CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 03-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2009 |
03-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
977-0 |
1032-0 |
55-0 |
5.6% |
906-0 |
| High |
982-0 |
1041-0 |
59-0 |
6.0% |
984-0 |
| Low |
964-4 |
1015-4 |
51-0 |
5.3% |
902-0 |
| Close |
982-0 |
1030-4 |
48-4 |
4.9% |
982-0 |
| Range |
17-4 |
25-4 |
8-0 |
45.7% |
82-0 |
| ATR |
27-5 |
29-7 |
2-2 |
8.1% |
0-0 |
| Volume |
119,192 |
74,978 |
-44,214 |
-37.1% |
362,768 |
|
| Daily Pivots for day following 03-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1105-4 |
1093-4 |
1044-4 |
|
| R3 |
1080-0 |
1068-0 |
1037-4 |
|
| R2 |
1054-4 |
1054-4 |
1035-1 |
|
| R1 |
1042-4 |
1042-4 |
1032-7 |
1035-6 |
| PP |
1029-0 |
1029-0 |
1029-0 |
1025-5 |
| S1 |
1017-0 |
1017-0 |
1028-1 |
1010-2 |
| S2 |
1003-4 |
1003-4 |
1025-7 |
|
| S3 |
978-0 |
991-4 |
1023-4 |
|
| S4 |
952-4 |
966-0 |
1016-4 |
|
|
| 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 |
1041-0 |
906-4 |
134-4 |
13.1% |
23-3 |
2.3% |
92% |
True |
False |
77,991 |
| 10 |
1041-0 |
896-4 |
144-4 |
14.0% |
21-3 |
2.1% |
93% |
True |
False |
70,866 |
| 20 |
1041-0 |
882-0 |
159-0 |
15.4% |
25-1 |
2.4% |
93% |
True |
False |
78,437 |
| 40 |
1099-0 |
882-0 |
217-0 |
21.1% |
23-5 |
2.3% |
68% |
False |
False |
67,845 |
| 60 |
1099-0 |
882-0 |
217-0 |
21.1% |
20-6 |
2.0% |
68% |
False |
False |
55,461 |
| 80 |
1099-0 |
882-0 |
217-0 |
21.1% |
20-0 |
1.9% |
68% |
False |
False |
47,736 |
| 100 |
1099-0 |
820-0 |
279-0 |
27.1% |
19-1 |
1.9% |
75% |
False |
False |
41,935 |
| 120 |
1099-0 |
784-0 |
315-0 |
30.6% |
18-4 |
1.8% |
78% |
False |
False |
36,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1149-3 |
|
2.618 |
1107-6 |
|
1.618 |
1082-2 |
|
1.000 |
1066-4 |
|
0.618 |
1056-6 |
|
HIGH |
1041-0 |
|
0.618 |
1031-2 |
|
0.500 |
1028-2 |
|
0.382 |
1025-2 |
|
LOW |
1015-4 |
|
0.618 |
999-6 |
|
1.000 |
990-0 |
|
1.618 |
974-2 |
|
2.618 |
948-6 |
|
4.250 |
907-1 |
|
|
| Fisher Pivots for day following 03-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1029-6 |
1017-1 |
| PP |
1029-0 |
1003-7 |
| S1 |
1028-2 |
990-4 |
|