CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 04-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2009 |
04-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1032-0 |
1025-0 |
-7-0 |
-0.7% |
906-0 |
| High |
1041-0 |
1039-4 |
-1-4 |
-0.1% |
984-0 |
| Low |
1015-4 |
1024-4 |
9-0 |
0.9% |
902-0 |
| Close |
1030-4 |
1031-4 |
1-0 |
0.1% |
982-0 |
| Range |
25-4 |
15-0 |
-10-4 |
-41.2% |
82-0 |
| ATR |
29-7 |
28-6 |
-1-0 |
-3.6% |
0-0 |
| Volume |
74,978 |
112,096 |
37,118 |
49.5% |
362,768 |
|
| Daily Pivots for day following 04-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1076-7 |
1069-1 |
1039-6 |
|
| R3 |
1061-7 |
1054-1 |
1035-5 |
|
| R2 |
1046-7 |
1046-7 |
1034-2 |
|
| R1 |
1039-1 |
1039-1 |
1032-7 |
1043-0 |
| PP |
1031-7 |
1031-7 |
1031-7 |
1033-6 |
| S1 |
1024-1 |
1024-1 |
1030-1 |
1028-0 |
| S2 |
1016-7 |
1016-7 |
1028-6 |
|
| S3 |
1001-7 |
1009-1 |
1027-3 |
|
| S4 |
986-7 |
994-1 |
1023-2 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1202-0 |
1174-0 |
1027-1 |
|
| R3 |
1120-0 |
1092-0 |
1004-4 |
|
| R2 |
1038-0 |
1038-0 |
997-0 |
|
| R1 |
1010-0 |
1010-0 |
989-4 |
1024-0 |
| PP |
956-0 |
956-0 |
956-0 |
963-0 |
| S1 |
928-0 |
928-0 |
974-4 |
942-0 |
| S2 |
874-0 |
874-0 |
967-0 |
|
| S3 |
792-0 |
846-0 |
959-4 |
|
| S4 |
710-0 |
764-0 |
936-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1041-0 |
906-4 |
134-4 |
13.0% |
22-4 |
2.2% |
93% |
False |
False |
90,485 |
| 10 |
1041-0 |
898-0 |
143-0 |
13.9% |
20-0 |
1.9% |
93% |
False |
False |
75,904 |
| 20 |
1041-0 |
882-0 |
159-0 |
15.4% |
22-3 |
2.2% |
94% |
False |
False |
80,862 |
| 40 |
1099-0 |
882-0 |
217-0 |
21.0% |
23-5 |
2.3% |
69% |
False |
False |
69,493 |
| 60 |
1099-0 |
882-0 |
217-0 |
21.0% |
20-6 |
2.0% |
69% |
False |
False |
56,811 |
| 80 |
1099-0 |
882-0 |
217-0 |
21.0% |
20-0 |
1.9% |
69% |
False |
False |
48,899 |
| 100 |
1099-0 |
820-0 |
279-0 |
27.0% |
19-1 |
1.9% |
76% |
False |
False |
42,948 |
| 120 |
1099-0 |
784-0 |
315-0 |
30.5% |
18-4 |
1.8% |
79% |
False |
False |
37,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1103-2 |
|
2.618 |
1078-6 |
|
1.618 |
1063-6 |
|
1.000 |
1054-4 |
|
0.618 |
1048-6 |
|
HIGH |
1039-4 |
|
0.618 |
1033-6 |
|
0.500 |
1032-0 |
|
0.382 |
1030-2 |
|
LOW |
1024-4 |
|
0.618 |
1015-2 |
|
1.000 |
1009-4 |
|
1.618 |
1000-2 |
|
2.618 |
985-2 |
|
4.250 |
960-6 |
|
|
| Fisher Pivots for day following 04-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1032-0 |
1021-7 |
| PP |
1031-7 |
1012-3 |
| S1 |
1031-5 |
1002-6 |
|