CME Pit-Traded Soybean Future November 2009
Trading Metrics calculated at close of trading on 01-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2009 |
01-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
883-0 |
904-0 |
21-0 |
2.4% |
913-0 |
High |
893-4 |
899-0 |
5-4 |
0.6% |
913-0 |
Low |
870-0 |
889-4 |
19-4 |
2.2% |
861-0 |
Close |
892-0 |
892-0 |
0-0 |
0.0% |
860-6 |
Range |
23-4 |
9-4 |
-14-0 |
-59.6% |
52-0 |
ATR |
23-0 |
22-1 |
-1-0 |
-4.2% |
0-0 |
Volume |
13,689 |
32,205 |
18,516 |
135.3% |
77,324 |
|
Daily Pivots for day following 01-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
922-0 |
916-4 |
897-2 |
|
R3 |
912-4 |
907-0 |
894-5 |
|
R2 |
903-0 |
903-0 |
893-6 |
|
R1 |
897-4 |
897-4 |
892-7 |
895-4 |
PP |
893-4 |
893-4 |
893-4 |
892-4 |
S1 |
888-0 |
888-0 |
891-1 |
886-0 |
S2 |
884-0 |
884-0 |
890-2 |
|
S3 |
874-4 |
878-4 |
889-3 |
|
S4 |
865-0 |
869-0 |
886-6 |
|
|
Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1034-2 |
999-4 |
889-3 |
|
R3 |
982-2 |
947-4 |
875-0 |
|
R2 |
930-2 |
930-2 |
870-2 |
|
R1 |
895-4 |
895-4 |
865-4 |
886-7 |
PP |
878-2 |
878-2 |
878-2 |
874-0 |
S1 |
843-4 |
843-4 |
856-0 |
834-7 |
S2 |
826-2 |
826-2 |
851-2 |
|
S3 |
774-2 |
791-4 |
846-4 |
|
S4 |
722-2 |
739-4 |
832-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
899-0 |
838-0 |
61-0 |
6.8% |
13-0 |
1.5% |
89% |
True |
False |
19,773 |
10 |
913-0 |
838-0 |
75-0 |
8.4% |
14-4 |
1.6% |
72% |
False |
False |
18,112 |
20 |
913-0 |
799-4 |
113-4 |
12.7% |
16-5 |
1.9% |
81% |
False |
False |
15,622 |
40 |
958-4 |
784-0 |
174-4 |
19.6% |
16-3 |
1.8% |
62% |
False |
False |
12,767 |
60 |
1038-0 |
784-0 |
254-0 |
28.5% |
18-4 |
2.1% |
43% |
False |
False |
12,026 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
939-3 |
2.618 |
923-7 |
1.618 |
914-3 |
1.000 |
908-4 |
0.618 |
904-7 |
HIGH |
899-0 |
0.618 |
895-3 |
0.500 |
894-2 |
0.382 |
893-1 |
LOW |
889-4 |
0.618 |
883-5 |
1.000 |
880-0 |
1.618 |
874-1 |
2.618 |
864-5 |
4.250 |
849-1 |
|
|
Fisher Pivots for day following 01-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
894-2 |
884-1 |
PP |
893-4 |
876-3 |
S1 |
892-6 |
868-4 |
|