CME Pit-Traded Soybean Future March 2010
Trading Metrics calculated at close of trading on 28-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2009 |
28-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
932-0 |
926-0 |
-6-0 |
-0.6% |
922-4 |
High |
932-0 |
928-0 |
-4-0 |
-0.4% |
932-0 |
Low |
932-0 |
923-0 |
-9-0 |
-1.0% |
910-0 |
Close |
932-0 |
924-0 |
-8-0 |
-0.9% |
932-0 |
Range |
0-0 |
5-0 |
5-0 |
|
22-0 |
ATR |
17-1 |
16-4 |
-0-5 |
-3.4% |
0-0 |
Volume |
3,295 |
2,673 |
-622 |
-18.9% |
25,677 |
|
Daily Pivots for day following 28-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
940-0 |
937-0 |
926-6 |
|
R3 |
935-0 |
932-0 |
925-3 |
|
R2 |
930-0 |
930-0 |
924-7 |
|
R1 |
927-0 |
927-0 |
924-4 |
926-0 |
PP |
925-0 |
925-0 |
925-0 |
924-4 |
S1 |
922-0 |
922-0 |
923-4 |
921-0 |
S2 |
920-0 |
920-0 |
923-1 |
|
S3 |
915-0 |
917-0 |
922-5 |
|
S4 |
910-0 |
912-0 |
921-2 |
|
|
Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
990-5 |
983-3 |
944-1 |
|
R3 |
968-5 |
961-3 |
938-0 |
|
R2 |
946-5 |
946-5 |
936-0 |
|
R1 |
939-3 |
939-3 |
934-0 |
943-0 |
PP |
924-5 |
924-5 |
924-5 |
926-4 |
S1 |
917-3 |
917-3 |
930-0 |
921-0 |
S2 |
902-5 |
902-5 |
928-0 |
|
S3 |
880-5 |
895-3 |
926-0 |
|
S4 |
858-5 |
873-3 |
919-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
932-0 |
910-0 |
22-0 |
2.4% |
5-3 |
0.6% |
64% |
False |
False |
4,544 |
10 |
980-0 |
910-0 |
70-0 |
7.6% |
10-0 |
1.1% |
20% |
False |
False |
5,911 |
20 |
981-4 |
908-0 |
73-4 |
8.0% |
10-2 |
1.1% |
22% |
False |
False |
5,928 |
40 |
1058-0 |
908-0 |
150-0 |
16.2% |
11-7 |
1.3% |
11% |
False |
False |
4,955 |
60 |
1058-0 |
891-0 |
167-0 |
18.1% |
11-7 |
1.3% |
20% |
False |
False |
4,190 |
80 |
1098-0 |
891-0 |
207-0 |
22.4% |
11-0 |
1.2% |
16% |
False |
False |
3,602 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
949-2 |
2.618 |
941-1 |
1.618 |
936-1 |
1.000 |
933-0 |
0.618 |
931-1 |
HIGH |
928-0 |
0.618 |
926-1 |
0.500 |
925-4 |
0.382 |
924-7 |
LOW |
923-0 |
0.618 |
919-7 |
1.000 |
918-0 |
1.618 |
914-7 |
2.618 |
909-7 |
4.250 |
901-6 |
|
|
Fisher Pivots for day following 28-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
925-4 |
927-4 |
PP |
925-0 |
926-3 |
S1 |
924-4 |
925-1 |
|