CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 21-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2009 |
21-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
962-0 |
979-0 |
17-0 |
1.8% |
945-0 |
| High |
963-4 |
987-0 |
23-4 |
2.4% |
987-0 |
| Low |
953-0 |
963-4 |
10-4 |
1.1% |
945-0 |
| Close |
957-0 |
973-0 |
16-0 |
1.7% |
973-0 |
| Range |
10-4 |
23-4 |
13-0 |
123.8% |
42-0 |
| ATR |
27-0 |
27-2 |
0-2 |
0.8% |
0-0 |
| Volume |
71,482 |
59,350 |
-12,132 |
-17.0% |
398,209 |
|
| Daily Pivots for day following 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1045-0 |
1032-4 |
985-7 |
|
| R3 |
1021-4 |
1009-0 |
979-4 |
|
| R2 |
998-0 |
998-0 |
977-2 |
|
| R1 |
985-4 |
985-4 |
975-1 |
980-0 |
| PP |
974-4 |
974-4 |
974-4 |
971-6 |
| S1 |
962-0 |
962-0 |
970-7 |
956-4 |
| S2 |
951-0 |
951-0 |
968-6 |
|
| S3 |
927-4 |
938-4 |
966-4 |
|
| S4 |
904-0 |
915-0 |
960-1 |
|
|
| Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1094-3 |
1075-5 |
996-1 |
|
| R3 |
1052-3 |
1033-5 |
984-4 |
|
| R2 |
1010-3 |
1010-3 |
980-6 |
|
| R1 |
991-5 |
991-5 |
976-7 |
1001-0 |
| PP |
968-3 |
968-3 |
968-3 |
973-0 |
| S1 |
949-5 |
949-5 |
969-1 |
959-0 |
| S2 |
926-3 |
926-3 |
965-2 |
|
| S3 |
884-3 |
907-5 |
961-4 |
|
| S4 |
842-3 |
865-5 |
949-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
987-0 |
945-0 |
42-0 |
4.3% |
15-2 |
1.6% |
67% |
True |
False |
79,641 |
| 10 |
1063-0 |
945-0 |
118-0 |
12.1% |
23-3 |
2.4% |
24% |
False |
False |
80,560 |
| 20 |
1063-0 |
902-0 |
161-0 |
16.5% |
21-6 |
2.2% |
44% |
False |
False |
79,593 |
| 40 |
1063-0 |
882-0 |
181-0 |
18.6% |
24-0 |
2.5% |
50% |
False |
False |
78,873 |
| 60 |
1099-0 |
882-0 |
217-0 |
22.3% |
22-4 |
2.3% |
42% |
False |
False |
67,998 |
| 80 |
1099-0 |
882-0 |
217-0 |
22.3% |
20-7 |
2.1% |
42% |
False |
False |
58,203 |
| 100 |
1099-0 |
882-0 |
217-0 |
22.3% |
19-6 |
2.0% |
42% |
False |
False |
51,236 |
| 120 |
1099-0 |
799-4 |
299-4 |
30.8% |
19-2 |
2.0% |
58% |
False |
False |
45,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1086-7 |
|
2.618 |
1048-4 |
|
1.618 |
1025-0 |
|
1.000 |
1010-4 |
|
0.618 |
1001-4 |
|
HIGH |
987-0 |
|
0.618 |
978-0 |
|
0.500 |
975-2 |
|
0.382 |
972-4 |
|
LOW |
963-4 |
|
0.618 |
949-0 |
|
1.000 |
940-0 |
|
1.618 |
925-4 |
|
2.618 |
902-0 |
|
4.250 |
863-5 |
|
|
| Fisher Pivots for day following 21-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
975-2 |
970-6 |
| PP |
974-4 |
968-4 |
| S1 |
973-6 |
966-2 |
|