CME Pit-Traded Soybean Future November 2009
Trading Metrics calculated at close of trading on 10-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2009 |
10-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
1036-0 |
1036-0 |
0-0 |
0.0% |
1032-0 |
High |
1046-4 |
1041-0 |
-5-4 |
-0.5% |
1046-4 |
Low |
1028-0 |
1008-0 |
-20-0 |
-1.9% |
1015-4 |
Close |
1038-4 |
1010-0 |
-28-4 |
-2.7% |
1038-4 |
Range |
18-4 |
33-0 |
14-4 |
78.4% |
31-0 |
ATR |
27-3 |
27-6 |
0-3 |
1.5% |
0-0 |
Volume |
68,234 |
67,672 |
-562 |
-0.8% |
423,498 |
|
Daily Pivots for day following 10-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1118-5 |
1097-3 |
1028-1 |
|
R3 |
1085-5 |
1064-3 |
1019-1 |
|
R2 |
1052-5 |
1052-5 |
1016-0 |
|
R1 |
1031-3 |
1031-3 |
1013-0 |
1025-4 |
PP |
1019-5 |
1019-5 |
1019-5 |
1016-6 |
S1 |
998-3 |
998-3 |
1007-0 |
992-4 |
S2 |
986-5 |
986-5 |
1004-0 |
|
S3 |
953-5 |
965-3 |
1000-7 |
|
S4 |
920-5 |
932-3 |
991-7 |
|
|
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 |
1008-0 |
38-4 |
3.8% |
21-1 |
2.1% |
5% |
False |
True |
83,238 |
10 |
1046-4 |
906-4 |
140-0 |
13.9% |
22-2 |
2.2% |
74% |
False |
False |
80,614 |
20 |
1046-4 |
885-0 |
161-4 |
16.0% |
22-0 |
2.2% |
77% |
False |
False |
75,294 |
40 |
1053-4 |
882-0 |
171-4 |
17.0% |
24-0 |
2.4% |
75% |
False |
False |
71,397 |
60 |
1099-0 |
882-0 |
217-0 |
21.5% |
21-1 |
2.1% |
59% |
False |
False |
60,242 |
80 |
1099-0 |
882-0 |
217-0 |
21.5% |
20-4 |
2.0% |
59% |
False |
False |
51,565 |
100 |
1099-0 |
838-0 |
261-0 |
25.8% |
19-1 |
1.9% |
66% |
False |
False |
45,346 |
120 |
1099-0 |
784-0 |
315-0 |
31.2% |
18-6 |
1.9% |
72% |
False |
False |
39,736 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1181-2 |
2.618 |
1127-3 |
1.618 |
1094-3 |
1.000 |
1074-0 |
0.618 |
1061-3 |
HIGH |
1041-0 |
0.618 |
1028-3 |
0.500 |
1024-4 |
0.382 |
1020-5 |
LOW |
1008-0 |
0.618 |
987-5 |
1.000 |
975-0 |
1.618 |
954-5 |
2.618 |
921-5 |
4.250 |
867-6 |
|
|
Fisher Pivots for day following 10-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
1024-4 |
1027-2 |
PP |
1019-5 |
1021-4 |
S1 |
1014-7 |
1015-6 |
|