CME Pit-Traded Soybean Future November 2009
Trading Metrics calculated at close of trading on 28-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2009 |
28-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
919-0 |
920-0 |
1-0 |
0.1% |
927-0 |
High |
931-0 |
928-0 |
-3-0 |
-0.3% |
931-0 |
Low |
916-4 |
917-0 |
0-4 |
0.1% |
902-4 |
Close |
926-0 |
919-4 |
-6-4 |
-0.7% |
926-0 |
Range |
14-4 |
11-0 |
-3-4 |
-24.1% |
28-4 |
ATR |
24-4 |
23-4 |
-1-0 |
-3.9% |
0-0 |
Volume |
67,080 |
51,459 |
-15,621 |
-23.3% |
337,104 |
|
Daily Pivots for day following 28-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
954-4 |
948-0 |
925-4 |
|
R3 |
943-4 |
937-0 |
922-4 |
|
R2 |
932-4 |
932-4 |
921-4 |
|
R1 |
926-0 |
926-0 |
920-4 |
923-6 |
PP |
921-4 |
921-4 |
921-4 |
920-3 |
S1 |
915-0 |
915-0 |
918-4 |
912-6 |
S2 |
910-4 |
910-4 |
917-4 |
|
S3 |
899-4 |
904-0 |
916-4 |
|
S4 |
888-4 |
893-0 |
913-4 |
|
|
Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1005-3 |
994-1 |
941-5 |
|
R3 |
976-7 |
965-5 |
933-7 |
|
R2 |
948-3 |
948-3 |
931-2 |
|
R1 |
937-1 |
937-1 |
928-5 |
928-4 |
PP |
919-7 |
919-7 |
919-7 |
915-4 |
S1 |
908-5 |
908-5 |
923-3 |
900-0 |
S2 |
891-3 |
891-3 |
920-6 |
|
S3 |
862-7 |
880-1 |
918-1 |
|
S4 |
834-3 |
851-5 |
910-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
931-0 |
902-4 |
28-4 |
3.1% |
18-1 |
2.0% |
60% |
False |
False |
66,046 |
10 |
975-0 |
902-4 |
72-4 |
7.9% |
23-0 |
2.5% |
23% |
False |
False |
76,834 |
20 |
983-4 |
894-4 |
89-0 |
9.7% |
20-7 |
2.3% |
28% |
False |
False |
79,091 |
40 |
1063-0 |
894-4 |
168-4 |
18.3% |
21-1 |
2.3% |
15% |
False |
False |
79,893 |
60 |
1063-0 |
882-0 |
181-0 |
19.7% |
22-3 |
2.4% |
21% |
False |
False |
79,198 |
80 |
1099-0 |
882-0 |
217-0 |
23.6% |
22-2 |
2.4% |
17% |
False |
False |
73,483 |
100 |
1099-0 |
882-0 |
217-0 |
23.6% |
20-6 |
2.3% |
17% |
False |
False |
64,711 |
120 |
1099-0 |
882-0 |
217-0 |
23.6% |
20-2 |
2.2% |
17% |
False |
False |
58,047 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
974-6 |
2.618 |
956-6 |
1.618 |
945-6 |
1.000 |
939-0 |
0.618 |
934-6 |
HIGH |
928-0 |
0.618 |
923-6 |
0.500 |
922-4 |
0.382 |
921-2 |
LOW |
917-0 |
0.618 |
910-2 |
1.000 |
906-0 |
1.618 |
899-2 |
2.618 |
888-2 |
4.250 |
870-2 |
|
|
Fisher Pivots for day following 28-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
922-4 |
919-0 |
PP |
921-4 |
918-4 |
S1 |
920-4 |
918-0 |
|