CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 23-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2009 |
23-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
902-0 |
920-0 |
18-0 |
2.0% |
902-0 |
| High |
912-4 |
935-6 |
23-2 |
2.5% |
938-0 |
| Low |
898-0 |
912-4 |
14-4 |
1.6% |
885-0 |
| Close |
908-0 |
932-0 |
24-0 |
2.6% |
923-4 |
| Range |
14-4 |
23-2 |
8-6 |
60.3% |
53-0 |
| ATR |
27-2 |
27-3 |
0-0 |
0.1% |
0-0 |
| Volume |
77,115 |
58,897 |
-18,218 |
-23.6% |
388,992 |
|
| Daily Pivots for day following 23-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
996-4 |
987-4 |
944-6 |
|
| R3 |
973-2 |
964-2 |
938-3 |
|
| R2 |
950-0 |
950-0 |
936-2 |
|
| R1 |
941-0 |
941-0 |
934-1 |
945-4 |
| PP |
926-6 |
926-6 |
926-6 |
929-0 |
| S1 |
917-6 |
917-6 |
929-7 |
922-2 |
| S2 |
903-4 |
903-4 |
927-6 |
|
| S3 |
880-2 |
894-4 |
925-5 |
|
| S4 |
857-0 |
871-2 |
919-2 |
|
|
| 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 |
935-6 |
894-0 |
41-6 |
4.5% |
23-6 |
2.5% |
91% |
True |
False |
71,299 |
| 10 |
938-0 |
885-0 |
53-0 |
5.7% |
23-5 |
2.5% |
89% |
False |
False |
73,819 |
| 20 |
1028-0 |
882-0 |
146-0 |
15.7% |
26-1 |
2.8% |
34% |
False |
False |
77,461 |
| 40 |
1099-0 |
882-0 |
217-0 |
23.3% |
22-4 |
2.4% |
23% |
False |
False |
61,223 |
| 60 |
1099-0 |
882-0 |
217-0 |
23.3% |
20-5 |
2.2% |
23% |
False |
False |
50,280 |
| 80 |
1099-0 |
870-0 |
229-0 |
24.6% |
19-3 |
2.1% |
27% |
False |
False |
43,403 |
| 100 |
1099-0 |
784-0 |
315-0 |
33.8% |
18-6 |
2.0% |
47% |
False |
False |
37,604 |
| 120 |
1099-0 |
784-0 |
315-0 |
33.8% |
18-4 |
2.0% |
47% |
False |
False |
32,975 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1034-4 |
|
2.618 |
996-5 |
|
1.618 |
973-3 |
|
1.000 |
959-0 |
|
0.618 |
950-1 |
|
HIGH |
935-6 |
|
0.618 |
926-7 |
|
0.500 |
924-1 |
|
0.382 |
921-3 |
|
LOW |
912-4 |
|
0.618 |
898-1 |
|
1.000 |
889-2 |
|
1.618 |
874-7 |
|
2.618 |
851-5 |
|
4.250 |
813-6 |
|
|
| Fisher Pivots for day following 23-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
929-3 |
926-6 |
| PP |
926-6 |
921-3 |
| S1 |
924-1 |
916-1 |
|