CME Pit-Traded Soybean Future March 2010
Trading Metrics calculated at close of trading on 02-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2009 |
02-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
930-0 |
910-0 |
-20-0 |
-2.2% |
926-0 |
High |
936-4 |
910-0 |
-26-4 |
-2.8% |
936-4 |
Low |
925-0 |
900-0 |
-25-0 |
-2.7% |
900-0 |
Close |
924-6 |
895-2 |
-29-4 |
-3.2% |
895-2 |
Range |
11-4 |
10-0 |
-1-4 |
-13.0% |
36-4 |
ATR |
15-3 |
16-1 |
0-5 |
4.3% |
0-0 |
Volume |
5,441 |
6,990 |
1,549 |
28.5% |
24,039 |
|
Daily Pivots for day following 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
931-6 |
923-4 |
900-6 |
|
R3 |
921-6 |
913-4 |
898-0 |
|
R2 |
911-6 |
911-6 |
897-1 |
|
R1 |
903-4 |
903-4 |
896-1 |
902-5 |
PP |
901-6 |
901-6 |
901-6 |
901-2 |
S1 |
893-4 |
893-4 |
894-3 |
892-5 |
S2 |
891-6 |
891-6 |
893-3 |
|
S3 |
881-6 |
883-4 |
892-4 |
|
S4 |
871-6 |
873-4 |
889-6 |
|
|
Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1020-1 |
994-1 |
915-3 |
|
R3 |
983-5 |
957-5 |
905-2 |
|
R2 |
947-1 |
947-1 |
902-0 |
|
R1 |
921-1 |
921-1 |
898-5 |
915-7 |
PP |
910-5 |
910-5 |
910-5 |
908-0 |
S1 |
884-5 |
884-5 |
891-7 |
879-3 |
S2 |
874-1 |
874-1 |
888-4 |
|
S3 |
837-5 |
848-1 |
885-2 |
|
S4 |
801-1 |
811-5 |
875-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
936-4 |
900-0 |
36-4 |
4.1% |
9-1 |
1.0% |
-13% |
False |
True |
4,807 |
10 |
936-4 |
900-0 |
36-4 |
4.1% |
6-7 |
0.8% |
-13% |
False |
True |
4,971 |
20 |
980-0 |
900-0 |
80-0 |
8.9% |
9-4 |
1.1% |
-6% |
False |
True |
6,193 |
40 |
1058-0 |
900-0 |
158-0 |
17.6% |
11-2 |
1.3% |
-3% |
False |
True |
4,956 |
60 |
1058-0 |
900-0 |
158-0 |
17.6% |
11-1 |
1.2% |
-3% |
False |
True |
4,393 |
80 |
1098-0 |
891-0 |
207-0 |
23.1% |
11-0 |
1.2% |
2% |
False |
False |
3,764 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
952-4 |
2.618 |
936-1 |
1.618 |
926-1 |
1.000 |
920-0 |
0.618 |
916-1 |
HIGH |
910-0 |
0.618 |
906-1 |
0.500 |
905-0 |
0.382 |
903-7 |
LOW |
900-0 |
0.618 |
893-7 |
1.000 |
890-0 |
1.618 |
883-7 |
2.618 |
873-7 |
4.250 |
857-4 |
|
|
Fisher Pivots for day following 02-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
905-0 |
918-2 |
PP |
901-6 |
910-5 |
S1 |
898-4 |
902-7 |
|