CME Pit-Traded Soybean Future March 2010
Trading Metrics calculated at close of trading on 24-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2009 |
24-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
914-0 |
926-0 |
12-0 |
1.3% |
910-0 |
High |
924-0 |
926-0 |
2-0 |
0.2% |
980-0 |
Low |
910-0 |
926-0 |
16-0 |
1.8% |
908-0 |
Close |
926-0 |
926-4 |
0-4 |
0.1% |
946-4 |
Range |
14-0 |
0-0 |
-14-0 |
-100.0% |
72-0 |
ATR |
19-3 |
18-0 |
-1-3 |
-7.1% |
0-0 |
Volume |
6,752 |
4,214 |
-2,538 |
-37.6% |
38,321 |
|
Daily Pivots for day following 24-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
926-1 |
926-3 |
926-4 |
|
R3 |
926-1 |
926-3 |
926-4 |
|
R2 |
926-1 |
926-1 |
926-4 |
|
R1 |
926-3 |
926-3 |
926-4 |
926-2 |
PP |
926-1 |
926-1 |
926-1 |
926-1 |
S1 |
926-3 |
926-3 |
926-4 |
926-2 |
S2 |
926-1 |
926-1 |
926-4 |
|
S3 |
926-1 |
926-3 |
926-4 |
|
S4 |
926-1 |
926-3 |
926-4 |
|
|
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 |
957-4 |
910-0 |
47-4 |
5.1% |
7-5 |
0.8% |
35% |
False |
False |
5,942 |
10 |
980-0 |
908-0 |
72-0 |
7.8% |
11-0 |
1.2% |
26% |
False |
False |
6,833 |
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% |
12-3 |
1.3% |
12% |
False |
False |
4,989 |
60 |
1058-0 |
891-0 |
167-0 |
18.0% |
12-0 |
1.3% |
21% |
False |
False |
4,163 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
926-0 |
2.618 |
926-0 |
1.618 |
926-0 |
1.000 |
926-0 |
0.618 |
926-0 |
HIGH |
926-0 |
0.618 |
926-0 |
0.500 |
926-0 |
0.382 |
926-0 |
LOW |
926-0 |
0.618 |
926-0 |
1.000 |
926-0 |
1.618 |
926-0 |
2.618 |
926-0 |
4.250 |
926-0 |
|
|
Fisher Pivots for day following 24-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
926-3 |
923-5 |
PP |
926-1 |
920-7 |
S1 |
926-0 |
918-0 |
|