CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 16-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2009 |
16-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
945-4 |
951-0 |
5-4 |
0.6% |
940-4 |
| High |
980-0 |
958-0 |
-22-0 |
-2.2% |
948-4 |
| Low |
943-0 |
938-4 |
-4-4 |
-0.5% |
911-0 |
| Close |
967-4 |
956-6 |
-10-6 |
-1.1% |
915-4 |
| Range |
37-0 |
19-4 |
-17-4 |
-47.3% |
37-4 |
| ATR |
21-3 |
22-0 |
0-4 |
2.5% |
0-0 |
| Volume |
7,005 |
8,490 |
1,485 |
21.2% |
30,069 |
|
| Daily Pivots for day following 16-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1009-5 |
1002-5 |
967-4 |
|
| R3 |
990-1 |
983-1 |
962-1 |
|
| R2 |
970-5 |
970-5 |
960-3 |
|
| R1 |
963-5 |
963-5 |
958-4 |
967-1 |
| PP |
951-1 |
951-1 |
951-1 |
952-6 |
| S1 |
944-1 |
944-1 |
955-0 |
947-5 |
| S2 |
931-5 |
931-5 |
953-1 |
|
| S3 |
912-1 |
924-5 |
951-3 |
|
| S4 |
892-5 |
905-1 |
946-0 |
|
|
| 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 |
980-0 |
908-0 |
72-0 |
7.5% |
16-1 |
1.7% |
68% |
False |
False |
7,646 |
| 10 |
980-0 |
908-0 |
72-0 |
7.5% |
13-2 |
1.4% |
68% |
False |
False |
6,742 |
| 20 |
1012-0 |
908-0 |
104-0 |
10.9% |
12-4 |
1.3% |
47% |
False |
False |
5,132 |
| 40 |
1058-0 |
908-0 |
150-0 |
15.7% |
11-7 |
1.2% |
33% |
False |
False |
4,338 |
| 60 |
1058-0 |
891-0 |
167-0 |
17.5% |
12-2 |
1.3% |
39% |
False |
False |
3,706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1040-7 |
|
2.618 |
1009-0 |
|
1.618 |
989-4 |
|
1.000 |
977-4 |
|
0.618 |
970-0 |
|
HIGH |
958-0 |
|
0.618 |
950-4 |
|
0.500 |
948-2 |
|
0.382 |
946-0 |
|
LOW |
938-4 |
|
0.618 |
926-4 |
|
1.000 |
919-0 |
|
1.618 |
907-0 |
|
2.618 |
887-4 |
|
4.250 |
855-5 |
|
|
| Fisher Pivots for day following 16-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
953-7 |
952-4 |
| PP |
951-1 |
948-2 |
| S1 |
948-2 |
944-0 |
|