CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 29-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2009 |
29-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
914-0 |
914-0 |
0-0 |
0.0% |
930-0 |
| High |
932-0 |
917-0 |
-15-0 |
-1.6% |
935-6 |
| Low |
912-4 |
906-4 |
-6-0 |
-0.7% |
896-4 |
| Close |
927-0 |
916-0 |
-11-0 |
-1.2% |
915-0 |
| Range |
19-4 |
10-4 |
-9-0 |
-46.2% |
39-2 |
| ATR |
25-6 |
25-3 |
-0-3 |
-1.4% |
0-0 |
| Volume |
49,624 |
85,601 |
35,977 |
72.5% |
344,407 |
|
| Daily Pivots for day following 29-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
944-5 |
940-7 |
921-6 |
|
| R3 |
934-1 |
930-3 |
918-7 |
|
| R2 |
923-5 |
923-5 |
917-7 |
|
| R1 |
919-7 |
919-7 |
917-0 |
921-6 |
| PP |
913-1 |
913-1 |
913-1 |
914-1 |
| S1 |
909-3 |
909-3 |
915-0 |
911-2 |
| S2 |
902-5 |
902-5 |
914-1 |
|
| S3 |
892-1 |
898-7 |
913-1 |
|
| S4 |
881-5 |
888-3 |
910-2 |
|
|
| 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 |
902-0 |
33-6 |
3.7% |
16-6 |
1.8% |
41% |
False |
False |
63,019 |
| 10 |
935-6 |
885-0 |
50-6 |
5.5% |
19-3 |
2.1% |
61% |
False |
False |
69,719 |
| 20 |
1028-0 |
882-0 |
146-0 |
15.9% |
24-6 |
2.7% |
23% |
False |
False |
78,271 |
| 40 |
1099-0 |
882-0 |
217-0 |
23.7% |
23-0 |
2.5% |
16% |
False |
False |
64,312 |
| 60 |
1099-0 |
882-0 |
217-0 |
23.7% |
20-2 |
2.2% |
16% |
False |
False |
52,635 |
| 80 |
1099-0 |
882-0 |
217-0 |
23.7% |
19-3 |
2.1% |
16% |
False |
False |
45,491 |
| 100 |
1099-0 |
816-0 |
283-0 |
30.9% |
18-7 |
2.1% |
35% |
False |
False |
39,666 |
| 120 |
1099-0 |
784-0 |
315-0 |
34.4% |
18-2 |
2.0% |
42% |
False |
False |
34,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
961-5 |
|
2.618 |
944-4 |
|
1.618 |
934-0 |
|
1.000 |
927-4 |
|
0.618 |
923-4 |
|
HIGH |
917-0 |
|
0.618 |
913-0 |
|
0.500 |
911-6 |
|
0.382 |
910-4 |
|
LOW |
906-4 |
|
0.618 |
900-0 |
|
1.000 |
896-0 |
|
1.618 |
889-4 |
|
2.618 |
879-0 |
|
4.250 |
861-7 |
|
|
| Fisher Pivots for day following 29-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
914-5 |
917-0 |
| PP |
913-1 |
916-5 |
| S1 |
911-6 |
916-3 |
|