CME Pit-Traded Soybean Future March 2010
Trading Metrics calculated at close of trading on 01-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2009 |
01-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
915-0 |
930-0 |
15-0 |
1.6% |
922-4 |
High |
934-0 |
936-4 |
2-4 |
0.3% |
932-0 |
Low |
915-0 |
925-0 |
10-0 |
1.1% |
910-0 |
Close |
933-4 |
924-6 |
-8-6 |
-0.9% |
932-0 |
Range |
19-0 |
11-4 |
-7-4 |
-39.5% |
22-0 |
ATR |
15-6 |
15-3 |
-0-2 |
-1.9% |
0-0 |
Volume |
4,468 |
5,441 |
973 |
21.8% |
25,677 |
|
Daily Pivots for day following 01-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
963-2 |
955-4 |
931-1 |
|
R3 |
951-6 |
944-0 |
927-7 |
|
R2 |
940-2 |
940-2 |
926-7 |
|
R1 |
932-4 |
932-4 |
925-6 |
930-5 |
PP |
928-6 |
928-6 |
928-6 |
927-6 |
S1 |
921-0 |
921-0 |
923-6 |
919-1 |
S2 |
917-2 |
917-2 |
922-5 |
|
S3 |
905-6 |
909-4 |
921-5 |
|
S4 |
894-2 |
898-0 |
918-3 |
|
|
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 |
936-4 |
915-0 |
21-4 |
2.3% |
7-1 |
0.8% |
45% |
True |
False |
4,068 |
10 |
957-4 |
910-0 |
47-4 |
5.1% |
7-3 |
0.8% |
31% |
False |
False |
5,005 |
20 |
980-0 |
908-0 |
72-0 |
7.8% |
9-6 |
1.1% |
23% |
False |
False |
6,053 |
40 |
1058-0 |
908-0 |
150-0 |
16.2% |
11-2 |
1.2% |
11% |
False |
False |
4,902 |
60 |
1058-0 |
903-0 |
155-0 |
16.8% |
11-0 |
1.2% |
14% |
False |
False |
4,322 |
80 |
1098-0 |
891-0 |
207-0 |
22.4% |
11-0 |
1.2% |
16% |
False |
False |
3,704 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
985-3 |
2.618 |
966-5 |
1.618 |
955-1 |
1.000 |
948-0 |
0.618 |
943-5 |
HIGH |
936-4 |
0.618 |
932-1 |
0.500 |
930-6 |
0.382 |
929-3 |
LOW |
925-0 |
0.618 |
917-7 |
1.000 |
913-4 |
1.618 |
906-3 |
2.618 |
894-7 |
4.250 |
876-1 |
|
|
Fisher Pivots for day following 01-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
930-6 |
925-6 |
PP |
928-6 |
925-3 |
S1 |
926-6 |
925-1 |
|