CME Pit-Traded Soybean Future November 2009
Trading Metrics calculated at close of trading on 16-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2009 |
16-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
932-0 |
893-0 |
-39-0 |
-4.2% |
973-0 |
High |
938-0 |
900-0 |
-38-0 |
-4.1% |
982-4 |
Low |
900-0 |
885-0 |
-15-0 |
-1.7% |
882-0 |
Close |
904-4 |
890-0 |
-14-4 |
-1.6% |
917-0 |
Range |
38-0 |
15-0 |
-23-0 |
-60.5% |
100-4 |
ATR |
29-0 |
28-3 |
-0-5 |
-2.3% |
0-0 |
Volume |
64,743 |
84,496 |
19,753 |
30.5% |
459,980 |
|
Daily Pivots for day following 16-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
936-5 |
928-3 |
898-2 |
|
R3 |
921-5 |
913-3 |
894-1 |
|
R2 |
906-5 |
906-5 |
892-6 |
|
R1 |
898-3 |
898-3 |
891-3 |
895-0 |
PP |
891-5 |
891-5 |
891-5 |
890-0 |
S1 |
883-3 |
883-3 |
888-5 |
880-0 |
S2 |
876-5 |
876-5 |
887-2 |
|
S3 |
861-5 |
868-3 |
885-7 |
|
S4 |
846-5 |
853-3 |
881-6 |
|
|
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 |
938-0 |
885-0 |
53-0 |
6.0% |
23-4 |
2.6% |
9% |
False |
True |
76,338 |
10 |
1015-4 |
882-0 |
133-4 |
15.0% |
28-4 |
3.2% |
6% |
False |
False |
85,599 |
20 |
1053-4 |
882-0 |
171-4 |
19.3% |
25-7 |
2.9% |
5% |
False |
False |
72,036 |
40 |
1099-0 |
882-0 |
217-0 |
24.4% |
21-2 |
2.4% |
4% |
False |
False |
56,428 |
60 |
1099-0 |
882-0 |
217-0 |
24.4% |
20-1 |
2.3% |
4% |
False |
False |
46,195 |
80 |
1099-0 |
838-0 |
261-0 |
29.3% |
18-5 |
2.1% |
20% |
False |
False |
39,991 |
100 |
1099-0 |
784-0 |
315-0 |
35.4% |
18-3 |
2.1% |
34% |
False |
False |
34,536 |
120 |
1099-0 |
784-0 |
315-0 |
35.4% |
18-2 |
2.1% |
34% |
False |
False |
30,391 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
963-6 |
2.618 |
939-2 |
1.618 |
924-2 |
1.000 |
915-0 |
0.618 |
909-2 |
HIGH |
900-0 |
0.618 |
894-2 |
0.500 |
892-4 |
0.382 |
890-6 |
LOW |
885-0 |
0.618 |
875-6 |
1.000 |
870-0 |
1.618 |
860-6 |
2.618 |
845-6 |
4.250 |
821-2 |
|
|
Fisher Pivots for day following 16-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
892-4 |
911-4 |
PP |
891-5 |
904-3 |
S1 |
890-7 |
897-1 |
|