CME Pit-Traded Soybean Future November 2009
Trading Metrics calculated at close of trading on 22-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2009 |
22-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
901-0 |
929-4 |
28-4 |
3.2% |
917-0 |
High |
933-0 |
935-0 |
2-0 |
0.2% |
950-0 |
Low |
901-0 |
919-0 |
18-0 |
2.0% |
916-4 |
Close |
931-0 |
924-0 |
-7-0 |
-0.8% |
935-0 |
Range |
32-0 |
16-0 |
-16-0 |
-50.0% |
33-4 |
ATR |
20-5 |
20-3 |
-0-3 |
-1.6% |
0-0 |
Volume |
21,385 |
25,440 |
4,055 |
19.0% |
116,569 |
|
Daily Pivots for day following 22-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
974-0 |
965-0 |
932-6 |
|
R3 |
958-0 |
949-0 |
928-3 |
|
R2 |
942-0 |
942-0 |
926-7 |
|
R1 |
933-0 |
933-0 |
925-4 |
929-4 |
PP |
926-0 |
926-0 |
926-0 |
924-2 |
S1 |
917-0 |
917-0 |
922-4 |
913-4 |
S2 |
910-0 |
910-0 |
921-1 |
|
S3 |
894-0 |
901-0 |
919-5 |
|
S4 |
878-0 |
885-0 |
915-2 |
|
|
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% |
16-7 |
1.8% |
52% |
False |
False |
23,625 |
10 |
950-0 |
896-0 |
54-0 |
5.8% |
15-0 |
1.6% |
52% |
False |
False |
23,124 |
20 |
950-0 |
838-0 |
112-0 |
12.1% |
14-2 |
1.5% |
77% |
False |
False |
21,912 |
40 |
950-0 |
784-0 |
166-0 |
18.0% |
16-0 |
1.7% |
84% |
False |
False |
17,535 |
60 |
958-4 |
784-0 |
174-4 |
18.9% |
16-1 |
1.7% |
80% |
False |
False |
14,851 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1003-0 |
2.618 |
976-7 |
1.618 |
960-7 |
1.000 |
951-0 |
0.618 |
944-7 |
HIGH |
935-0 |
0.618 |
928-7 |
0.500 |
927-0 |
0.382 |
925-1 |
LOW |
919-0 |
0.618 |
909-1 |
1.000 |
903-0 |
1.618 |
893-1 |
2.618 |
877-1 |
4.250 |
851-0 |
|
|
Fisher Pivots for day following 22-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
927-0 |
921-1 |
PP |
926-0 |
918-3 |
S1 |
925-0 |
915-4 |
|