CME Pit-Traded Soybean Future November 2009
Trading Metrics calculated at close of trading on 24-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2009 |
24-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
920-0 |
925-0 |
5-0 |
0.5% |
930-0 |
High |
935-6 |
932-4 |
-3-2 |
-0.3% |
935-6 |
Low |
912-4 |
914-0 |
1-4 |
0.2% |
896-4 |
Close |
932-0 |
915-0 |
-17-0 |
-1.8% |
915-0 |
Range |
23-2 |
18-4 |
-4-6 |
-20.4% |
39-2 |
ATR |
27-3 |
26-6 |
-0-5 |
-2.3% |
0-0 |
Volume |
58,897 |
73,187 |
14,290 |
24.3% |
344,407 |
|
Daily Pivots for day following 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
976-0 |
964-0 |
925-1 |
|
R3 |
957-4 |
945-4 |
920-1 |
|
R2 |
939-0 |
939-0 |
918-3 |
|
R1 |
927-0 |
927-0 |
916-6 |
923-6 |
PP |
920-4 |
920-4 |
920-4 |
918-7 |
S1 |
908-4 |
908-4 |
913-2 |
905-2 |
S2 |
902-0 |
902-0 |
911-5 |
|
S3 |
883-4 |
890-0 |
909-7 |
|
S4 |
865-0 |
871-4 |
904-7 |
|
|
Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1033-4 |
1013-4 |
936-5 |
|
R3 |
994-2 |
974-2 |
925-6 |
|
R2 |
955-0 |
955-0 |
922-2 |
|
R1 |
935-0 |
935-0 |
918-5 |
925-3 |
PP |
915-6 |
915-6 |
915-6 |
911-0 |
S1 |
895-6 |
895-6 |
911-3 |
886-1 |
S2 |
876-4 |
876-4 |
907-6 |
|
S3 |
837-2 |
856-4 |
904-2 |
|
S4 |
798-0 |
817-2 |
893-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
935-6 |
896-4 |
39-2 |
4.3% |
21-0 |
2.3% |
47% |
False |
False |
68,881 |
10 |
938-0 |
885-0 |
53-0 |
5.8% |
22-4 |
2.5% |
57% |
False |
False |
73,339 |
20 |
1028-0 |
882-0 |
146-0 |
16.0% |
26-1 |
2.9% |
23% |
False |
False |
78,153 |
40 |
1099-0 |
882-0 |
217-0 |
23.7% |
22-6 |
2.5% |
15% |
False |
False |
62,201 |
60 |
1099-0 |
882-0 |
217-0 |
23.7% |
20-5 |
2.3% |
15% |
False |
False |
51,073 |
80 |
1099-0 |
882-0 |
217-0 |
23.7% |
19-2 |
2.1% |
15% |
False |
False |
44,147 |
100 |
1099-0 |
799-4 |
299-4 |
32.7% |
18-6 |
2.1% |
39% |
False |
False |
38,233 |
120 |
1099-0 |
784-0 |
315-0 |
34.4% |
18-4 |
2.0% |
42% |
False |
False |
33,486 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1011-1 |
2.618 |
980-7 |
1.618 |
962-3 |
1.000 |
951-0 |
0.618 |
943-7 |
HIGH |
932-4 |
0.618 |
925-3 |
0.500 |
923-2 |
0.382 |
921-1 |
LOW |
914-0 |
0.618 |
902-5 |
1.000 |
895-4 |
1.618 |
884-1 |
2.618 |
865-5 |
4.250 |
835-3 |
|
|
Fisher Pivots for day following 24-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
923-2 |
916-7 |
PP |
920-4 |
916-2 |
S1 |
917-6 |
915-5 |
|