CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 15-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2009 |
15-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
897-0 |
913-0 |
16-0 |
1.8% |
935-0 |
| High |
910-0 |
975-0 |
65-0 |
7.1% |
942-4 |
| Low |
894-4 |
913-0 |
18-4 |
2.1% |
897-4 |
| Close |
909-0 |
960-0 |
51-0 |
5.6% |
903-0 |
| Range |
15-4 |
62-0 |
46-4 |
300.0% |
45-0 |
| ATR |
23-3 |
26-4 |
3-0 |
13.0% |
0-0 |
| Volume |
90,468 |
74,347 |
-16,121 |
-17.8% |
294,261 |
|
| Daily Pivots for day following 15-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1135-3 |
1109-5 |
994-1 |
|
| R3 |
1073-3 |
1047-5 |
977-0 |
|
| R2 |
1011-3 |
1011-3 |
971-3 |
|
| R1 |
985-5 |
985-5 |
965-5 |
998-4 |
| PP |
949-3 |
949-3 |
949-3 |
955-6 |
| S1 |
923-5 |
923-5 |
954-3 |
936-4 |
| S2 |
887-3 |
887-3 |
948-5 |
|
| S3 |
825-3 |
861-5 |
943-0 |
|
| S4 |
763-3 |
799-5 |
925-7 |
|
|
| 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 |
975-0 |
894-4 |
80-4 |
8.4% |
26-2 |
2.7% |
81% |
True |
False |
77,736 |
| 10 |
983-0 |
894-4 |
88-4 |
9.2% |
23-4 |
2.4% |
74% |
False |
False |
81,097 |
| 20 |
1017-0 |
894-4 |
122-4 |
12.8% |
20-2 |
2.1% |
53% |
False |
False |
78,674 |
| 40 |
1063-0 |
894-4 |
168-4 |
17.6% |
21-4 |
2.2% |
39% |
False |
False |
78,385 |
| 60 |
1063-0 |
882-0 |
181-0 |
18.9% |
22-7 |
2.4% |
43% |
False |
False |
77,453 |
| 80 |
1099-0 |
882-0 |
217-0 |
22.6% |
21-6 |
2.3% |
36% |
False |
False |
68,446 |
| 100 |
1099-0 |
882-0 |
217-0 |
22.6% |
20-7 |
2.2% |
36% |
False |
False |
60,188 |
| 120 |
1099-0 |
838-0 |
261-0 |
27.2% |
19-7 |
2.1% |
47% |
False |
False |
53,857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1238-4 |
|
2.618 |
1137-3 |
|
1.618 |
1075-3 |
|
1.000 |
1037-0 |
|
0.618 |
1013-3 |
|
HIGH |
975-0 |
|
0.618 |
951-3 |
|
0.500 |
944-0 |
|
0.382 |
936-5 |
|
LOW |
913-0 |
|
0.618 |
874-5 |
|
1.000 |
851-0 |
|
1.618 |
812-5 |
|
2.618 |
750-5 |
|
4.250 |
649-4 |
|
|
| Fisher Pivots for day following 15-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
954-5 |
951-5 |
| PP |
949-3 |
943-1 |
| S1 |
944-0 |
934-6 |
|