CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 11-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2009 |
11-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
939-4 |
916-0 |
-23-4 |
-2.5% |
940-4 |
| High |
945-4 |
916-0 |
-29-4 |
-3.1% |
948-4 |
| Low |
937-4 |
911-0 |
-26-4 |
-2.8% |
911-0 |
| Close |
938-6 |
915-4 |
-23-2 |
-2.5% |
915-4 |
| Range |
8-0 |
5-0 |
-3-0 |
-37.5% |
37-4 |
| ATR |
18-2 |
18-7 |
0-5 |
3.8% |
0-0 |
| Volume |
7,546 |
7,632 |
86 |
1.1% |
30,069 |
|
| Daily Pivots for day following 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
929-1 |
927-3 |
918-2 |
|
| R3 |
924-1 |
922-3 |
916-7 |
|
| R2 |
919-1 |
919-1 |
916-3 |
|
| R1 |
917-3 |
917-3 |
916-0 |
915-6 |
| PP |
914-1 |
914-1 |
914-1 |
913-3 |
| S1 |
912-3 |
912-3 |
915-0 |
910-6 |
| S2 |
909-1 |
909-1 |
914-5 |
|
| S3 |
904-1 |
907-3 |
914-1 |
|
| S4 |
899-1 |
902-3 |
912-6 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1037-4 |
1014-0 |
936-1 |
|
| R3 |
1000-0 |
976-4 |
925-6 |
|
| R2 |
962-4 |
962-4 |
922-3 |
|
| R1 |
939-0 |
939-0 |
919-0 |
932-0 |
| PP |
925-0 |
925-0 |
925-0 |
921-4 |
| S1 |
901-4 |
901-4 |
912-0 |
894-4 |
| S2 |
887-4 |
887-4 |
908-5 |
|
| S3 |
850-0 |
864-0 |
905-2 |
|
| S4 |
812-4 |
826-4 |
894-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
948-4 |
911-0 |
37-4 |
4.1% |
7-7 |
0.9% |
12% |
False |
True |
7,166 |
| 10 |
1010-0 |
911-0 |
99-0 |
10.8% |
10-7 |
1.2% |
5% |
False |
True |
5,463 |
| 20 |
1012-0 |
911-0 |
101-0 |
11.0% |
10-7 |
1.2% |
4% |
False |
True |
4,630 |
| 40 |
1058-0 |
910-0 |
148-0 |
16.2% |
11-2 |
1.2% |
4% |
False |
False |
4,022 |
| 60 |
1058-0 |
891-0 |
167-0 |
18.2% |
11-3 |
1.2% |
15% |
False |
False |
3,433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
937-2 |
|
2.618 |
929-1 |
|
1.618 |
924-1 |
|
1.000 |
921-0 |
|
0.618 |
919-1 |
|
HIGH |
916-0 |
|
0.618 |
914-1 |
|
0.500 |
913-4 |
|
0.382 |
912-7 |
|
LOW |
911-0 |
|
0.618 |
907-7 |
|
1.000 |
906-0 |
|
1.618 |
902-7 |
|
2.618 |
897-7 |
|
4.250 |
889-6 |
|
|
| Fisher Pivots for day following 11-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
914-7 |
929-4 |
| PP |
914-1 |
924-7 |
| S1 |
913-4 |
920-1 |
|