CME Pit-Traded Soybean Future November 2009
Trading Metrics calculated at close of trading on 07-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2009 |
07-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
915-0 |
906-0 |
-9-0 |
-1.0% |
843-0 |
High |
915-4 |
917-0 |
1-4 |
0.2% |
926-0 |
Low |
904-0 |
904-4 |
0-4 |
0.1% |
838-0 |
Close |
912-0 |
908-4 |
-3-4 |
-0.4% |
923-2 |
Range |
11-4 |
12-4 |
1-0 |
8.7% |
88-0 |
ATR |
22-1 |
21-4 |
-0-6 |
-3.1% |
0-0 |
Volume |
25,562 |
23,535 |
-2,027 |
-7.9% |
107,995 |
|
Daily Pivots for day following 07-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
947-4 |
940-4 |
915-3 |
|
R3 |
935-0 |
928-0 |
912-0 |
|
R2 |
922-4 |
922-4 |
910-6 |
|
R1 |
915-4 |
915-4 |
909-5 |
919-0 |
PP |
910-0 |
910-0 |
910-0 |
911-6 |
S1 |
903-0 |
903-0 |
907-3 |
906-4 |
S2 |
897-4 |
897-4 |
906-2 |
|
S3 |
885-0 |
890-4 |
905-0 |
|
S4 |
872-4 |
878-0 |
901-5 |
|
|
Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1159-6 |
1129-4 |
971-5 |
|
R3 |
1071-6 |
1041-4 |
947-4 |
|
R2 |
983-6 |
983-6 |
939-3 |
|
R1 |
953-4 |
953-4 |
931-3 |
968-5 |
PP |
895-6 |
895-6 |
895-6 |
903-2 |
S1 |
865-4 |
865-4 |
915-1 |
880-5 |
S2 |
807-6 |
807-6 |
907-1 |
|
S3 |
719-6 |
777-4 |
899-0 |
|
S4 |
631-6 |
689-4 |
874-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
926-0 |
889-4 |
36-4 |
4.0% |
12-4 |
1.4% |
52% |
False |
False |
24,911 |
10 |
926-0 |
838-0 |
88-0 |
9.7% |
13-3 |
1.5% |
80% |
False |
False |
20,700 |
20 |
926-0 |
816-0 |
110-0 |
12.1% |
16-2 |
1.8% |
84% |
False |
False |
18,109 |
40 |
948-0 |
784-0 |
164-0 |
18.1% |
15-5 |
1.7% |
76% |
False |
False |
13,989 |
60 |
1008-0 |
784-0 |
224-0 |
24.7% |
18-2 |
2.0% |
56% |
False |
False |
13,006 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
970-1 |
2.618 |
949-6 |
1.618 |
937-2 |
1.000 |
929-4 |
0.618 |
924-6 |
HIGH |
917-0 |
0.618 |
912-2 |
0.500 |
910-6 |
0.382 |
909-2 |
LOW |
904-4 |
0.618 |
896-6 |
1.000 |
892-0 |
1.618 |
884-2 |
2.618 |
871-6 |
4.250 |
851-3 |
|
|
Fisher Pivots for day following 07-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
910-6 |
914-2 |
PP |
910-0 |
912-3 |
S1 |
909-2 |
910-3 |
|