CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 22-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2009 |
22-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
927-0 |
924-0 |
-3-0 |
-0.3% |
897-0 |
| High |
928-0 |
924-0 |
-4-0 |
-0.4% |
975-0 |
| Low |
910-0 |
904-4 |
-5-4 |
-0.6% |
894-4 |
| Close |
913-4 |
922-0 |
8-4 |
0.9% |
941-0 |
| Range |
18-0 |
19-4 |
1-4 |
8.3% |
80-4 |
| ATR |
26-0 |
25-5 |
-0-4 |
-1.8% |
0-0 |
| Volume |
58,331 |
71,900 |
13,569 |
23.3% |
470,253 |
|
| Daily Pivots for day following 22-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
975-3 |
968-1 |
932-6 |
|
| R3 |
955-7 |
948-5 |
927-3 |
|
| R2 |
936-3 |
936-3 |
925-5 |
|
| R1 |
929-1 |
929-1 |
923-6 |
923-0 |
| PP |
916-7 |
916-7 |
916-7 |
913-6 |
| S1 |
909-5 |
909-5 |
920-2 |
903-4 |
| S2 |
897-3 |
897-3 |
918-3 |
|
| S3 |
877-7 |
890-1 |
916-5 |
|
| S4 |
858-3 |
870-5 |
911-2 |
|
|
| 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 |
958-0 |
904-4 |
53-4 |
5.8% |
19-3 |
2.1% |
33% |
False |
True |
87,133 |
| 10 |
975-0 |
894-4 |
80-4 |
8.7% |
22-6 |
2.5% |
34% |
False |
False |
82,434 |
| 20 |
1017-0 |
894-4 |
122-4 |
13.3% |
21-2 |
2.3% |
22% |
False |
False |
80,875 |
| 40 |
1063-0 |
894-4 |
168-4 |
18.3% |
21-5 |
2.3% |
16% |
False |
False |
81,309 |
| 60 |
1063-0 |
882-0 |
181-0 |
19.6% |
23-0 |
2.5% |
22% |
False |
False |
79,979 |
| 80 |
1099-0 |
882-0 |
217-0 |
23.5% |
22-1 |
2.4% |
18% |
False |
False |
71,991 |
| 100 |
1099-0 |
882-0 |
217-0 |
23.5% |
21-0 |
2.3% |
18% |
False |
False |
63,429 |
| 120 |
1099-0 |
882-0 |
217-0 |
23.5% |
20-1 |
2.2% |
18% |
False |
False |
56,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1006-7 |
|
2.618 |
975-0 |
|
1.618 |
955-4 |
|
1.000 |
943-4 |
|
0.618 |
936-0 |
|
HIGH |
924-0 |
|
0.618 |
916-4 |
|
0.500 |
914-2 |
|
0.382 |
912-0 |
|
LOW |
904-4 |
|
0.618 |
892-4 |
|
1.000 |
885-0 |
|
1.618 |
873-0 |
|
2.618 |
853-4 |
|
4.250 |
821-5 |
|
|
| Fisher Pivots for day following 22-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
919-3 |
931-2 |
| PP |
916-7 |
928-1 |
| S1 |
914-2 |
925-1 |
|