CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 08-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2009 |
08-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
940-0 |
935-0 |
-5-0 |
-0.5% |
983-0 |
| High |
940-0 |
942-4 |
2-4 |
0.3% |
983-4 |
| Low |
921-0 |
929-0 |
8-0 |
0.9% |
921-0 |
| Close |
922-0 |
936-4 |
14-4 |
1.6% |
922-0 |
| Range |
19-0 |
13-4 |
-5-4 |
-28.9% |
62-4 |
| ATR |
25-6 |
25-3 |
-0-3 |
-1.5% |
0-0 |
| Volume |
94,998 |
70,396 |
-24,602 |
-25.9% |
428,751 |
|
| Daily Pivots for day following 08-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
976-4 |
970-0 |
943-7 |
|
| R3 |
963-0 |
956-4 |
940-2 |
|
| R2 |
949-4 |
949-4 |
939-0 |
|
| R1 |
943-0 |
943-0 |
937-6 |
946-2 |
| PP |
936-0 |
936-0 |
936-0 |
937-5 |
| S1 |
929-4 |
929-4 |
935-2 |
932-6 |
| S2 |
922-4 |
922-4 |
934-0 |
|
| S3 |
909-0 |
916-0 |
932-6 |
|
| S4 |
895-4 |
902-4 |
929-1 |
|
|
| 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 |
983-0 |
921-0 |
62-0 |
6.6% |
20-6 |
2.2% |
25% |
False |
False |
84,458 |
| 10 |
1017-0 |
921-0 |
96-0 |
10.3% |
19-5 |
2.1% |
16% |
False |
False |
79,315 |
| 20 |
1063-0 |
921-0 |
142-0 |
15.2% |
20-5 |
2.2% |
11% |
False |
False |
81,094 |
| 40 |
1063-0 |
885-0 |
178-0 |
19.0% |
21-3 |
2.3% |
29% |
False |
False |
78,194 |
| 60 |
1063-0 |
882-0 |
181-0 |
19.3% |
22-7 |
2.4% |
30% |
False |
False |
74,629 |
| 80 |
1099-0 |
882-0 |
217-0 |
23.2% |
21-0 |
2.2% |
25% |
False |
False |
65,455 |
| 100 |
1099-0 |
882-0 |
217-0 |
23.2% |
20-4 |
2.2% |
25% |
False |
False |
57,471 |
| 120 |
1099-0 |
838-0 |
261-0 |
27.9% |
19-3 |
2.1% |
38% |
False |
False |
51,304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
999-7 |
|
2.618 |
977-7 |
|
1.618 |
964-3 |
|
1.000 |
956-0 |
|
0.618 |
950-7 |
|
HIGH |
942-4 |
|
0.618 |
937-3 |
|
0.500 |
935-6 |
|
0.382 |
934-1 |
|
LOW |
929-0 |
|
0.618 |
920-5 |
|
1.000 |
915-4 |
|
1.618 |
907-1 |
|
2.618 |
893-5 |
|
4.250 |
871-5 |
|
|
| Fisher Pivots for day following 08-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
936-2 |
939-0 |
| PP |
936-0 |
938-1 |
| S1 |
935-6 |
937-3 |
|