CME Pit-Traded Soybean Future November 2009
Trading Metrics calculated at close of trading on 09-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2009 |
09-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
908-0 |
934-0 |
26-0 |
2.9% |
843-0 |
High |
917-0 |
934-0 |
17-0 |
1.9% |
926-0 |
Low |
902-4 |
918-0 |
15-4 |
1.7% |
838-0 |
Close |
916-0 |
922-0 |
6-0 |
0.7% |
923-2 |
Range |
14-4 |
16-0 |
1-4 |
10.3% |
88-0 |
ATR |
21-0 |
20-6 |
-0-2 |
-1.0% |
0-0 |
Volume |
26,006 |
19,103 |
-6,903 |
-26.5% |
107,995 |
|
Daily Pivots for day following 09-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
972-5 |
963-3 |
930-6 |
|
R3 |
956-5 |
947-3 |
926-3 |
|
R2 |
940-5 |
940-5 |
924-7 |
|
R1 |
931-3 |
931-3 |
923-4 |
928-0 |
PP |
924-5 |
924-5 |
924-5 |
923-0 |
S1 |
915-3 |
915-3 |
920-4 |
912-0 |
S2 |
908-5 |
908-5 |
919-1 |
|
S3 |
892-5 |
899-3 |
917-5 |
|
S4 |
876-5 |
883-3 |
913-2 |
|
|
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 |
934-0 |
902-4 |
31-4 |
3.4% |
14-0 |
1.5% |
62% |
True |
False |
23,982 |
10 |
934-0 |
838-0 |
96-0 |
10.4% |
14-0 |
1.5% |
88% |
True |
False |
21,768 |
20 |
934-0 |
820-0 |
114-0 |
12.4% |
15-5 |
1.7% |
89% |
True |
False |
19,144 |
40 |
934-0 |
784-0 |
150-0 |
16.3% |
15-4 |
1.7% |
92% |
True |
False |
14,751 |
60 |
985-0 |
784-0 |
201-0 |
21.8% |
17-5 |
1.9% |
69% |
False |
False |
13,309 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1002-0 |
2.618 |
975-7 |
1.618 |
959-7 |
1.000 |
950-0 |
0.618 |
943-7 |
HIGH |
934-0 |
0.618 |
927-7 |
0.500 |
926-0 |
0.382 |
924-1 |
LOW |
918-0 |
0.618 |
908-1 |
1.000 |
902-0 |
1.618 |
892-1 |
2.618 |
876-1 |
4.250 |
850-0 |
|
|
Fisher Pivots for day following 09-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
926-0 |
920-6 |
PP |
924-5 |
919-4 |
S1 |
923-3 |
918-2 |
|