CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 01-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2009 |
01-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
983-0 |
983-0 |
0-0 |
0.0% |
993-0 |
| High |
983-4 |
983-0 |
-0-4 |
-0.1% |
1017-0 |
| Low |
968-0 |
951-0 |
-17-0 |
-1.8% |
989-0 |
| Close |
979-4 |
955-4 |
-24-0 |
-2.5% |
1011-0 |
| Range |
15-4 |
32-0 |
16-4 |
106.5% |
28-0 |
| ATR |
26-6 |
27-1 |
0-3 |
1.4% |
0-0 |
| Volume |
76,853 |
95,400 |
18,547 |
24.1% |
384,807 |
|
| Daily Pivots for day following 01-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1059-1 |
1039-3 |
973-1 |
|
| R3 |
1027-1 |
1007-3 |
964-2 |
|
| R2 |
995-1 |
995-1 |
961-3 |
|
| R1 |
975-3 |
975-3 |
958-3 |
969-2 |
| PP |
963-1 |
963-1 |
963-1 |
960-1 |
| S1 |
943-3 |
943-3 |
952-5 |
937-2 |
| S2 |
931-1 |
931-1 |
949-5 |
|
| S3 |
899-1 |
911-3 |
946-6 |
|
| S4 |
867-1 |
879-3 |
937-7 |
|
|
| Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1089-5 |
1078-3 |
1026-3 |
|
| R3 |
1061-5 |
1050-3 |
1018-6 |
|
| R2 |
1033-5 |
1033-5 |
1016-1 |
|
| R1 |
1022-3 |
1022-3 |
1013-5 |
1028-0 |
| PP |
1005-5 |
1005-5 |
1005-5 |
1008-4 |
| S1 |
994-3 |
994-3 |
1008-3 |
1000-0 |
| S2 |
977-5 |
977-5 |
1005-7 |
|
| S3 |
949-5 |
966-3 |
1003-2 |
|
| S4 |
921-5 |
938-3 |
995-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1017-0 |
951-0 |
66-0 |
6.9% |
19-4 |
2.0% |
7% |
False |
True |
76,484 |
| 10 |
1017-0 |
945-4 |
71-4 |
7.5% |
19-0 |
2.0% |
14% |
False |
False |
76,376 |
| 20 |
1063-0 |
945-0 |
118-0 |
12.3% |
21-4 |
2.3% |
9% |
False |
False |
79,954 |
| 40 |
1063-0 |
882-0 |
181-0 |
18.9% |
22-0 |
2.3% |
41% |
False |
False |
80,408 |
| 60 |
1099-0 |
882-0 |
217-0 |
22.7% |
22-7 |
2.4% |
34% |
False |
False |
72,980 |
| 80 |
1099-0 |
882-0 |
217-0 |
22.7% |
21-0 |
2.2% |
34% |
False |
False |
62,597 |
| 100 |
1099-0 |
882-0 |
217-0 |
22.7% |
20-2 |
2.1% |
34% |
False |
False |
55,110 |
| 120 |
1099-0 |
820-0 |
279-0 |
29.2% |
19-4 |
2.0% |
49% |
False |
False |
49,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1119-0 |
|
2.618 |
1066-6 |
|
1.618 |
1034-6 |
|
1.000 |
1015-0 |
|
0.618 |
1002-6 |
|
HIGH |
983-0 |
|
0.618 |
970-6 |
|
0.500 |
967-0 |
|
0.382 |
963-2 |
|
LOW |
951-0 |
|
0.618 |
931-2 |
|
1.000 |
919-0 |
|
1.618 |
899-2 |
|
2.618 |
867-2 |
|
4.250 |
815-0 |
|
|
| Fisher Pivots for day following 01-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
967-0 |
984-0 |
| PP |
963-1 |
974-4 |
| S1 |
959-3 |
965-0 |
|