CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 11-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2009 |
11-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1036-0 |
1015-0 |
-21-0 |
-2.0% |
1032-0 |
| High |
1041-0 |
1042-0 |
1-0 |
0.1% |
1046-4 |
| Low |
1008-0 |
1015-0 |
7-0 |
0.7% |
1015-4 |
| Close |
1010-0 |
1038-4 |
28-4 |
2.8% |
1038-4 |
| Range |
33-0 |
27-0 |
-6-0 |
-18.2% |
31-0 |
| ATR |
27-6 |
28-0 |
0-2 |
1.1% |
0-0 |
| Volume |
67,672 |
75,619 |
7,947 |
11.7% |
423,498 |
|
| Daily Pivots for day following 11-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1112-7 |
1102-5 |
1053-3 |
|
| R3 |
1085-7 |
1075-5 |
1045-7 |
|
| R2 |
1058-7 |
1058-7 |
1043-4 |
|
| R1 |
1048-5 |
1048-5 |
1041-0 |
1053-6 |
| PP |
1031-7 |
1031-7 |
1031-7 |
1034-3 |
| S1 |
1021-5 |
1021-5 |
1036-0 |
1026-6 |
| S2 |
1004-7 |
1004-7 |
1033-4 |
|
| S3 |
977-7 |
994-5 |
1031-1 |
|
| S4 |
950-7 |
967-5 |
1023-5 |
|
|
| 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 |
3.7% |
23-4 |
2.3% |
79% |
False |
False |
75,943 |
| 10 |
1046-4 |
906-4 |
140-0 |
13.5% |
23-0 |
2.2% |
94% |
False |
False |
83,214 |
| 20 |
1046-4 |
885-0 |
161-4 |
15.6% |
22-5 |
2.2% |
95% |
False |
False |
75,424 |
| 40 |
1053-4 |
882-0 |
171-4 |
16.5% |
24-2 |
2.3% |
91% |
False |
False |
72,076 |
| 60 |
1099-0 |
882-0 |
217-0 |
20.9% |
21-2 |
2.0% |
72% |
False |
False |
61,046 |
| 80 |
1099-0 |
882-0 |
217-0 |
20.9% |
20-5 |
2.0% |
72% |
False |
False |
52,188 |
| 100 |
1099-0 |
838-0 |
261-0 |
25.1% |
19-2 |
1.9% |
77% |
False |
False |
45,973 |
| 120 |
1099-0 |
784-0 |
315-0 |
30.3% |
18-7 |
1.8% |
81% |
False |
False |
40,272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1156-6 |
|
2.618 |
1112-5 |
|
1.618 |
1085-5 |
|
1.000 |
1069-0 |
|
0.618 |
1058-5 |
|
HIGH |
1042-0 |
|
0.618 |
1031-5 |
|
0.500 |
1028-4 |
|
0.382 |
1025-3 |
|
LOW |
1015-0 |
|
0.618 |
998-3 |
|
1.000 |
988-0 |
|
1.618 |
971-3 |
|
2.618 |
944-3 |
|
4.250 |
900-2 |
|
|
| Fisher Pivots for day following 11-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1035-1 |
1034-6 |
| PP |
1031-7 |
1031-0 |
| S1 |
1028-4 |
1027-2 |
|