CME Pit-Traded Soybean Future November 2009
Trading Metrics calculated at close of trading on 28-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2009 |
28-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
893-0 |
915-0 |
22-0 |
2.5% |
906-0 |
High |
923-4 |
915-0 |
-8-4 |
-0.9% |
938-4 |
Low |
892-4 |
899-4 |
7-0 |
0.8% |
896-0 |
Close |
904-4 |
900-0 |
-4-4 |
-0.5% |
933-2 |
Range |
31-0 |
15-4 |
-15-4 |
-50.0% |
42-4 |
ATR |
21-1 |
20-6 |
-0-3 |
-1.9% |
0-0 |
Volume |
17,316 |
21,916 |
4,600 |
26.6% |
116,303 |
|
Daily Pivots for day following 28-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
951-3 |
941-1 |
908-4 |
|
R3 |
935-7 |
925-5 |
904-2 |
|
R2 |
920-3 |
920-3 |
902-7 |
|
R1 |
910-1 |
910-1 |
901-3 |
907-4 |
PP |
904-7 |
904-7 |
904-7 |
903-4 |
S1 |
894-5 |
894-5 |
898-5 |
892-0 |
S2 |
889-3 |
889-3 |
897-1 |
|
S3 |
873-7 |
879-1 |
895-6 |
|
S4 |
858-3 |
863-5 |
891-4 |
|
|
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 |
892-4 |
46-0 |
5.1% |
17-7 |
2.0% |
16% |
False |
False |
22,281 |
10 |
950-0 |
892-4 |
57-4 |
6.4% |
17-1 |
1.9% |
13% |
False |
False |
23,332 |
20 |
950-0 |
870-0 |
80-0 |
8.9% |
15-4 |
1.7% |
38% |
False |
False |
22,772 |
40 |
950-0 |
784-0 |
166-0 |
18.4% |
15-7 |
1.8% |
70% |
False |
False |
18,591 |
60 |
958-4 |
784-0 |
174-4 |
19.4% |
16-2 |
1.8% |
66% |
False |
False |
15,671 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
980-7 |
2.618 |
955-5 |
1.618 |
940-1 |
1.000 |
930-4 |
0.618 |
924-5 |
HIGH |
915-0 |
0.618 |
909-1 |
0.500 |
907-2 |
0.382 |
905-3 |
LOW |
899-4 |
0.618 |
889-7 |
1.000 |
884-0 |
1.618 |
874-3 |
2.618 |
858-7 |
4.250 |
833-5 |
|
|
Fisher Pivots for day following 28-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
907-2 |
914-6 |
PP |
904-7 |
909-7 |
S1 |
902-3 |
904-7 |
|