CME Pit-Traded Soybean Future November 2009
Trading Metrics calculated at close of trading on 12-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2009 |
12-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
1015-0 |
1039-0 |
24-0 |
2.4% |
1032-0 |
High |
1042-0 |
1045-0 |
3-0 |
0.3% |
1046-4 |
Low |
1015-0 |
1016-6 |
1-6 |
0.2% |
1015-4 |
Close |
1038-4 |
1044-0 |
5-4 |
0.5% |
1038-4 |
Range |
27-0 |
28-2 |
1-2 |
4.6% |
31-0 |
ATR |
28-0 |
28-0 |
0-0 |
0.1% |
0-0 |
Volume |
75,619 |
80,251 |
4,632 |
6.1% |
423,498 |
|
Daily Pivots for day following 12-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1120-0 |
1110-2 |
1059-4 |
|
R3 |
1091-6 |
1082-0 |
1051-6 |
|
R2 |
1063-4 |
1063-4 |
1049-1 |
|
R1 |
1053-6 |
1053-6 |
1046-5 |
1058-5 |
PP |
1035-2 |
1035-2 |
1035-2 |
1037-6 |
S1 |
1025-4 |
1025-4 |
1041-3 |
1030-3 |
S2 |
1007-0 |
1007-0 |
1038-7 |
|
S3 |
978-6 |
997-2 |
1036-2 |
|
S4 |
950-4 |
969-0 |
1028-4 |
|
|
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% |
24-6 |
2.4% |
94% |
False |
False |
76,374 |
10 |
1046-4 |
940-0 |
106-4 |
10.2% |
24-6 |
2.4% |
98% |
False |
False |
82,679 |
20 |
1046-4 |
885-0 |
161-4 |
15.5% |
22-1 |
2.1% |
98% |
False |
False |
76,199 |
40 |
1053-4 |
882-0 |
171-4 |
16.4% |
24-2 |
2.3% |
94% |
False |
False |
72,906 |
60 |
1099-0 |
882-0 |
217-0 |
20.8% |
21-3 |
2.0% |
75% |
False |
False |
61,991 |
80 |
1099-0 |
882-0 |
217-0 |
20.8% |
20-7 |
2.0% |
75% |
False |
False |
52,907 |
100 |
1099-0 |
838-0 |
261-0 |
25.0% |
19-3 |
1.9% |
79% |
False |
False |
46,514 |
120 |
1099-0 |
784-0 |
315-0 |
30.2% |
19-0 |
1.8% |
83% |
False |
False |
40,857 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1165-0 |
2.618 |
1119-0 |
1.618 |
1090-6 |
1.000 |
1073-2 |
0.618 |
1062-4 |
HIGH |
1045-0 |
0.618 |
1034-2 |
0.500 |
1030-7 |
0.382 |
1027-4 |
LOW |
1016-6 |
0.618 |
999-2 |
1.000 |
988-4 |
1.618 |
971-0 |
2.618 |
942-6 |
4.250 |
896-6 |
|
|
Fisher Pivots for day following 12-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
1039-5 |
1038-1 |
PP |
1035-2 |
1032-3 |
S1 |
1030-7 |
1026-4 |
|