CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 09-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2009 |
09-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
935-0 |
930-0 |
-5-0 |
-0.5% |
983-0 |
| High |
942-4 |
937-4 |
-5-0 |
-0.5% |
983-4 |
| Low |
929-0 |
927-0 |
-2-0 |
-0.2% |
921-0 |
| Close |
936-4 |
928-4 |
-8-0 |
-0.9% |
922-0 |
| Range |
13-4 |
10-4 |
-3-0 |
-22.2% |
62-4 |
| ATR |
25-3 |
24-3 |
-1-1 |
-4.2% |
0-0 |
| Volume |
70,396 |
90,985 |
20,589 |
29.2% |
428,751 |
|
| Daily Pivots for day following 09-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
962-4 |
956-0 |
934-2 |
|
| R3 |
952-0 |
945-4 |
931-3 |
|
| R2 |
941-4 |
941-4 |
930-3 |
|
| R1 |
935-0 |
935-0 |
929-4 |
933-0 |
| PP |
931-0 |
931-0 |
931-0 |
930-0 |
| S1 |
924-4 |
924-4 |
927-4 |
922-4 |
| S2 |
920-4 |
920-4 |
926-5 |
|
| S3 |
910-0 |
914-0 |
925-5 |
|
| S4 |
899-4 |
903-4 |
922-6 |
|
|
| 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 |
958-4 |
921-0 |
37-4 |
4.0% |
16-4 |
1.8% |
20% |
False |
False |
83,575 |
| 10 |
1017-0 |
921-0 |
96-0 |
10.3% |
18-0 |
1.9% |
8% |
False |
False |
80,030 |
| 20 |
1063-0 |
921-0 |
142-0 |
15.3% |
19-6 |
2.1% |
5% |
False |
False |
81,862 |
| 40 |
1063-0 |
885-0 |
178-0 |
19.2% |
21-2 |
2.3% |
24% |
False |
False |
78,643 |
| 60 |
1063-0 |
882-0 |
181-0 |
19.5% |
22-6 |
2.4% |
26% |
False |
False |
75,338 |
| 80 |
1099-0 |
882-0 |
217-0 |
23.4% |
20-7 |
2.2% |
21% |
False |
False |
66,250 |
| 100 |
1099-0 |
882-0 |
217-0 |
23.4% |
20-4 |
2.2% |
21% |
False |
False |
58,123 |
| 120 |
1099-0 |
838-0 |
261-0 |
28.1% |
19-3 |
2.1% |
35% |
False |
False |
51,954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
982-1 |
|
2.618 |
965-0 |
|
1.618 |
954-4 |
|
1.000 |
948-0 |
|
0.618 |
944-0 |
|
HIGH |
937-4 |
|
0.618 |
933-4 |
|
0.500 |
932-2 |
|
0.382 |
931-0 |
|
LOW |
927-0 |
|
0.618 |
920-4 |
|
1.000 |
916-4 |
|
1.618 |
910-0 |
|
2.618 |
899-4 |
|
4.250 |
882-3 |
|
|
| Fisher Pivots for day following 09-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
932-2 |
931-6 |
| PP |
931-0 |
930-5 |
| S1 |
929-6 |
929-5 |
|