CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 24-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2009 |
24-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
979-0 |
993-0 |
14-0 |
1.4% |
945-0 |
| High |
987-0 |
1008-0 |
21-0 |
2.1% |
987-0 |
| Low |
963-4 |
992-0 |
28-4 |
3.0% |
945-0 |
| Close |
973-0 |
1007-4 |
34-4 |
3.5% |
973-0 |
| Range |
23-4 |
16-0 |
-7-4 |
-31.9% |
42-0 |
| ATR |
27-2 |
27-6 |
0-4 |
2.0% |
0-0 |
| Volume |
59,350 |
90,803 |
31,453 |
53.0% |
398,209 |
|
| Daily Pivots for day following 24-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1050-4 |
1045-0 |
1016-2 |
|
| R3 |
1034-4 |
1029-0 |
1011-7 |
|
| R2 |
1018-4 |
1018-4 |
1010-3 |
|
| R1 |
1013-0 |
1013-0 |
1009-0 |
1015-6 |
| PP |
1002-4 |
1002-4 |
1002-4 |
1003-7 |
| S1 |
997-0 |
997-0 |
1006-0 |
999-6 |
| S2 |
986-4 |
986-4 |
1004-5 |
|
| S3 |
970-4 |
981-0 |
1003-1 |
|
| S4 |
954-4 |
965-0 |
998-6 |
|
|
| 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 |
1008-0 |
945-4 |
62-4 |
6.2% |
15-5 |
1.5% |
99% |
True |
False |
78,332 |
| 10 |
1063-0 |
945-0 |
118-0 |
11.7% |
21-5 |
2.2% |
53% |
False |
False |
82,873 |
| 20 |
1063-0 |
906-4 |
156-4 |
15.5% |
22-0 |
2.2% |
65% |
False |
False |
81,744 |
| 40 |
1063-0 |
882-0 |
181-0 |
18.0% |
24-0 |
2.4% |
69% |
False |
False |
79,531 |
| 60 |
1099-0 |
882-0 |
217-0 |
21.5% |
22-4 |
2.2% |
58% |
False |
False |
69,030 |
| 80 |
1099-0 |
882-0 |
217-0 |
21.5% |
20-7 |
2.1% |
58% |
False |
False |
59,068 |
| 100 |
1099-0 |
882-0 |
217-0 |
21.5% |
19-7 |
2.0% |
58% |
False |
False |
51,822 |
| 120 |
1099-0 |
799-4 |
299-4 |
29.7% |
19-3 |
1.9% |
69% |
False |
False |
45,789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1076-0 |
|
2.618 |
1049-7 |
|
1.618 |
1033-7 |
|
1.000 |
1024-0 |
|
0.618 |
1017-7 |
|
HIGH |
1008-0 |
|
0.618 |
1001-7 |
|
0.500 |
1000-0 |
|
0.382 |
998-1 |
|
LOW |
992-0 |
|
0.618 |
982-1 |
|
1.000 |
976-0 |
|
1.618 |
966-1 |
|
2.618 |
950-1 |
|
4.250 |
924-0 |
|
|
| Fisher Pivots for day following 24-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1005-0 |
998-4 |
| PP |
1002-4 |
989-4 |
| S1 |
1000-0 |
980-4 |
|