CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 31-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2009 |
31-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
940-0 |
977-0 |
37-0 |
3.9% |
906-0 |
| High |
984-0 |
982-0 |
-2-0 |
-0.2% |
984-0 |
| Low |
940-0 |
964-4 |
24-4 |
2.6% |
902-0 |
| Close |
971-0 |
982-0 |
11-0 |
1.1% |
982-0 |
| Range |
44-0 |
17-4 |
-26-4 |
-60.2% |
82-0 |
| ATR |
28-3 |
27-5 |
-0-6 |
-2.7% |
0-0 |
| Volume |
60,561 |
119,192 |
58,631 |
96.8% |
362,768 |
|
| Daily Pivots for day following 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1028-5 |
1022-7 |
991-5 |
|
| R3 |
1011-1 |
1005-3 |
986-6 |
|
| R2 |
993-5 |
993-5 |
985-2 |
|
| R1 |
987-7 |
987-7 |
983-5 |
990-6 |
| PP |
976-1 |
976-1 |
976-1 |
977-5 |
| S1 |
970-3 |
970-3 |
980-3 |
973-2 |
| S2 |
958-5 |
958-5 |
978-6 |
|
| S3 |
941-1 |
952-7 |
977-2 |
|
| S4 |
923-5 |
935-3 |
972-3 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1202-0 |
1174-0 |
1027-1 |
|
| R3 |
1120-0 |
1092-0 |
1004-4 |
|
| R2 |
1038-0 |
1038-0 |
997-0 |
|
| R1 |
1010-0 |
1010-0 |
989-4 |
1024-0 |
| PP |
956-0 |
956-0 |
956-0 |
963-0 |
| S1 |
928-0 |
928-0 |
974-4 |
942-0 |
| S2 |
874-0 |
874-0 |
967-0 |
|
| S3 |
792-0 |
846-0 |
959-4 |
|
| S4 |
710-0 |
764-0 |
936-7 |
|
|
| 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% |
20-6 |
2.1% |
98% |
False |
False |
72,553 |
| 10 |
984-0 |
896-4 |
87-4 |
8.9% |
20-7 |
2.1% |
98% |
False |
False |
70,717 |
| 20 |
984-0 |
882-0 |
102-0 |
10.4% |
25-0 |
2.5% |
98% |
False |
False |
77,807 |
| 40 |
1099-0 |
882-0 |
217-0 |
22.1% |
23-3 |
2.4% |
46% |
False |
False |
67,073 |
| 60 |
1099-0 |
882-0 |
217-0 |
22.1% |
20-5 |
2.1% |
46% |
False |
False |
54,590 |
| 80 |
1099-0 |
882-0 |
217-0 |
22.1% |
19-7 |
2.0% |
46% |
False |
False |
47,124 |
| 100 |
1099-0 |
816-0 |
283-0 |
28.8% |
19-1 |
1.9% |
59% |
False |
False |
41,321 |
| 120 |
1099-0 |
784-0 |
315-0 |
32.1% |
18-3 |
1.9% |
63% |
False |
False |
36,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1056-3 |
|
2.618 |
1027-7 |
|
1.618 |
1010-3 |
|
1.000 |
999-4 |
|
0.618 |
992-7 |
|
HIGH |
982-0 |
|
0.618 |
975-3 |
|
0.500 |
973-2 |
|
0.382 |
971-1 |
|
LOW |
964-4 |
|
0.618 |
953-5 |
|
1.000 |
947-0 |
|
1.618 |
936-1 |
|
2.618 |
918-5 |
|
4.250 |
890-1 |
|
|
| Fisher Pivots for day following 31-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
979-1 |
969-6 |
| PP |
976-1 |
957-4 |
| S1 |
973-2 |
945-2 |
|