CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 05-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2009 |
05-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1025-0 |
1035-0 |
10-0 |
1.0% |
906-0 |
| High |
1039-4 |
1046-0 |
6-4 |
0.6% |
984-0 |
| Low |
1024-4 |
1024-0 |
-0-4 |
0.0% |
902-0 |
| Close |
1031-4 |
1045-0 |
13-4 |
1.3% |
982-0 |
| Range |
15-0 |
22-0 |
7-0 |
46.7% |
82-0 |
| ATR |
28-6 |
28-2 |
-0-4 |
-1.7% |
0-0 |
| Volume |
112,096 |
78,092 |
-34,004 |
-30.3% |
362,768 |
|
| Daily Pivots for day following 05-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1104-3 |
1096-5 |
1057-1 |
|
| R3 |
1082-3 |
1074-5 |
1051-0 |
|
| R2 |
1060-3 |
1060-3 |
1049-0 |
|
| R1 |
1052-5 |
1052-5 |
1047-0 |
1056-4 |
| PP |
1038-3 |
1038-3 |
1038-3 |
1040-2 |
| S1 |
1030-5 |
1030-5 |
1043-0 |
1034-4 |
| S2 |
1016-3 |
1016-3 |
1041-0 |
|
| S3 |
994-3 |
1008-5 |
1039-0 |
|
| S4 |
972-3 |
986-5 |
1032-7 |
|
|
| 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 |
1046-0 |
940-0 |
106-0 |
10.1% |
24-6 |
2.4% |
99% |
True |
False |
88,983 |
| 10 |
1046-0 |
902-0 |
144-0 |
13.8% |
20-6 |
2.0% |
99% |
True |
False |
76,001 |
| 20 |
1046-0 |
885-0 |
161-0 |
15.4% |
21-7 |
2.1% |
99% |
True |
False |
77,441 |
| 40 |
1099-0 |
882-0 |
217-0 |
20.8% |
23-5 |
2.3% |
75% |
False |
False |
70,320 |
| 60 |
1099-0 |
882-0 |
217-0 |
20.8% |
20-6 |
2.0% |
75% |
False |
False |
57,768 |
| 80 |
1099-0 |
882-0 |
217-0 |
20.8% |
20-1 |
1.9% |
75% |
False |
False |
49,590 |
| 100 |
1099-0 |
826-0 |
273-0 |
26.1% |
19-0 |
1.8% |
80% |
False |
False |
43,630 |
| 120 |
1099-0 |
784-0 |
315-0 |
30.1% |
18-4 |
1.8% |
83% |
False |
False |
38,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1139-4 |
|
2.618 |
1103-5 |
|
1.618 |
1081-5 |
|
1.000 |
1068-0 |
|
0.618 |
1059-5 |
|
HIGH |
1046-0 |
|
0.618 |
1037-5 |
|
0.500 |
1035-0 |
|
0.382 |
1032-3 |
|
LOW |
1024-0 |
|
0.618 |
1010-3 |
|
1.000 |
1002-0 |
|
1.618 |
988-3 |
|
2.618 |
966-3 |
|
4.250 |
930-4 |
|
|
| Fisher Pivots for day following 05-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1041-5 |
1040-2 |
| PP |
1038-3 |
1035-4 |
| S1 |
1035-0 |
1030-6 |
|