CME Pit-Traded Soybean Future November 2009
Trading Metrics calculated at close of trading on 21-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2009 |
21-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
930-0 |
914-0 |
-16-0 |
-1.7% |
902-0 |
High |
933-0 |
924-4 |
-8-4 |
-0.9% |
938-0 |
Low |
912-0 |
896-4 |
-15-4 |
-1.7% |
885-0 |
Close |
923-0 |
905-0 |
-18-0 |
-2.0% |
923-4 |
Range |
21-0 |
28-0 |
7-0 |
33.3% |
53-0 |
ATR |
28-2 |
28-2 |
0-0 |
-0.1% |
0-0 |
Volume |
73,487 |
61,721 |
-11,766 |
-16.0% |
388,992 |
|
Daily Pivots for day following 21-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
992-5 |
976-7 |
920-3 |
|
R3 |
964-5 |
948-7 |
912-6 |
|
R2 |
936-5 |
936-5 |
910-1 |
|
R1 |
920-7 |
920-7 |
907-5 |
914-6 |
PP |
908-5 |
908-5 |
908-5 |
905-5 |
S1 |
892-7 |
892-7 |
902-3 |
886-6 |
S2 |
880-5 |
880-5 |
899-7 |
|
S3 |
852-5 |
864-7 |
897-2 |
|
S4 |
824-5 |
836-7 |
889-5 |
|
|
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 |
5.9% |
26-6 |
3.0% |
38% |
False |
False |
73,944 |
10 |
938-0 |
882-0 |
56-0 |
6.2% |
24-6 |
2.7% |
41% |
False |
False |
85,820 |
20 |
1028-0 |
882-0 |
146-0 |
16.1% |
26-0 |
2.9% |
16% |
False |
False |
76,398 |
40 |
1099-0 |
882-0 |
217-0 |
24.0% |
22-2 |
2.5% |
11% |
False |
False |
59,453 |
60 |
1099-0 |
882-0 |
217-0 |
24.0% |
20-6 |
2.3% |
11% |
False |
False |
48,667 |
80 |
1099-0 |
838-0 |
261-0 |
28.8% |
19-2 |
2.1% |
26% |
False |
False |
42,132 |
100 |
1099-0 |
784-0 |
315-0 |
34.8% |
18-6 |
2.1% |
38% |
False |
False |
36,562 |
120 |
1099-0 |
784-0 |
315-0 |
34.8% |
18-4 |
2.0% |
38% |
False |
False |
31,966 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1043-4 |
2.618 |
997-6 |
1.618 |
969-6 |
1.000 |
952-4 |
0.618 |
941-6 |
HIGH |
924-4 |
0.618 |
913-6 |
0.500 |
910-4 |
0.382 |
907-2 |
LOW |
896-4 |
0.618 |
879-2 |
1.000 |
868-4 |
1.618 |
851-2 |
2.618 |
823-2 |
4.250 |
777-4 |
|
|
Fisher Pivots for day following 21-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
910-4 |
913-4 |
PP |
908-5 |
910-5 |
S1 |
906-7 |
907-7 |
|