CME Pit-Traded Soybean Future November 2009
Trading Metrics calculated at close of trading on 23-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2009 |
23-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
929-4 |
930-0 |
0-4 |
0.1% |
917-0 |
High |
935-0 |
938-4 |
3-4 |
0.4% |
950-0 |
Low |
919-0 |
920-4 |
1-4 |
0.2% |
916-4 |
Close |
924-0 |
923-4 |
-0-4 |
-0.1% |
935-0 |
Range |
16-0 |
18-0 |
2-0 |
12.5% |
33-4 |
ATR |
20-3 |
20-1 |
-0-1 |
-0.8% |
0-0 |
Volume |
25,440 |
21,653 |
-3,787 |
-14.9% |
116,569 |
|
Daily Pivots for day following 23-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
981-4 |
970-4 |
933-3 |
|
R3 |
963-4 |
952-4 |
928-4 |
|
R2 |
945-4 |
945-4 |
926-6 |
|
R1 |
934-4 |
934-4 |
925-1 |
931-0 |
PP |
927-4 |
927-4 |
927-4 |
925-6 |
S1 |
916-4 |
916-4 |
921-7 |
913-0 |
S2 |
909-4 |
909-4 |
920-2 |
|
S3 |
891-4 |
898-4 |
918-4 |
|
S4 |
873-4 |
880-4 |
913-5 |
|
|
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 |
948-0 |
896-0 |
52-0 |
5.6% |
18-2 |
2.0% |
53% |
False |
False |
23,401 |
10 |
950-0 |
896-0 |
54-0 |
5.8% |
15-3 |
1.7% |
51% |
False |
False |
22,689 |
20 |
950-0 |
838-0 |
112-0 |
12.1% |
14-3 |
1.6% |
76% |
False |
False |
22,205 |
40 |
950-0 |
784-0 |
166-0 |
18.0% |
15-7 |
1.7% |
84% |
False |
False |
17,933 |
60 |
958-4 |
784-0 |
174-4 |
18.9% |
16-1 |
1.8% |
80% |
False |
False |
15,059 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1015-0 |
2.618 |
985-5 |
1.618 |
967-5 |
1.000 |
956-4 |
0.618 |
949-5 |
HIGH |
938-4 |
0.618 |
931-5 |
0.500 |
929-4 |
0.382 |
927-3 |
LOW |
920-4 |
0.618 |
909-3 |
1.000 |
902-4 |
1.618 |
891-3 |
2.618 |
873-3 |
4.250 |
844-0 |
|
|
Fisher Pivots for day following 23-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
929-4 |
922-2 |
PP |
927-4 |
921-0 |
S1 |
925-4 |
919-6 |
|