CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 14-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2009 |
14-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1051-0 |
995-0 |
-56-0 |
-5.3% |
1036-0 |
| High |
1063-0 |
1002-0 |
-61-0 |
-5.7% |
1063-0 |
| Low |
1016-4 |
979-0 |
-37-4 |
-3.7% |
979-0 |
| Close |
1018-6 |
981-4 |
-37-2 |
-3.7% |
981-4 |
| Range |
46-4 |
23-0 |
-23-4 |
-50.5% |
84-0 |
| ATR |
29-3 |
30-1 |
0-6 |
2.5% |
0-0 |
| Volume |
83,190 |
100,661 |
17,471 |
21.0% |
407,393 |
|
| Daily Pivots for day following 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1056-4 |
1042-0 |
994-1 |
|
| R3 |
1033-4 |
1019-0 |
987-7 |
|
| R2 |
1010-4 |
1010-4 |
985-6 |
|
| R1 |
996-0 |
996-0 |
983-5 |
991-6 |
| PP |
987-4 |
987-4 |
987-4 |
985-3 |
| S1 |
973-0 |
973-0 |
979-3 |
968-6 |
| S2 |
964-4 |
964-4 |
977-2 |
|
| S3 |
941-4 |
950-0 |
975-1 |
|
| S4 |
918-4 |
927-0 |
968-7 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1259-7 |
1204-5 |
1027-6 |
|
| R3 |
1175-7 |
1120-5 |
1004-5 |
|
| R2 |
1091-7 |
1091-7 |
996-7 |
|
| R1 |
1036-5 |
1036-5 |
989-2 |
1022-2 |
| PP |
1007-7 |
1007-7 |
1007-7 |
1000-5 |
| S1 |
952-5 |
952-5 |
973-6 |
938-2 |
| S2 |
923-7 |
923-7 |
966-1 |
|
| S3 |
839-7 |
868-5 |
958-3 |
|
| S4 |
755-7 |
784-5 |
935-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1063-0 |
979-0 |
84-0 |
8.6% |
31-4 |
3.2% |
3% |
False |
True |
81,478 |
| 10 |
1063-0 |
979-0 |
84-0 |
8.6% |
25-5 |
2.6% |
3% |
False |
True |
83,089 |
| 20 |
1063-0 |
896-4 |
166-4 |
17.0% |
23-2 |
2.4% |
51% |
False |
False |
76,903 |
| 40 |
1063-0 |
882-0 |
181-0 |
18.4% |
25-0 |
2.5% |
55% |
False |
False |
75,368 |
| 60 |
1099-0 |
882-0 |
217-0 |
22.1% |
22-2 |
2.3% |
46% |
False |
False |
64,147 |
| 80 |
1099-0 |
882-0 |
217-0 |
22.1% |
21-1 |
2.2% |
46% |
False |
False |
54,620 |
| 100 |
1099-0 |
838-0 |
261-0 |
26.6% |
19-6 |
2.0% |
55% |
False |
False |
48,078 |
| 120 |
1099-0 |
784-0 |
315-0 |
32.1% |
19-3 |
2.0% |
63% |
False |
False |
42,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1099-6 |
|
2.618 |
1062-2 |
|
1.618 |
1039-2 |
|
1.000 |
1025-0 |
|
0.618 |
1016-2 |
|
HIGH |
1002-0 |
|
0.618 |
993-2 |
|
0.500 |
990-4 |
|
0.382 |
987-6 |
|
LOW |
979-0 |
|
0.618 |
964-6 |
|
1.000 |
956-0 |
|
1.618 |
941-6 |
|
2.618 |
918-6 |
|
4.250 |
881-2 |
|
|
| Fisher Pivots for day following 14-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
990-4 |
1021-0 |
| PP |
987-4 |
1007-7 |
| S1 |
984-4 |
994-5 |
|