CME Pit-Traded Soybean Future November 2009
Trading Metrics calculated at close of trading on 17-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2009 |
17-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
893-0 |
910-0 |
17-0 |
1.9% |
902-0 |
High |
900-0 |
926-0 |
26-0 |
2.9% |
938-0 |
Low |
885-0 |
894-0 |
9-0 |
1.0% |
885-0 |
Close |
890-0 |
923-4 |
33-4 |
3.8% |
923-4 |
Range |
15-0 |
32-0 |
17-0 |
113.3% |
53-0 |
ATR |
28-3 |
28-7 |
0-4 |
1.9% |
0-0 |
Volume |
84,496 |
85,277 |
781 |
0.9% |
388,992 |
|
Daily Pivots for day following 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1010-4 |
999-0 |
941-1 |
|
R3 |
978-4 |
967-0 |
932-2 |
|
R2 |
946-4 |
946-4 |
929-3 |
|
R1 |
935-0 |
935-0 |
926-3 |
940-6 |
PP |
914-4 |
914-4 |
914-4 |
917-3 |
S1 |
903-0 |
903-0 |
920-5 |
908-6 |
S2 |
882-4 |
882-4 |
917-5 |
|
S3 |
850-4 |
871-0 |
914-6 |
|
S4 |
818-4 |
839-0 |
905-7 |
|
|
Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1074-4 |
1052-0 |
952-5 |
|
R3 |
1021-4 |
999-0 |
938-1 |
|
R2 |
968-4 |
968-4 |
933-2 |
|
R1 |
946-0 |
946-0 |
928-3 |
957-2 |
PP |
915-4 |
915-4 |
915-4 |
921-1 |
S1 |
893-0 |
893-0 |
918-5 |
904-2 |
S2 |
862-4 |
862-4 |
913-6 |
|
S3 |
809-4 |
840-0 |
908-7 |
|
S4 |
756-4 |
787-0 |
894-3 |
|
|
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 |
5.7% |
24-0 |
2.6% |
73% |
False |
False |
77,798 |
10 |
982-4 |
882-0 |
100-4 |
10.9% |
29-1 |
3.2% |
41% |
False |
False |
84,897 |
20 |
1047-0 |
882-0 |
165-0 |
17.9% |
26-6 |
2.9% |
25% |
False |
False |
73,833 |
40 |
1099-0 |
882-0 |
217-0 |
23.5% |
21-6 |
2.4% |
19% |
False |
False |
57,770 |
60 |
1099-0 |
882-0 |
217-0 |
23.5% |
20-4 |
2.2% |
19% |
False |
False |
47,192 |
80 |
1099-0 |
838-0 |
261-0 |
28.3% |
18-7 |
2.0% |
33% |
False |
False |
40,872 |
100 |
1099-0 |
784-0 |
315-0 |
34.1% |
18-5 |
2.0% |
44% |
False |
False |
35,329 |
120 |
1099-0 |
784-0 |
315-0 |
34.1% |
18-2 |
2.0% |
44% |
False |
False |
31,021 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1062-0 |
2.618 |
1009-6 |
1.618 |
977-6 |
1.000 |
958-0 |
0.618 |
945-6 |
HIGH |
926-0 |
0.618 |
913-6 |
0.500 |
910-0 |
0.382 |
906-2 |
LOW |
894-0 |
0.618 |
874-2 |
1.000 |
862-0 |
1.618 |
842-2 |
2.618 |
810-2 |
4.250 |
758-0 |
|
|
Fisher Pivots for day following 17-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
919-0 |
919-4 |
PP |
914-4 |
915-4 |
S1 |
910-0 |
911-4 |
|