CME Pit-Traded Soybean Future March 2010
Trading Metrics calculated at close of trading on 23-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2009 |
23-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
916-0 |
914-0 |
-2-0 |
-0.2% |
910-0 |
High |
924-0 |
924-0 |
0-0 |
0.0% |
980-0 |
Low |
916-0 |
910-0 |
-6-0 |
-0.7% |
908-0 |
Close |
927-6 |
926-0 |
-1-6 |
-0.2% |
946-4 |
Range |
8-0 |
14-0 |
6-0 |
75.0% |
72-0 |
ATR |
19-4 |
19-3 |
-0-1 |
-0.7% |
0-0 |
Volume |
5,790 |
6,752 |
962 |
16.6% |
38,321 |
|
Daily Pivots for day following 23-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
962-0 |
958-0 |
933-6 |
|
R3 |
948-0 |
944-0 |
929-7 |
|
R2 |
934-0 |
934-0 |
928-5 |
|
R1 |
930-0 |
930-0 |
927-2 |
932-0 |
PP |
920-0 |
920-0 |
920-0 |
921-0 |
S1 |
916-0 |
916-0 |
924-6 |
918-0 |
S2 |
906-0 |
906-0 |
923-3 |
|
S3 |
892-0 |
902-0 |
922-1 |
|
S4 |
878-0 |
888-0 |
918-2 |
|
|
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 |
957-4 |
910-0 |
47-4 |
5.1% |
7-5 |
0.8% |
34% |
False |
True |
6,687 |
10 |
980-0 |
908-0 |
72-0 |
7.8% |
11-7 |
1.3% |
25% |
False |
False |
7,166 |
20 |
1010-0 |
908-0 |
102-0 |
11.0% |
11-0 |
1.2% |
18% |
False |
False |
5,874 |
40 |
1058-0 |
908-0 |
150-0 |
16.2% |
12-4 |
1.4% |
12% |
False |
False |
4,975 |
60 |
1058-0 |
891-0 |
167-0 |
18.0% |
12-4 |
1.4% |
21% |
False |
False |
4,111 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
983-4 |
2.618 |
960-5 |
1.618 |
946-5 |
1.000 |
938-0 |
0.618 |
932-5 |
HIGH |
924-0 |
0.618 |
918-5 |
0.500 |
917-0 |
0.382 |
915-3 |
LOW |
910-0 |
0.618 |
901-3 |
1.000 |
896-0 |
1.618 |
887-3 |
2.618 |
873-3 |
4.250 |
850-4 |
|
|
Fisher Pivots for day following 23-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
923-0 |
923-0 |
PP |
920-0 |
920-0 |
S1 |
917-0 |
917-0 |
|