CME Pit-Traded Soybean Future November 2009
Trading Metrics calculated at close of trading on 24-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2009 |
24-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
930-0 |
928-0 |
-2-0 |
-0.2% |
906-0 |
High |
938-4 |
937-0 |
-1-4 |
-0.2% |
938-4 |
Low |
920-4 |
928-0 |
7-4 |
0.8% |
896-0 |
Close |
923-4 |
933-2 |
9-6 |
1.1% |
933-2 |
Range |
18-0 |
9-0 |
-9-0 |
-50.0% |
42-4 |
ATR |
20-1 |
19-5 |
-0-4 |
-2.4% |
0-0 |
Volume |
21,653 |
25,083 |
3,430 |
15.8% |
116,303 |
|
Daily Pivots for day following 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
959-6 |
955-4 |
938-2 |
|
R3 |
950-6 |
946-4 |
935-6 |
|
R2 |
941-6 |
941-6 |
934-7 |
|
R1 |
937-4 |
937-4 |
934-1 |
939-5 |
PP |
932-6 |
932-6 |
932-6 |
933-6 |
S1 |
928-4 |
928-4 |
932-3 |
930-5 |
S2 |
923-6 |
923-6 |
931-5 |
|
S3 |
914-6 |
919-4 |
930-6 |
|
S4 |
905-6 |
910-4 |
928-2 |
|
|
Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1050-1 |
1034-1 |
956-5 |
|
R3 |
1007-5 |
991-5 |
945-0 |
|
R2 |
965-1 |
965-1 |
941-0 |
|
R1 |
949-1 |
949-1 |
937-1 |
957-1 |
PP |
922-5 |
922-5 |
922-5 |
926-4 |
S1 |
906-5 |
906-5 |
929-3 |
914-5 |
S2 |
880-1 |
880-1 |
925-4 |
|
S3 |
837-5 |
864-1 |
921-4 |
|
S4 |
795-1 |
821-5 |
909-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
938-4 |
896-0 |
42-4 |
4.6% |
17-2 |
1.8% |
88% |
False |
False |
23,260 |
10 |
950-0 |
896-0 |
54-0 |
5.8% |
14-6 |
1.6% |
69% |
False |
False |
23,287 |
20 |
950-0 |
838-0 |
112-0 |
12.0% |
14-3 |
1.5% |
85% |
False |
False |
22,527 |
40 |
950-0 |
784-0 |
166-0 |
17.8% |
15-4 |
1.7% |
90% |
False |
False |
18,405 |
60 |
958-4 |
784-0 |
174-4 |
18.7% |
16-1 |
1.7% |
86% |
False |
False |
15,265 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
975-2 |
2.618 |
960-4 |
1.618 |
951-4 |
1.000 |
946-0 |
0.618 |
942-4 |
HIGH |
937-0 |
0.618 |
933-4 |
0.500 |
932-4 |
0.382 |
931-4 |
LOW |
928-0 |
0.618 |
922-4 |
1.000 |
919-0 |
1.618 |
913-4 |
2.618 |
904-4 |
4.250 |
889-6 |
|
|
Fisher Pivots for day following 24-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
933-0 |
931-6 |
PP |
932-6 |
930-2 |
S1 |
932-4 |
928-6 |
|