CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 06-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2009 |
06-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1035-0 |
1027-0 |
-8-0 |
-0.8% |
906-0 |
| High |
1046-0 |
1038-0 |
-8-0 |
-0.8% |
984-0 |
| Low |
1024-0 |
1021-0 |
-3-0 |
-0.3% |
902-0 |
| Close |
1045-0 |
1030-0 |
-15-0 |
-1.4% |
982-0 |
| Range |
22-0 |
17-0 |
-5-0 |
-22.7% |
82-0 |
| ATR |
28-2 |
28-0 |
-0-2 |
-1.1% |
0-0 |
| Volume |
78,092 |
90,098 |
12,006 |
15.4% |
362,768 |
|
| Daily Pivots for day following 06-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1080-5 |
1072-3 |
1039-3 |
|
| R3 |
1063-5 |
1055-3 |
1034-5 |
|
| R2 |
1046-5 |
1046-5 |
1033-1 |
|
| R1 |
1038-3 |
1038-3 |
1031-4 |
1042-4 |
| PP |
1029-5 |
1029-5 |
1029-5 |
1031-6 |
| S1 |
1021-3 |
1021-3 |
1028-4 |
1025-4 |
| S2 |
1012-5 |
1012-5 |
1026-7 |
|
| S3 |
995-5 |
1004-3 |
1025-3 |
|
| S4 |
978-5 |
987-3 |
1020-5 |
|
|
| 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 |
964-4 |
81-4 |
7.9% |
19-3 |
1.9% |
80% |
False |
False |
94,891 |
| 10 |
1046-0 |
902-0 |
144-0 |
14.0% |
20-1 |
2.0% |
89% |
False |
False |
79,121 |
| 20 |
1046-0 |
885-0 |
161-0 |
15.6% |
21-7 |
2.1% |
90% |
False |
False |
76,470 |
| 40 |
1099-0 |
882-0 |
217-0 |
21.1% |
23-6 |
2.3% |
68% |
False |
False |
71,217 |
| 60 |
1099-0 |
882-0 |
217-0 |
21.1% |
20-7 |
2.0% |
68% |
False |
False |
58,982 |
| 80 |
1099-0 |
882-0 |
217-0 |
21.1% |
20-1 |
2.0% |
68% |
False |
False |
50,516 |
| 100 |
1099-0 |
838-0 |
261-0 |
25.3% |
18-7 |
1.8% |
74% |
False |
False |
44,350 |
| 120 |
1099-0 |
784-0 |
315-0 |
30.6% |
18-4 |
1.8% |
78% |
False |
False |
38,770 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1110-2 |
|
2.618 |
1082-4 |
|
1.618 |
1065-4 |
|
1.000 |
1055-0 |
|
0.618 |
1048-4 |
|
HIGH |
1038-0 |
|
0.618 |
1031-4 |
|
0.500 |
1029-4 |
|
0.382 |
1027-4 |
|
LOW |
1021-0 |
|
0.618 |
1010-4 |
|
1.000 |
1004-0 |
|
1.618 |
993-4 |
|
2.618 |
976-4 |
|
4.250 |
948-6 |
|
|
| Fisher Pivots for day following 06-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1029-7 |
1033-4 |
| PP |
1029-5 |
1032-3 |
| S1 |
1029-4 |
1031-1 |
|