CME Pit-Traded Soybean Future November 2009
Trading Metrics calculated at close of trading on 29-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2009 |
29-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
915-0 |
915-0 |
0-0 |
0.0% |
906-0 |
High |
915-0 |
933-0 |
18-0 |
2.0% |
938-4 |
Low |
899-4 |
911-0 |
11-4 |
1.3% |
896-0 |
Close |
900-0 |
932-4 |
32-4 |
3.6% |
933-2 |
Range |
15-4 |
22-0 |
6-4 |
41.9% |
42-4 |
ATR |
20-6 |
21-5 |
0-7 |
4.2% |
0-0 |
Volume |
21,916 |
25,601 |
3,685 |
16.8% |
116,303 |
|
Daily Pivots for day following 29-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
991-4 |
984-0 |
944-5 |
|
R3 |
969-4 |
962-0 |
938-4 |
|
R2 |
947-4 |
947-4 |
936-4 |
|
R1 |
940-0 |
940-0 |
934-4 |
943-6 |
PP |
925-4 |
925-4 |
925-4 |
927-3 |
S1 |
918-0 |
918-0 |
930-4 |
921-6 |
S2 |
903-4 |
903-4 |
928-4 |
|
S3 |
881-4 |
896-0 |
926-4 |
|
S4 |
859-4 |
874-0 |
920-3 |
|
|
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 |
4.9% |
19-1 |
2.0% |
87% |
False |
False |
22,313 |
10 |
950-0 |
892-4 |
57-4 |
6.2% |
18-0 |
1.9% |
70% |
False |
False |
22,969 |
20 |
950-0 |
889-4 |
60-4 |
6.5% |
15-3 |
1.7% |
71% |
False |
False |
23,368 |
40 |
950-0 |
799-4 |
150-4 |
16.1% |
16-1 |
1.7% |
88% |
False |
False |
18,973 |
60 |
958-4 |
784-0 |
174-4 |
18.7% |
16-2 |
1.7% |
85% |
False |
False |
15,898 |
80 |
1038-0 |
784-0 |
254-0 |
27.2% |
17-6 |
1.9% |
58% |
False |
False |
14,487 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1026-4 |
2.618 |
990-5 |
1.618 |
968-5 |
1.000 |
955-0 |
0.618 |
946-5 |
HIGH |
933-0 |
0.618 |
924-5 |
0.500 |
922-0 |
0.382 |
919-3 |
LOW |
911-0 |
0.618 |
897-3 |
1.000 |
889-0 |
1.618 |
875-3 |
2.618 |
853-3 |
4.250 |
817-4 |
|
|
Fisher Pivots for day following 29-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
929-0 |
925-7 |
PP |
925-4 |
919-3 |
S1 |
922-0 |
912-6 |
|