CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 30-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2009 |
30-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
914-0 |
940-0 |
26-0 |
2.8% |
930-0 |
| High |
917-0 |
984-0 |
67-0 |
7.3% |
935-6 |
| Low |
906-4 |
940-0 |
33-4 |
3.7% |
896-4 |
| Close |
916-0 |
971-0 |
55-0 |
6.0% |
915-0 |
| Range |
10-4 |
44-0 |
33-4 |
319.0% |
39-2 |
| ATR |
25-3 |
28-3 |
3-0 |
12.0% |
0-0 |
| Volume |
85,601 |
60,561 |
-25,040 |
-29.3% |
344,407 |
|
| Daily Pivots for day following 30-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1097-0 |
1078-0 |
995-2 |
|
| R3 |
1053-0 |
1034-0 |
983-1 |
|
| R2 |
1009-0 |
1009-0 |
979-1 |
|
| R1 |
990-0 |
990-0 |
975-0 |
999-4 |
| PP |
965-0 |
965-0 |
965-0 |
969-6 |
| S1 |
946-0 |
946-0 |
967-0 |
955-4 |
| S2 |
921-0 |
921-0 |
962-7 |
|
| S3 |
877-0 |
902-0 |
958-7 |
|
| S4 |
833-0 |
858-0 |
946-6 |
|
|
| 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 |
984-0 |
902-0 |
82-0 |
8.4% |
20-7 |
2.2% |
84% |
True |
False |
63,352 |
| 10 |
984-0 |
894-0 |
90-0 |
9.3% |
22-3 |
2.3% |
86% |
True |
False |
67,326 |
| 20 |
1015-4 |
882-0 |
133-4 |
13.7% |
25-4 |
2.6% |
67% |
False |
False |
76,462 |
| 40 |
1099-0 |
882-0 |
217-0 |
22.3% |
23-4 |
2.4% |
41% |
False |
False |
65,076 |
| 60 |
1099-0 |
882-0 |
217-0 |
22.3% |
20-4 |
2.1% |
41% |
False |
False |
53,138 |
| 80 |
1099-0 |
882-0 |
217-0 |
22.3% |
19-6 |
2.0% |
41% |
False |
False |
45,929 |
| 100 |
1099-0 |
816-0 |
283-0 |
29.1% |
19-1 |
2.0% |
55% |
False |
False |
40,190 |
| 120 |
1099-0 |
784-0 |
315-0 |
32.4% |
18-4 |
1.9% |
59% |
False |
False |
35,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1171-0 |
|
2.618 |
1099-2 |
|
1.618 |
1055-2 |
|
1.000 |
1028-0 |
|
0.618 |
1011-2 |
|
HIGH |
984-0 |
|
0.618 |
967-2 |
|
0.500 |
962-0 |
|
0.382 |
956-6 |
|
LOW |
940-0 |
|
0.618 |
912-6 |
|
1.000 |
896-0 |
|
1.618 |
868-6 |
|
2.618 |
824-6 |
|
4.250 |
753-0 |
|
|
| Fisher Pivots for day following 30-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
968-0 |
962-3 |
| PP |
965-0 |
953-7 |
| S1 |
962-0 |
945-2 |
|