CME Pit-Traded Soybean Future November 2009
Trading Metrics calculated at close of trading on 14-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2009 |
14-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
917-0 |
934-0 |
17-0 |
1.9% |
915-0 |
High |
929-0 |
940-0 |
11-0 |
1.2% |
934-0 |
Low |
916-4 |
930-0 |
13-4 |
1.5% |
902-4 |
Close |
927-2 |
939-2 |
12-0 |
1.3% |
922-0 |
Range |
12-4 |
10-0 |
-2-4 |
-20.0% |
31-4 |
ATR |
20-1 |
19-5 |
-0-4 |
-2.6% |
0-0 |
Volume |
22,829 |
15,954 |
-6,875 |
-30.1% |
94,206 |
|
Daily Pivots for day following 14-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
966-3 |
962-7 |
944-6 |
|
R3 |
956-3 |
952-7 |
942-0 |
|
R2 |
946-3 |
946-3 |
941-1 |
|
R1 |
942-7 |
942-7 |
940-1 |
944-5 |
PP |
936-3 |
936-3 |
936-3 |
937-2 |
S1 |
932-7 |
932-7 |
938-3 |
934-5 |
S2 |
926-3 |
926-3 |
937-3 |
|
S3 |
916-3 |
922-7 |
936-4 |
|
S4 |
906-3 |
912-7 |
933-6 |
|
|
Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1014-0 |
999-4 |
939-3 |
|
R3 |
982-4 |
968-0 |
930-5 |
|
R2 |
951-0 |
951-0 |
927-6 |
|
R1 |
936-4 |
936-4 |
924-7 |
943-6 |
PP |
919-4 |
919-4 |
919-4 |
923-1 |
S1 |
905-0 |
905-0 |
919-1 |
912-2 |
S2 |
888-0 |
888-0 |
916-2 |
|
S3 |
856-4 |
873-4 |
913-3 |
|
S4 |
825-0 |
842-0 |
904-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
940-0 |
902-4 |
37-4 |
4.0% |
13-1 |
1.4% |
98% |
True |
False |
21,485 |
10 |
940-0 |
870-0 |
70-0 |
7.5% |
13-7 |
1.5% |
99% |
True |
False |
22,213 |
20 |
940-0 |
838-0 |
102-0 |
10.9% |
13-6 |
1.5% |
99% |
True |
False |
19,684 |
40 |
940-0 |
784-0 |
156-0 |
16.6% |
15-3 |
1.6% |
100% |
True |
False |
15,278 |
60 |
984-0 |
784-0 |
200-0 |
21.3% |
17-0 |
1.8% |
78% |
False |
False |
13,544 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
982-4 |
2.618 |
966-1 |
1.618 |
956-1 |
1.000 |
950-0 |
0.618 |
946-1 |
HIGH |
940-0 |
0.618 |
936-1 |
0.500 |
935-0 |
0.382 |
933-7 |
LOW |
930-0 |
0.618 |
923-7 |
1.000 |
920-0 |
1.618 |
913-7 |
2.618 |
903-7 |
4.250 |
887-4 |
|
|
Fisher Pivots for day following 14-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
937-7 |
935-5 |
PP |
936-3 |
931-7 |
S1 |
935-0 |
928-2 |
|