CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 26-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2009 |
26-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
998-0 |
998-0 |
0-0 |
0.0% |
945-0 |
| High |
1016-0 |
1006-0 |
-10-0 |
-1.0% |
987-0 |
| Low |
989-4 |
989-0 |
-0-4 |
-0.1% |
945-0 |
| Close |
999-0 |
996-4 |
-2-4 |
-0.3% |
973-0 |
| Range |
26-4 |
17-0 |
-9-4 |
-35.8% |
42-0 |
| ATR |
27-6 |
26-7 |
-0-6 |
-2.8% |
0-0 |
| Volume |
83,835 |
83,241 |
-594 |
-0.7% |
398,209 |
|
| Daily Pivots for day following 26-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1048-1 |
1039-3 |
1005-7 |
|
| R3 |
1031-1 |
1022-3 |
1001-1 |
|
| R2 |
1014-1 |
1014-1 |
999-5 |
|
| R1 |
1005-3 |
1005-3 |
998-0 |
1001-2 |
| PP |
997-1 |
997-1 |
997-1 |
995-1 |
| S1 |
988-3 |
988-3 |
995-0 |
984-2 |
| S2 |
980-1 |
980-1 |
993-3 |
|
| S3 |
963-1 |
971-3 |
991-7 |
|
| S4 |
946-1 |
954-3 |
987-1 |
|
|
| 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 |
1016-0 |
953-0 |
63-0 |
6.3% |
18-6 |
1.9% |
69% |
False |
False |
77,742 |
| 10 |
1063-0 |
945-0 |
118-0 |
11.8% |
20-4 |
2.1% |
44% |
False |
False |
83,993 |
| 20 |
1063-0 |
940-0 |
123-0 |
12.3% |
22-5 |
2.3% |
46% |
False |
False |
83,336 |
| 40 |
1063-0 |
882-0 |
181-0 |
18.2% |
23-6 |
2.4% |
63% |
False |
False |
80,804 |
| 60 |
1099-0 |
882-0 |
217-0 |
21.8% |
22-7 |
2.3% |
53% |
False |
False |
70,654 |
| 80 |
1099-0 |
882-0 |
217-0 |
21.8% |
20-6 |
2.1% |
53% |
False |
False |
60,310 |
| 100 |
1099-0 |
882-0 |
217-0 |
21.8% |
20-0 |
2.0% |
53% |
False |
False |
53,060 |
| 120 |
1099-0 |
816-0 |
283-0 |
28.4% |
19-4 |
2.0% |
64% |
False |
False |
46,944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1078-2 |
|
2.618 |
1050-4 |
|
1.618 |
1033-4 |
|
1.000 |
1023-0 |
|
0.618 |
1016-4 |
|
HIGH |
1006-0 |
|
0.618 |
999-4 |
|
0.500 |
997-4 |
|
0.382 |
995-4 |
|
LOW |
989-0 |
|
0.618 |
978-4 |
|
1.000 |
972-0 |
|
1.618 |
961-4 |
|
2.618 |
944-4 |
|
4.250 |
916-6 |
|
|
| Fisher Pivots for day following 26-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
997-4 |
1002-4 |
| PP |
997-1 |
1000-4 |
| S1 |
996-7 |
998-4 |
|