CME Pit-Traded Soybean Future March 2010
Trading Metrics calculated at close of trading on 30-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2009 |
30-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
922-4 |
915-0 |
-7-4 |
-0.8% |
922-4 |
High |
922-4 |
934-0 |
11-4 |
1.2% |
932-0 |
Low |
922-4 |
915-0 |
-7-4 |
-0.8% |
910-0 |
Close |
922-4 |
933-4 |
11-0 |
1.2% |
932-0 |
Range |
0-0 |
19-0 |
19-0 |
|
22-0 |
ATR |
15-4 |
15-6 |
0-2 |
1.6% |
0-0 |
Volume |
4,467 |
4,468 |
1 |
0.0% |
25,677 |
|
Daily Pivots for day following 30-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
984-4 |
978-0 |
944-0 |
|
R3 |
965-4 |
959-0 |
938-6 |
|
R2 |
946-4 |
946-4 |
937-0 |
|
R1 |
940-0 |
940-0 |
935-2 |
943-2 |
PP |
927-4 |
927-4 |
927-4 |
929-1 |
S1 |
921-0 |
921-0 |
931-6 |
924-2 |
S2 |
908-4 |
908-4 |
930-0 |
|
S3 |
889-4 |
902-0 |
928-2 |
|
S4 |
870-4 |
883-0 |
923-0 |
|
|
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 |
934-0 |
915-0 |
19-0 |
2.0% |
4-6 |
0.5% |
97% |
True |
True |
3,823 |
10 |
957-4 |
910-0 |
47-4 |
5.1% |
6-2 |
0.7% |
49% |
False |
False |
5,255 |
20 |
980-0 |
908-0 |
72-0 |
7.7% |
9-6 |
1.0% |
35% |
False |
False |
5,999 |
40 |
1058-0 |
908-0 |
150-0 |
16.1% |
11-4 |
1.2% |
17% |
False |
False |
4,903 |
60 |
1058-0 |
891-0 |
167-0 |
17.9% |
11-1 |
1.2% |
25% |
False |
False |
4,285 |
80 |
1098-0 |
891-0 |
207-0 |
22.2% |
11-0 |
1.2% |
21% |
False |
False |
3,662 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1014-6 |
2.618 |
983-6 |
1.618 |
964-6 |
1.000 |
953-0 |
0.618 |
945-6 |
HIGH |
934-0 |
0.618 |
926-6 |
0.500 |
924-4 |
0.382 |
922-2 |
LOW |
915-0 |
0.618 |
903-2 |
1.000 |
896-0 |
1.618 |
884-2 |
2.618 |
865-2 |
4.250 |
834-2 |
|
|
Fisher Pivots for day following 30-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
930-4 |
930-4 |
PP |
927-4 |
927-4 |
S1 |
924-4 |
924-4 |
|