CME Pit-Traded Soybean Future November 2009
Trading Metrics calculated at close of trading on 20-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2009 |
20-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
948-0 |
906-0 |
-42-0 |
-4.4% |
917-0 |
High |
948-0 |
907-0 |
-41-0 |
-4.3% |
950-0 |
Low |
934-0 |
896-0 |
-38-0 |
-4.1% |
916-4 |
Close |
935-0 |
903-0 |
-32-0 |
-3.4% |
935-0 |
Range |
14-0 |
11-0 |
-3-0 |
-21.4% |
33-4 |
ATR |
18-2 |
19-6 |
1-4 |
8.1% |
0-0 |
Volume |
25,789 |
22,742 |
-3,047 |
-11.8% |
116,569 |
|
Daily Pivots for day following 20-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
935-0 |
930-0 |
909-0 |
|
R3 |
924-0 |
919-0 |
906-0 |
|
R2 |
913-0 |
913-0 |
905-0 |
|
R1 |
908-0 |
908-0 |
904-0 |
905-0 |
PP |
902-0 |
902-0 |
902-0 |
900-4 |
S1 |
897-0 |
897-0 |
902-0 |
894-0 |
S2 |
891-0 |
891-0 |
901-0 |
|
S3 |
880-0 |
886-0 |
900-0 |
|
S4 |
869-0 |
875-0 |
897-0 |
|
|
Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1034-3 |
1018-1 |
953-3 |
|
R3 |
1000-7 |
984-5 |
944-2 |
|
R2 |
967-3 |
967-3 |
941-1 |
|
R1 |
951-1 |
951-1 |
938-1 |
959-2 |
PP |
933-7 |
933-7 |
933-7 |
937-7 |
S1 |
917-5 |
917-5 |
931-7 |
925-6 |
S2 |
900-3 |
900-3 |
928-7 |
|
S3 |
866-7 |
884-1 |
925-6 |
|
S4 |
833-3 |
850-5 |
916-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
950-0 |
896-0 |
54-0 |
6.0% |
11-7 |
1.3% |
13% |
False |
True |
23,296 |
10 |
950-0 |
896-0 |
54-0 |
6.0% |
12-5 |
1.4% |
13% |
False |
True |
23,351 |
20 |
950-0 |
838-0 |
112-0 |
12.4% |
13-4 |
1.5% |
58% |
False |
False |
20,941 |
40 |
950-0 |
784-0 |
166-0 |
18.4% |
15-1 |
1.7% |
72% |
False |
False |
16,758 |
60 |
968-0 |
784-0 |
184-0 |
20.4% |
16-2 |
1.8% |
65% |
False |
False |
14,422 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
953-6 |
2.618 |
935-6 |
1.618 |
924-6 |
1.000 |
918-0 |
0.618 |
913-6 |
HIGH |
907-0 |
0.618 |
902-6 |
0.500 |
901-4 |
0.382 |
900-2 |
LOW |
896-0 |
0.618 |
889-2 |
1.000 |
885-0 |
1.618 |
878-2 |
2.618 |
867-2 |
4.250 |
849-2 |
|
|
Fisher Pivots for day following 20-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
902-4 |
923-0 |
PP |
902-0 |
916-3 |
S1 |
901-4 |
909-5 |
|