CME Pit-Traded Soybean Future November 2009
Trading Metrics calculated at close of trading on 07-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2009 |
07-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
1027-0 |
1036-0 |
9-0 |
0.9% |
1032-0 |
High |
1038-0 |
1046-4 |
8-4 |
0.8% |
1046-4 |
Low |
1021-0 |
1028-0 |
7-0 |
0.7% |
1015-4 |
Close |
1030-0 |
1038-4 |
8-4 |
0.8% |
1038-4 |
Range |
17-0 |
18-4 |
1-4 |
8.8% |
31-0 |
ATR |
28-0 |
27-3 |
-0-5 |
-2.4% |
0-0 |
Volume |
90,098 |
68,234 |
-21,864 |
-24.3% |
423,498 |
|
Daily Pivots for day following 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1093-1 |
1084-3 |
1048-5 |
|
R3 |
1074-5 |
1065-7 |
1043-5 |
|
R2 |
1056-1 |
1056-1 |
1041-7 |
|
R1 |
1047-3 |
1047-3 |
1040-2 |
1051-6 |
PP |
1037-5 |
1037-5 |
1037-5 |
1039-7 |
S1 |
1028-7 |
1028-7 |
1036-6 |
1033-2 |
S2 |
1019-1 |
1019-1 |
1035-1 |
|
S3 |
1000-5 |
1010-3 |
1033-3 |
|
S4 |
982-1 |
991-7 |
1028-3 |
|
|
Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1126-4 |
1113-4 |
1055-4 |
|
R3 |
1095-4 |
1082-4 |
1047-0 |
|
R2 |
1064-4 |
1064-4 |
1044-1 |
|
R1 |
1051-4 |
1051-4 |
1041-3 |
1058-0 |
PP |
1033-4 |
1033-4 |
1033-4 |
1036-6 |
S1 |
1020-4 |
1020-4 |
1035-5 |
1027-0 |
S2 |
1002-4 |
1002-4 |
1032-7 |
|
S3 |
971-4 |
989-4 |
1030-0 |
|
S4 |
940-4 |
958-4 |
1021-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1046-4 |
1015-4 |
31-0 |
3.0% |
19-5 |
1.9% |
74% |
True |
False |
84,699 |
10 |
1046-4 |
902-0 |
144-4 |
13.9% |
20-1 |
1.9% |
94% |
True |
False |
78,626 |
20 |
1046-4 |
885-0 |
161-4 |
15.6% |
21-3 |
2.1% |
95% |
True |
False |
75,983 |
40 |
1091-4 |
882-0 |
209-4 |
20.2% |
23-6 |
2.3% |
75% |
False |
False |
71,359 |
60 |
1099-0 |
882-0 |
217-0 |
20.9% |
20-6 |
2.0% |
72% |
False |
False |
59,615 |
80 |
1099-0 |
882-0 |
217-0 |
20.9% |
20-2 |
1.9% |
72% |
False |
False |
51,004 |
100 |
1099-0 |
838-0 |
261-0 |
25.1% |
18-7 |
1.8% |
77% |
False |
False |
44,847 |
120 |
1099-0 |
784-0 |
315-0 |
30.3% |
18-4 |
1.8% |
81% |
False |
False |
39,277 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1125-1 |
2.618 |
1094-7 |
1.618 |
1076-3 |
1.000 |
1065-0 |
0.618 |
1057-7 |
HIGH |
1046-4 |
0.618 |
1039-3 |
0.500 |
1037-2 |
0.382 |
1035-1 |
LOW |
1028-0 |
0.618 |
1016-5 |
1.000 |
1009-4 |
1.618 |
998-1 |
2.618 |
979-5 |
4.250 |
949-3 |
|
|
Fisher Pivots for day following 07-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
1038-1 |
1036-7 |
PP |
1037-5 |
1035-3 |
S1 |
1037-2 |
1033-6 |
|