CME Pit-Traded Soybean Future November 2009
Trading Metrics calculated at close of trading on 21-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2009 |
21-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
906-0 |
901-0 |
-5-0 |
-0.6% |
917-0 |
High |
907-0 |
933-0 |
26-0 |
2.9% |
950-0 |
Low |
896-0 |
901-0 |
5-0 |
0.6% |
916-4 |
Close |
903-0 |
931-0 |
28-0 |
3.1% |
935-0 |
Range |
11-0 |
32-0 |
21-0 |
190.9% |
33-4 |
ATR |
19-6 |
20-5 |
0-7 |
4.4% |
0-0 |
Volume |
22,742 |
21,385 |
-1,357 |
-6.0% |
116,569 |
|
Daily Pivots for day following 21-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1017-5 |
1006-3 |
948-5 |
|
R3 |
985-5 |
974-3 |
939-6 |
|
R2 |
953-5 |
953-5 |
936-7 |
|
R1 |
942-3 |
942-3 |
933-7 |
948-0 |
PP |
921-5 |
921-5 |
921-5 |
924-4 |
S1 |
910-3 |
910-3 |
928-1 |
916-0 |
S2 |
889-5 |
889-5 |
925-1 |
|
S3 |
857-5 |
878-3 |
922-2 |
|
S4 |
825-5 |
846-3 |
913-3 |
|
|
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 |
5.8% |
16-2 |
1.8% |
65% |
False |
False |
24,382 |
10 |
950-0 |
896-0 |
54-0 |
5.8% |
14-6 |
1.6% |
65% |
False |
False |
22,934 |
20 |
950-0 |
838-0 |
112-0 |
12.0% |
14-1 |
1.5% |
83% |
False |
False |
21,380 |
40 |
950-0 |
784-0 |
166-0 |
17.8% |
15-6 |
1.7% |
89% |
False |
False |
17,048 |
60 |
968-0 |
784-0 |
184-0 |
19.8% |
16-3 |
1.8% |
80% |
False |
False |
14,588 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1069-0 |
2.618 |
1016-6 |
1.618 |
984-6 |
1.000 |
965-0 |
0.618 |
952-6 |
HIGH |
933-0 |
0.618 |
920-6 |
0.500 |
917-0 |
0.382 |
913-2 |
LOW |
901-0 |
0.618 |
881-2 |
1.000 |
869-0 |
1.618 |
849-2 |
2.618 |
817-2 |
4.250 |
765-0 |
|
|
Fisher Pivots for day following 21-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
926-3 |
928-0 |
PP |
921-5 |
925-0 |
S1 |
917-0 |
922-0 |
|