CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 24-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2009 |
24-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
908-0 |
905-0 |
-3-0 |
-0.3% |
897-0 |
| High |
924-0 |
929-0 |
5-0 |
0.5% |
975-0 |
| Low |
902-4 |
905-0 |
2-4 |
0.3% |
894-4 |
| Close |
920-4 |
919-4 |
-1-0 |
-0.1% |
941-0 |
| Range |
21-4 |
24-0 |
2-4 |
11.6% |
80-4 |
| ATR |
25-2 |
25-2 |
-0-1 |
-0.4% |
0-0 |
| Volume |
76,722 |
63,071 |
-13,651 |
-17.8% |
470,253 |
|
| Daily Pivots for day following 24-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
989-7 |
978-5 |
932-6 |
|
| R3 |
965-7 |
954-5 |
926-1 |
|
| R2 |
941-7 |
941-7 |
923-7 |
|
| R1 |
930-5 |
930-5 |
921-6 |
936-2 |
| PP |
917-7 |
917-7 |
917-7 |
920-5 |
| S1 |
906-5 |
906-5 |
917-2 |
912-2 |
| S2 |
893-7 |
893-7 |
915-1 |
|
| S3 |
869-7 |
882-5 |
912-7 |
|
| S4 |
845-7 |
858-5 |
906-2 |
|
|
| 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 |
902-4 |
55-4 |
6.0% |
21-0 |
2.3% |
31% |
False |
False |
69,428 |
| 10 |
975-0 |
894-4 |
80-4 |
8.8% |
25-3 |
2.8% |
31% |
False |
False |
79,830 |
| 20 |
1017-0 |
894-4 |
122-4 |
13.3% |
21-2 |
2.3% |
20% |
False |
False |
79,510 |
| 40 |
1063-0 |
894-4 |
168-4 |
18.3% |
22-0 |
2.4% |
15% |
False |
False |
81,423 |
| 60 |
1063-0 |
882-0 |
181-0 |
19.7% |
22-7 |
2.5% |
21% |
False |
False |
80,373 |
| 80 |
1099-0 |
882-0 |
217-0 |
23.6% |
22-4 |
2.4% |
17% |
False |
False |
72,868 |
| 100 |
1099-0 |
882-0 |
217-0 |
23.6% |
20-7 |
2.3% |
17% |
False |
False |
64,150 |
| 120 |
1099-0 |
882-0 |
217-0 |
23.6% |
20-2 |
2.2% |
17% |
False |
False |
57,468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1031-0 |
|
2.618 |
991-7 |
|
1.618 |
967-7 |
|
1.000 |
953-0 |
|
0.618 |
943-7 |
|
HIGH |
929-0 |
|
0.618 |
919-7 |
|
0.500 |
917-0 |
|
0.382 |
914-1 |
|
LOW |
905-0 |
|
0.618 |
890-1 |
|
1.000 |
881-0 |
|
1.618 |
866-1 |
|
2.618 |
842-1 |
|
4.250 |
803-0 |
|
|
| Fisher Pivots for day following 24-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
918-5 |
918-2 |
| PP |
917-7 |
917-0 |
| S1 |
917-0 |
915-6 |
|