CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 22-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2009 |
22-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
914-0 |
902-0 |
-12-0 |
-1.3% |
902-0 |
| High |
924-4 |
912-4 |
-12-0 |
-1.3% |
938-0 |
| Low |
896-4 |
898-0 |
1-4 |
0.2% |
885-0 |
| Close |
905-0 |
908-0 |
3-0 |
0.3% |
923-4 |
| Range |
28-0 |
14-4 |
-13-4 |
-48.2% |
53-0 |
| ATR |
28-2 |
27-2 |
-1-0 |
-3.5% |
0-0 |
| Volume |
61,721 |
77,115 |
15,394 |
24.9% |
388,992 |
|
| Daily Pivots for day following 22-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
949-5 |
943-3 |
916-0 |
|
| R3 |
935-1 |
928-7 |
912-0 |
|
| R2 |
920-5 |
920-5 |
910-5 |
|
| R1 |
914-3 |
914-3 |
909-3 |
917-4 |
| PP |
906-1 |
906-1 |
906-1 |
907-6 |
| S1 |
899-7 |
899-7 |
906-5 |
903-0 |
| S2 |
891-5 |
891-5 |
905-3 |
|
| S3 |
877-1 |
885-3 |
904-0 |
|
| S4 |
862-5 |
870-7 |
900-0 |
|
|
| 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 |
933-0 |
885-0 |
48-0 |
5.3% |
22-1 |
2.4% |
48% |
False |
False |
76,419 |
| 10 |
938-0 |
885-0 |
53-0 |
5.8% |
23-0 |
2.5% |
43% |
False |
False |
78,881 |
| 20 |
1028-0 |
882-0 |
146-0 |
16.1% |
25-6 |
2.8% |
18% |
False |
False |
77,109 |
| 40 |
1099-0 |
882-0 |
217-0 |
23.9% |
22-2 |
2.5% |
12% |
False |
False |
60,607 |
| 60 |
1099-0 |
882-0 |
217-0 |
23.9% |
20-4 |
2.3% |
12% |
False |
False |
49,663 |
| 80 |
1099-0 |
838-0 |
261-0 |
28.7% |
19-2 |
2.1% |
27% |
False |
False |
42,902 |
| 100 |
1099-0 |
784-0 |
315-0 |
34.7% |
18-6 |
2.1% |
39% |
False |
False |
37,137 |
| 120 |
1099-0 |
784-0 |
315-0 |
34.7% |
18-4 |
2.0% |
39% |
False |
False |
32,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
974-1 |
|
2.618 |
950-4 |
|
1.618 |
936-0 |
|
1.000 |
927-0 |
|
0.618 |
921-4 |
|
HIGH |
912-4 |
|
0.618 |
907-0 |
|
0.500 |
905-2 |
|
0.382 |
903-4 |
|
LOW |
898-0 |
|
0.618 |
889-0 |
|
1.000 |
883-4 |
|
1.618 |
874-4 |
|
2.618 |
860-0 |
|
4.250 |
836-3 |
|
|
| Fisher Pivots for day following 22-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
907-1 |
914-6 |
| PP |
906-1 |
912-4 |
| S1 |
905-2 |
910-2 |
|