CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 29-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2009 |
29-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
920-0 |
922-0 |
2-0 |
0.2% |
927-0 |
| High |
928-0 |
928-4 |
0-4 |
0.1% |
931-0 |
| Low |
917-0 |
911-4 |
-5-4 |
-0.6% |
902-4 |
| Close |
919-4 |
917-0 |
-2-4 |
-0.3% |
926-0 |
| Range |
11-0 |
17-0 |
6-0 |
54.5% |
28-4 |
| ATR |
23-4 |
23-0 |
-0-4 |
-2.0% |
0-0 |
| Volume |
51,459 |
50,387 |
-1,072 |
-2.1% |
337,104 |
|
| Daily Pivots for day following 29-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
970-0 |
960-4 |
926-3 |
|
| R3 |
953-0 |
943-4 |
921-5 |
|
| R2 |
936-0 |
936-0 |
920-1 |
|
| R1 |
926-4 |
926-4 |
918-4 |
922-6 |
| PP |
919-0 |
919-0 |
919-0 |
917-1 |
| S1 |
909-4 |
909-4 |
915-4 |
905-6 |
| S2 |
902-0 |
902-0 |
913-7 |
|
| S3 |
885-0 |
892-4 |
912-3 |
|
| S4 |
868-0 |
875-4 |
907-5 |
|
|
| 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% |
17-5 |
1.9% |
51% |
False |
False |
61,743 |
| 10 |
958-0 |
902-4 |
55-4 |
6.1% |
18-4 |
2.0% |
26% |
False |
False |
74,438 |
| 20 |
983-0 |
894-4 |
88-4 |
9.7% |
21-0 |
2.3% |
25% |
False |
False |
77,768 |
| 40 |
1063-0 |
894-4 |
168-4 |
18.4% |
20-7 |
2.3% |
13% |
False |
False |
79,278 |
| 60 |
1063-0 |
882-0 |
181-0 |
19.7% |
22-2 |
2.4% |
19% |
False |
False |
78,998 |
| 80 |
1099-0 |
882-0 |
217-0 |
23.7% |
22-2 |
2.4% |
16% |
False |
False |
73,562 |
| 100 |
1099-0 |
882-0 |
217-0 |
23.7% |
20-6 |
2.3% |
16% |
False |
False |
64,988 |
| 120 |
1099-0 |
882-0 |
217-0 |
23.7% |
20-2 |
2.2% |
16% |
False |
False |
58,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1000-6 |
|
2.618 |
973-0 |
|
1.618 |
956-0 |
|
1.000 |
945-4 |
|
0.618 |
939-0 |
|
HIGH |
928-4 |
|
0.618 |
922-0 |
|
0.500 |
920-0 |
|
0.382 |
918-0 |
|
LOW |
911-4 |
|
0.618 |
901-0 |
|
1.000 |
894-4 |
|
1.618 |
884-0 |
|
2.618 |
867-0 |
|
4.250 |
839-2 |
|
|
| Fisher Pivots for day following 29-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
920-0 |
921-2 |
| PP |
919-0 |
919-7 |
| S1 |
918-0 |
918-3 |
|