CME Pit-Traded Soybean Future November 2009
Trading Metrics calculated at close of trading on 13-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2009 |
13-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
1039-0 |
1051-0 |
12-0 |
1.2% |
1032-0 |
High |
1045-0 |
1063-0 |
18-0 |
1.7% |
1046-4 |
Low |
1016-6 |
1016-4 |
-0-2 |
0.0% |
1015-4 |
Close |
1044-0 |
1018-6 |
-25-2 |
-2.4% |
1038-4 |
Range |
28-2 |
46-4 |
18-2 |
64.6% |
31-0 |
ATR |
28-0 |
29-3 |
1-3 |
4.7% |
0-0 |
Volume |
80,251 |
83,190 |
2,939 |
3.7% |
423,498 |
|
Daily Pivots for day following 13-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1172-2 |
1142-0 |
1044-3 |
|
R3 |
1125-6 |
1095-4 |
1031-4 |
|
R2 |
1079-2 |
1079-2 |
1027-2 |
|
R1 |
1049-0 |
1049-0 |
1023-0 |
1040-7 |
PP |
1032-6 |
1032-6 |
1032-6 |
1028-6 |
S1 |
1002-4 |
1002-4 |
1014-4 |
994-3 |
S2 |
986-2 |
986-2 |
1010-2 |
|
S3 |
939-6 |
956-0 |
1006-0 |
|
S4 |
893-2 |
909-4 |
993-1 |
|
|
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 |
1063-0 |
1008-0 |
55-0 |
5.4% |
30-5 |
3.0% |
20% |
True |
False |
74,993 |
10 |
1063-0 |
964-4 |
98-4 |
9.7% |
25-0 |
2.5% |
55% |
True |
False |
84,942 |
20 |
1063-0 |
894-0 |
169-0 |
16.6% |
23-5 |
2.3% |
74% |
True |
False |
76,134 |
40 |
1063-0 |
882-0 |
181-0 |
17.8% |
24-6 |
2.4% |
76% |
True |
False |
74,085 |
60 |
1099-0 |
882-0 |
217-0 |
21.3% |
22-0 |
2.2% |
63% |
False |
False |
62,997 |
80 |
1099-0 |
882-0 |
217-0 |
21.3% |
21-0 |
2.1% |
63% |
False |
False |
53,680 |
100 |
1099-0 |
838-0 |
261-0 |
25.6% |
19-5 |
1.9% |
69% |
False |
False |
47,220 |
120 |
1099-0 |
784-0 |
315-0 |
30.9% |
19-2 |
1.9% |
75% |
False |
False |
41,469 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1260-5 |
2.618 |
1184-6 |
1.618 |
1138-2 |
1.000 |
1109-4 |
0.618 |
1091-6 |
HIGH |
1063-0 |
0.618 |
1045-2 |
0.500 |
1039-6 |
0.382 |
1034-2 |
LOW |
1016-4 |
0.618 |
987-6 |
1.000 |
970-0 |
1.618 |
941-2 |
2.618 |
894-6 |
4.250 |
818-7 |
|
|
Fisher Pivots for day following 13-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
1039-6 |
1039-0 |
PP |
1032-6 |
1032-2 |
S1 |
1025-6 |
1025-4 |
|