CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 25-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2009 |
25-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
926-0 |
932-0 |
6-0 |
0.6% |
922-4 |
| High |
926-0 |
932-0 |
6-0 |
0.6% |
932-0 |
| Low |
926-0 |
932-0 |
6-0 |
0.6% |
910-0 |
| Close |
926-4 |
932-0 |
5-4 |
0.6% |
932-0 |
| Range |
|
|
|
|
|
| ATR |
18-0 |
17-1 |
-0-7 |
-5.0% |
0-0 |
| Volume |
4,214 |
3,295 |
-919 |
-21.8% |
25,677 |
|
| Daily Pivots for day following 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
932-0 |
932-0 |
932-0 |
|
| R3 |
932-0 |
932-0 |
932-0 |
|
| R2 |
932-0 |
932-0 |
932-0 |
|
| R1 |
932-0 |
932-0 |
932-0 |
932-0 |
| PP |
932-0 |
932-0 |
932-0 |
932-0 |
| S1 |
932-0 |
932-0 |
932-0 |
932-0 |
| S2 |
932-0 |
932-0 |
932-0 |
|
| S3 |
932-0 |
932-0 |
932-0 |
|
| S4 |
932-0 |
932-0 |
932-0 |
|
|
| 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 |
932-0 |
910-0 |
22-0 |
2.4% |
4-6 |
0.5% |
100% |
True |
False |
5,135 |
| 10 |
980-0 |
908-0 |
72-0 |
7.7% |
10-4 |
1.1% |
33% |
False |
False |
6,399 |
| 20 |
1010-0 |
908-0 |
102-0 |
10.9% |
10-6 |
1.1% |
24% |
False |
False |
5,931 |
| 40 |
1058-0 |
908-0 |
150-0 |
16.1% |
11-7 |
1.3% |
16% |
False |
False |
5,025 |
| 60 |
1058-0 |
891-0 |
167-0 |
17.9% |
12-0 |
1.3% |
25% |
False |
False |
4,198 |
| 80 |
1098-0 |
891-0 |
207-0 |
22.2% |
11-2 |
1.2% |
20% |
False |
False |
3,587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
932-0 |
|
2.618 |
932-0 |
|
1.618 |
932-0 |
|
1.000 |
932-0 |
|
0.618 |
932-0 |
|
HIGH |
932-0 |
|
0.618 |
932-0 |
|
0.500 |
932-0 |
|
0.382 |
932-0 |
|
LOW |
932-0 |
|
0.618 |
932-0 |
|
1.000 |
932-0 |
|
1.618 |
932-0 |
|
2.618 |
932-0 |
|
4.250 |
932-0 |
|
|
| Fisher Pivots for day following 25-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
932-0 |
928-3 |
| PP |
932-0 |
924-5 |
| S1 |
932-0 |
921-0 |
|