 |
926-2 |
|
S3 |
906-5 |
913-1 |
925-4 |
|
S4 |
898-5 |
905-1 |
923-3 |
|
|
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 |
958-0 |
916-0 |
42-0 |
4.5% |
8-6 |
0.9% |
28% |
False |
True |
7,034 |
10 |
980-0 |
908-0 |
72-0 |
7.8% |
11-2 |
1.2% |
27% |
False |
False |
7,355 |
20 |
1012-0 |
908-0 |
104-0 |
11.2% |
11-3 |
1.2% |
19% |
False |
False |
5,680 |
40 |
1058-0 |
908-0 |
150-0 |
16.2% |
12-1 |
1.3% |
13% |
False |
False |
4,842 |
60 |
1058-0 |
891-0 |
167-0 |
18.0% |
12-3 |
1.3% |
22% |
False |
False |
4,035 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
958-0 |
2.618 |
945-0 |
1.618 |
937-0 |
1.000 |
932-0 |
0.618 |
929-0 |
HIGH |
924-0 |
0.618 |
921-0 |
0.500 |
920-0 |
0.382 |
919-0 |
LOW |
916-0 |
0.618 |
911-0 |
1.000 |
908-0 |
1.618 |
903-0 |
2.618 |
895-0 |
4.250 |
882-0 |
|
|
Fisher Pivots for day following 22-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
925-1 |
936-6 |
PP |
922-5 |
933-6 |
S1 |
920-0 |
930-6 |
|