CME Pit-Traded Soybean Future November 2009
Trading Metrics calculated at close of trading on 11-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2009 |
11-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
928-0 |
931-0 |
3-0 |
0.3% |
935-0 |
High |
935-0 |
931-0 |
-4-0 |
-0.4% |
942-4 |
Low |
925-4 |
897-4 |
-28-0 |
-3.0% |
897-4 |
Close |
926-4 |
903-0 |
-23-4 |
-2.5% |
903-0 |
Range |
9-4 |
33-4 |
24-0 |
252.6% |
45-0 |
ATR |
23-2 |
24-0 |
0-6 |
3.1% |
0-0 |
Volume |
74,850 |
58,030 |
-16,820 |
-22.5% |
294,261 |
|
Daily Pivots for day following 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1011-0 |
990-4 |
921-3 |
|
R3 |
977-4 |
957-0 |
912-2 |
|
R2 |
944-0 |
944-0 |
909-1 |
|
R1 |
923-4 |
923-4 |
906-1 |
917-0 |
PP |
910-4 |
910-4 |
910-4 |
907-2 |
S1 |
890-0 |
890-0 |
899-7 |
883-4 |
S2 |
877-0 |
877-0 |
896-7 |
|
S3 |
843-4 |
856-4 |
893-6 |
|
S4 |
810-0 |
823-0 |
884-5 |
|
|
Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1049-3 |
1021-1 |
927-6 |
|
R3 |
1004-3 |
976-1 |
915-3 |
|
R2 |
959-3 |
959-3 |
911-2 |
|
R1 |
931-1 |
931-1 |
907-1 |
922-6 |
PP |
914-3 |
914-3 |
914-3 |
910-1 |
S1 |
886-1 |
886-1 |
898-7 |
877-6 |
S2 |
869-3 |
869-3 |
894-6 |
|
S3 |
824-3 |
841-1 |
890-5 |
|
S4 |
779-3 |
796-1 |
878-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
942-4 |
897-4 |
45-0 |
5.0% |
17-2 |
1.9% |
12% |
False |
True |
77,851 |
10 |
1017-0 |
897-4 |
119-4 |
13.2% |
19-3 |
2.1% |
5% |
False |
True |
78,528 |
20 |
1017-0 |
897-4 |
119-4 |
13.2% |
18-2 |
2.0% |
5% |
False |
True |
80,334 |
40 |
1063-0 |
894-0 |
169-0 |
18.7% |
21-0 |
2.3% |
5% |
False |
False |
78,234 |
60 |
1063-0 |
882-0 |
181-0 |
20.0% |
22-5 |
2.5% |
12% |
False |
False |
76,168 |
80 |
1099-0 |
882-0 |
217-0 |
24.0% |
21-1 |
2.3% |
10% |
False |
False |
67,331 |
100 |
1099-0 |
882-0 |
217-0 |
24.0% |
20-4 |
2.3% |
10% |
False |
False |
59,010 |
120 |
1099-0 |
838-0 |
261-0 |
28.9% |
19-3 |
2.2% |
25% |
False |
False |
52,739 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1073-3 |
2.618 |
1018-6 |
1.618 |
985-2 |
1.000 |
964-4 |
0.618 |
951-6 |
HIGH |
931-0 |
0.618 |
918-2 |
0.500 |
914-2 |
0.382 |
910-2 |
LOW |
897-4 |
0.618 |
876-6 |
1.000 |
864-0 |
1.618 |
843-2 |
2.618 |
809-6 |
4.250 |
755-1 |
|
|
Fisher Pivots for day following 11-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
914-2 |
917-4 |
PP |
910-4 |
912-5 |
S1 |
906-6 |
907-7 |
|