CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 18-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2009 |
18-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
942-0 |
944-0 |
2-0 |
0.2% |
897-0 |
| High |
953-0 |
958-0 |
5-0 |
0.5% |
975-0 |
| Low |
937-4 |
936-0 |
-1-4 |
-0.2% |
894-4 |
| Close |
953-0 |
941-0 |
-12-0 |
-1.3% |
941-0 |
| Range |
15-4 |
22-0 |
6-4 |
41.9% |
80-4 |
| ATR |
26-0 |
25-5 |
-0-2 |
-1.1% |
0-0 |
| Volume |
92,225 |
77,117 |
-15,108 |
-16.4% |
470,253 |
|
| Daily Pivots for day following 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1011-0 |
998-0 |
953-1 |
|
| R3 |
989-0 |
976-0 |
947-0 |
|
| R2 |
967-0 |
967-0 |
945-0 |
|
| R1 |
954-0 |
954-0 |
943-0 |
949-4 |
| PP |
945-0 |
945-0 |
945-0 |
942-6 |
| S1 |
932-0 |
932-0 |
939-0 |
927-4 |
| S2 |
923-0 |
923-0 |
937-0 |
|
| S3 |
901-0 |
910-0 |
935-0 |
|
| S4 |
879-0 |
888-0 |
928-7 |
|
|
| Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1178-3 |
1140-1 |
985-2 |
|
| R3 |
1097-7 |
1059-5 |
963-1 |
|
| R2 |
1017-3 |
1017-3 |
955-6 |
|
| R1 |
979-1 |
979-1 |
948-3 |
998-2 |
| PP |
936-7 |
936-7 |
936-7 |
946-3 |
| S1 |
898-5 |
898-5 |
933-5 |
917-6 |
| S2 |
856-3 |
856-3 |
926-2 |
|
| S3 |
775-7 |
818-1 |
918-7 |
|
| S4 |
695-3 |
737-5 |
896-6 |
|
|
| 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 |
8.6% |
27-3 |
2.9% |
58% |
False |
False |
94,050 |
| 10 |
975-0 |
894-4 |
80-4 |
8.6% |
22-2 |
2.4% |
58% |
False |
False |
85,951 |
| 20 |
1017-0 |
894-4 |
122-4 |
13.0% |
21-2 |
2.3% |
38% |
False |
False |
81,871 |
| 40 |
1063-0 |
894-4 |
168-4 |
17.9% |
21-3 |
2.3% |
28% |
False |
False |
81,078 |
| 60 |
1063-0 |
882-0 |
181-0 |
19.2% |
23-0 |
2.4% |
33% |
False |
False |
79,872 |
| 80 |
1099-0 |
882-0 |
217-0 |
23.1% |
22-0 |
2.3% |
27% |
False |
False |
71,150 |
| 100 |
1099-0 |
882-0 |
217-0 |
23.1% |
21-0 |
2.2% |
27% |
False |
False |
62,599 |
| 120 |
1099-0 |
870-0 |
229-0 |
24.3% |
20-0 |
2.1% |
31% |
False |
False |
55,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1051-4 |
|
2.618 |
1015-5 |
|
1.618 |
993-5 |
|
1.000 |
980-0 |
|
0.618 |
971-5 |
|
HIGH |
958-0 |
|
0.618 |
949-5 |
|
0.500 |
947-0 |
|
0.382 |
944-3 |
|
LOW |
936-0 |
|
0.618 |
922-3 |
|
1.000 |
914-0 |
|
1.618 |
900-3 |
|
2.618 |
878-3 |
|
4.250 |
842-4 |
|
|
| Fisher Pivots for day following 18-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
947-0 |
943-4 |
| PP |
945-0 |
942-5 |
| S1 |
943-0 |
941-7 |
|