CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 14-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2009 |
14-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
902-0 |
916-0 |
14-0 |
1.6% |
973-0 |
| High |
912-0 |
923-0 |
11-0 |
1.2% |
982-4 |
| Low |
892-4 |
907-4 |
15-0 |
1.7% |
882-0 |
| Close |
911-4 |
918-0 |
6-4 |
0.7% |
917-0 |
| Range |
19-4 |
15-4 |
-4-0 |
-20.5% |
100-4 |
| ATR |
29-2 |
28-2 |
-1-0 |
-3.4% |
0-0 |
| Volume |
81,452 |
73,024 |
-8,428 |
-10.3% |
459,980 |
|
| Daily Pivots for day following 14-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
962-5 |
955-7 |
926-4 |
|
| R3 |
947-1 |
940-3 |
922-2 |
|
| R2 |
931-5 |
931-5 |
920-7 |
|
| R1 |
924-7 |
924-7 |
919-3 |
928-2 |
| PP |
916-1 |
916-1 |
916-1 |
917-7 |
| S1 |
909-3 |
909-3 |
916-5 |
912-6 |
| S2 |
900-5 |
900-5 |
915-1 |
|
| S3 |
885-1 |
893-7 |
913-6 |
|
| S4 |
869-5 |
878-3 |
909-4 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1228-5 |
1173-3 |
972-2 |
|
| R3 |
1128-1 |
1072-7 |
944-5 |
|
| R2 |
1027-5 |
1027-5 |
935-3 |
|
| R1 |
972-3 |
972-3 |
926-2 |
949-6 |
| PP |
927-1 |
927-1 |
927-1 |
915-7 |
| S1 |
871-7 |
871-7 |
907-6 |
849-2 |
| S2 |
826-5 |
826-5 |
898-5 |
|
| S3 |
726-1 |
771-3 |
889-3 |
|
| S4 |
625-5 |
670-7 |
861-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
923-0 |
882-0 |
41-0 |
4.5% |
22-6 |
2.5% |
88% |
True |
False |
97,696 |
| 10 |
1028-0 |
882-0 |
146-0 |
15.9% |
30-3 |
3.3% |
25% |
False |
False |
86,305 |
| 20 |
1053-4 |
882-0 |
171-4 |
18.7% |
25-6 |
2.8% |
21% |
False |
False |
68,729 |
| 40 |
1099-0 |
882-0 |
217-0 |
23.6% |
20-4 |
2.2% |
17% |
False |
False |
53,857 |
| 60 |
1099-0 |
882-0 |
217-0 |
23.6% |
20-0 |
2.2% |
17% |
False |
False |
44,443 |
| 80 |
1099-0 |
838-0 |
261-0 |
28.4% |
18-3 |
2.0% |
31% |
False |
False |
38,610 |
| 100 |
1099-0 |
784-0 |
315-0 |
34.3% |
18-1 |
2.0% |
43% |
False |
False |
33,241 |
| 120 |
1099-0 |
784-0 |
315-0 |
34.3% |
18-2 |
2.0% |
43% |
False |
False |
29,316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
988-7 |
|
2.618 |
963-5 |
|
1.618 |
948-1 |
|
1.000 |
938-4 |
|
0.618 |
932-5 |
|
HIGH |
923-0 |
|
0.618 |
917-1 |
|
0.500 |
915-2 |
|
0.382 |
913-3 |
|
LOW |
907-4 |
|
0.618 |
897-7 |
|
1.000 |
892-0 |
|
1.618 |
882-3 |
|
2.618 |
866-7 |
|
4.250 |
841-5 |
|
|
| Fisher Pivots for day following 14-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
917-1 |
913-7 |
| PP |
916-1 |
909-7 |
| S1 |
915-2 |
905-6 |
|