CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 20-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2009 |
20-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
910-0 |
930-0 |
20-0 |
2.2% |
902-0 |
| High |
926-0 |
933-0 |
7-0 |
0.8% |
938-0 |
| Low |
894-0 |
912-0 |
18-0 |
2.0% |
885-0 |
| Close |
923-4 |
923-0 |
-0-4 |
-0.1% |
923-4 |
| Range |
32-0 |
21-0 |
-11-0 |
-34.4% |
53-0 |
| ATR |
28-7 |
28-2 |
-0-4 |
-1.9% |
0-0 |
| Volume |
85,277 |
73,487 |
-11,790 |
-13.8% |
388,992 |
|
| Daily Pivots for day following 20-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
985-5 |
975-3 |
934-4 |
|
| R3 |
964-5 |
954-3 |
928-6 |
|
| R2 |
943-5 |
943-5 |
926-7 |
|
| R1 |
933-3 |
933-3 |
924-7 |
928-0 |
| PP |
922-5 |
922-5 |
922-5 |
920-0 |
| S1 |
912-3 |
912-3 |
921-1 |
907-0 |
| S2 |
901-5 |
901-5 |
919-1 |
|
| S3 |
880-5 |
891-3 |
917-2 |
|
| S4 |
859-5 |
870-3 |
911-4 |
|
|
| 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% |
24-2 |
2.6% |
72% |
False |
False |
76,205 |
| 10 |
963-0 |
882-0 |
81-0 |
8.8% |
29-0 |
3.1% |
51% |
False |
False |
86,008 |
| 20 |
1028-0 |
882-0 |
146-0 |
15.8% |
25-5 |
2.8% |
28% |
False |
False |
75,588 |
| 40 |
1099-0 |
882-0 |
217-0 |
23.5% |
21-7 |
2.4% |
19% |
False |
False |
58,507 |
| 60 |
1099-0 |
882-0 |
217-0 |
23.5% |
20-4 |
2.2% |
19% |
False |
False |
48,056 |
| 80 |
1099-0 |
838-0 |
261-0 |
28.3% |
19-0 |
2.1% |
33% |
False |
False |
41,593 |
| 100 |
1099-0 |
784-0 |
315-0 |
34.1% |
18-5 |
2.0% |
44% |
False |
False |
36,007 |
| 120 |
1099-0 |
784-0 |
315-0 |
34.1% |
18-3 |
2.0% |
44% |
False |
False |
31,558 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1022-2 |
|
2.618 |
988-0 |
|
1.618 |
967-0 |
|
1.000 |
954-0 |
|
0.618 |
946-0 |
|
HIGH |
933-0 |
|
0.618 |
925-0 |
|
0.500 |
922-4 |
|
0.382 |
920-0 |
|
LOW |
912-0 |
|
0.618 |
899-0 |
|
1.000 |
891-0 |
|
1.618 |
878-0 |
|
2.618 |
857-0 |
|
4.250 |
822-6 |
|
|
| Fisher Pivots for day following 20-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
922-7 |
918-3 |
| PP |
922-5 |
913-5 |
| S1 |
922-4 |
909-0 |
|