CME Pit-Traded Soybean Future November 2009
Trading Metrics calculated at close of trading on 10-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2009 |
10-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
930-0 |
928-0 |
-2-0 |
-0.2% |
983-0 |
High |
937-4 |
935-0 |
-2-4 |
-0.3% |
983-4 |
Low |
927-0 |
925-4 |
-1-4 |
-0.2% |
921-0 |
Close |
928-4 |
926-4 |
-2-0 |
-0.2% |
922-0 |
Range |
10-4 |
9-4 |
-1-0 |
-9.5% |
62-4 |
ATR |
24-3 |
23-2 |
-1-0 |
-4.4% |
0-0 |
Volume |
90,985 |
74,850 |
-16,135 |
-17.7% |
428,751 |
|
Daily Pivots for day following 10-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
957-4 |
951-4 |
931-6 |
|
R3 |
948-0 |
942-0 |
929-1 |
|
R2 |
938-4 |
938-4 |
928-2 |
|
R1 |
932-4 |
932-4 |
927-3 |
930-6 |
PP |
929-0 |
929-0 |
929-0 |
928-1 |
S1 |
923-0 |
923-0 |
925-5 |
921-2 |
S2 |
919-4 |
919-4 |
924-6 |
|
S3 |
910-0 |
913-4 |
923-7 |
|
S4 |
900-4 |
904-0 |
921-2 |
|
|
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 |
957-0 |
921-0 |
36-0 |
3.9% |
15-7 |
1.7% |
15% |
False |
False |
80,447 |
10 |
1017-0 |
921-0 |
96-0 |
10.4% |
17-2 |
1.9% |
6% |
False |
False |
79,191 |
20 |
1063-0 |
921-0 |
142-0 |
15.3% |
18-7 |
2.0% |
4% |
False |
False |
81,592 |
40 |
1063-0 |
885-0 |
178-0 |
19.2% |
20-4 |
2.2% |
23% |
False |
False |
78,895 |
60 |
1063-0 |
882-0 |
181-0 |
19.5% |
22-4 |
2.4% |
25% |
False |
False |
75,801 |
80 |
1099-0 |
882-0 |
217-0 |
23.4% |
20-6 |
2.2% |
21% |
False |
False |
66,892 |
100 |
1099-0 |
882-0 |
217-0 |
23.4% |
20-4 |
2.2% |
21% |
False |
False |
58,644 |
120 |
1099-0 |
838-0 |
261-0 |
28.2% |
19-2 |
2.1% |
34% |
False |
False |
52,360 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
975-3 |
2.618 |
959-7 |
1.618 |
950-3 |
1.000 |
944-4 |
0.618 |
940-7 |
HIGH |
935-0 |
0.618 |
931-3 |
0.500 |
930-2 |
0.382 |
929-1 |
LOW |
925-4 |
0.618 |
919-5 |
1.000 |
916-0 |
1.618 |
910-1 |
2.618 |
900-5 |
4.250 |
885-1 |
|
|
Fisher Pivots for day following 10-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
930-2 |
934-0 |
PP |
929-0 |
931-4 |
S1 |
927-6 |
929-0 |
|