CME Pit-Traded Soybean Future November 2009
Trading Metrics calculated at close of trading on 17-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2009 |
17-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
995-0 |
945-0 |
-50-0 |
-5.0% |
1036-0 |
High |
1002-0 |
959-0 |
-43-0 |
-4.3% |
1063-0 |
Low |
979-0 |
945-0 |
-34-0 |
-3.5% |
979-0 |
Close |
981-4 |
954-4 |
-27-0 |
-2.8% |
981-4 |
Range |
23-0 |
14-0 |
-9-0 |
-39.1% |
84-0 |
ATR |
30-1 |
30-4 |
0-4 |
1.5% |
0-0 |
Volume |
100,661 |
97,348 |
-3,313 |
-3.3% |
407,393 |
|
Daily Pivots for day following 17-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
994-7 |
988-5 |
962-2 |
|
R3 |
980-7 |
974-5 |
958-3 |
|
R2 |
966-7 |
966-7 |
957-1 |
|
R1 |
960-5 |
960-5 |
955-6 |
963-6 |
PP |
952-7 |
952-7 |
952-7 |
954-3 |
S1 |
946-5 |
946-5 |
953-2 |
949-6 |
S2 |
938-7 |
938-7 |
951-7 |
|
S3 |
924-7 |
932-5 |
950-5 |
|
S4 |
910-7 |
918-5 |
946-6 |
|
|
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 |
945-0 |
118-0 |
12.4% |
27-6 |
2.9% |
8% |
False |
True |
87,413 |
10 |
1063-0 |
945-0 |
118-0 |
12.4% |
24-3 |
2.6% |
8% |
False |
True |
85,326 |
20 |
1063-0 |
896-4 |
166-4 |
17.4% |
22-7 |
2.4% |
35% |
False |
False |
78,096 |
40 |
1063-0 |
882-0 |
181-0 |
19.0% |
24-2 |
2.5% |
40% |
False |
False |
76,842 |
60 |
1099-0 |
882-0 |
217-0 |
22.7% |
22-1 |
2.3% |
33% |
False |
False |
65,037 |
80 |
1099-0 |
882-0 |
217-0 |
22.7% |
21-1 |
2.2% |
33% |
False |
False |
55,566 |
100 |
1099-0 |
838-0 |
261-0 |
27.3% |
19-6 |
2.1% |
45% |
False |
False |
48,894 |
120 |
1099-0 |
784-0 |
315-0 |
33.0% |
19-3 |
2.0% |
54% |
False |
False |
43,022 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1018-4 |
2.618 |
995-5 |
1.618 |
981-5 |
1.000 |
973-0 |
0.618 |
967-5 |
HIGH |
959-0 |
0.618 |
953-5 |
0.500 |
952-0 |
0.382 |
950-3 |
LOW |
945-0 |
0.618 |
936-3 |
1.000 |
931-0 |
1.618 |
922-3 |
2.618 |
908-3 |
4.250 |
885-4 |
|
|
Fisher Pivots for day following 17-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
953-5 |
1004-0 |
PP |
952-7 |
987-4 |
S1 |
952-0 |
971-0 |
|