CME Pit-Traded Soybean Future November 2009
Trading Metrics calculated at close of trading on 04-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2009 |
04-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
957-0 |
940-0 |
-17-0 |
-1.8% |
983-0 |
High |
957-0 |
940-0 |
-17-0 |
-1.8% |
983-4 |
Low |
930-0 |
921-0 |
-9-0 |
-1.0% |
921-0 |
Close |
941-4 |
922-0 |
-19-4 |
-2.1% |
922-0 |
Range |
27-0 |
19-0 |
-8-0 |
-29.6% |
62-4 |
ATR |
26-1 |
25-6 |
-0-3 |
-1.6% |
0-0 |
Volume |
71,009 |
94,998 |
23,989 |
33.8% |
428,751 |
|
Daily Pivots for day following 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
984-5 |
972-3 |
932-4 |
|
R3 |
965-5 |
953-3 |
927-2 |
|
R2 |
946-5 |
946-5 |
925-4 |
|
R1 |
934-3 |
934-3 |
923-6 |
931-0 |
PP |
927-5 |
927-5 |
927-5 |
926-0 |
S1 |
915-3 |
915-3 |
920-2 |
912-0 |
S2 |
908-5 |
908-5 |
918-4 |
|
S3 |
889-5 |
896-3 |
916-6 |
|
S4 |
870-5 |
877-3 |
911-4 |
|
|
Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1129-5 |
1088-3 |
956-3 |
|
R3 |
1067-1 |
1025-7 |
939-2 |
|
R2 |
1004-5 |
1004-5 |
933-4 |
|
R1 |
963-3 |
963-3 |
927-6 |
952-6 |
PP |
942-1 |
942-1 |
942-1 |
936-7 |
S1 |
900-7 |
900-7 |
916-2 |
890-2 |
S2 |
879-5 |
879-5 |
910-4 |
|
S3 |
817-1 |
838-3 |
904-6 |
|
S4 |
754-5 |
775-7 |
887-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
983-4 |
921-0 |
62-4 |
6.8% |
21-2 |
2.3% |
2% |
False |
True |
85,750 |
10 |
1017-0 |
921-0 |
96-0 |
10.4% |
19-7 |
2.2% |
1% |
False |
True |
81,355 |
20 |
1063-0 |
921-0 |
142-0 |
15.4% |
21-5 |
2.3% |
1% |
False |
True |
80,958 |
40 |
1063-0 |
885-0 |
178-0 |
19.3% |
21-4 |
2.3% |
21% |
False |
False |
78,470 |
60 |
1091-4 |
882-0 |
209-4 |
22.7% |
23-0 |
2.5% |
19% |
False |
False |
74,558 |
80 |
1099-0 |
882-0 |
217-0 |
23.5% |
21-0 |
2.3% |
18% |
False |
False |
64,950 |
100 |
1099-0 |
882-0 |
217-0 |
23.5% |
20-4 |
2.2% |
18% |
False |
False |
56,995 |
120 |
1099-0 |
838-0 |
261-0 |
28.3% |
19-3 |
2.1% |
32% |
False |
False |
50,866 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1020-6 |
2.618 |
989-6 |
1.618 |
970-6 |
1.000 |
959-0 |
0.618 |
951-6 |
HIGH |
940-0 |
0.618 |
932-6 |
0.500 |
930-4 |
0.382 |
928-2 |
LOW |
921-0 |
0.618 |
909-2 |
1.000 |
902-0 |
1.618 |
890-2 |
2.618 |
871-2 |
4.250 |
840-2 |
|
|
Fisher Pivots for day following 04-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
930-4 |
939-6 |
PP |
927-5 |
933-7 |
S1 |
924-7 |
927-7 |
|