CME Pit-Traded Soybean Future November 2009
Trading Metrics calculated at close of trading on 14-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2009 |
14-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
931-0 |
897-0 |
-34-0 |
-3.7% |
935-0 |
High |
931-0 |
910-0 |
-21-0 |
-2.3% |
942-4 |
Low |
897-4 |
894-4 |
-3-0 |
-0.3% |
897-4 |
Close |
903-0 |
909-0 |
6-0 |
0.7% |
903-0 |
Range |
33-4 |
15-4 |
-18-0 |
-53.7% |
45-0 |
ATR |
24-0 |
23-3 |
-0-5 |
-2.5% |
0-0 |
Volume |
58,030 |
90,468 |
32,438 |
55.9% |
294,261 |
|
Daily Pivots for day following 14-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
951-0 |
945-4 |
917-4 |
|
R3 |
935-4 |
930-0 |
913-2 |
|
R2 |
920-0 |
920-0 |
911-7 |
|
R1 |
914-4 |
914-4 |
910-3 |
917-2 |
PP |
904-4 |
904-4 |
904-4 |
905-7 |
S1 |
899-0 |
899-0 |
907-5 |
901-6 |
S2 |
889-0 |
889-0 |
906-1 |
|
S3 |
873-4 |
883-4 |
904-6 |
|
S4 |
858-0 |
868-0 |
900-4 |
|
|
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 |
894-4 |
48-0 |
5.3% |
16-4 |
1.8% |
30% |
False |
True |
76,945 |
10 |
983-4 |
894-4 |
89-0 |
9.8% |
18-7 |
2.1% |
16% |
False |
True |
81,348 |
20 |
1017-0 |
894-4 |
122-4 |
13.5% |
17-7 |
2.0% |
12% |
False |
True |
79,824 |
40 |
1063-0 |
894-4 |
168-4 |
18.5% |
20-4 |
2.3% |
9% |
False |
True |
78,364 |
60 |
1063-0 |
882-0 |
181-0 |
19.9% |
22-5 |
2.5% |
15% |
False |
False |
76,853 |
80 |
1099-0 |
882-0 |
217-0 |
23.9% |
21-1 |
2.3% |
12% |
False |
False |
68,067 |
100 |
1099-0 |
882-0 |
217-0 |
23.9% |
20-4 |
2.3% |
12% |
False |
False |
59,661 |
120 |
1099-0 |
838-0 |
261-0 |
28.7% |
19-4 |
2.1% |
27% |
False |
False |
53,369 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
975-7 |
2.618 |
950-5 |
1.618 |
935-1 |
1.000 |
925-4 |
0.618 |
919-5 |
HIGH |
910-0 |
0.618 |
904-1 |
0.500 |
902-2 |
0.382 |
900-3 |
LOW |
894-4 |
0.618 |
884-7 |
1.000 |
879-0 |
1.618 |
869-3 |
2.618 |
853-7 |
4.250 |
828-5 |
|
|
Fisher Pivots for day following 14-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
906-6 |
914-6 |
PP |
904-4 |
912-7 |
S1 |
902-2 |
910-7 |
|