CME Pit-Traded Soybean Future November 2009
Trading Metrics calculated at close of trading on 02-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2009 |
02-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
904-0 |
893-0 |
-11-0 |
-1.2% |
913-0 |
High |
899-0 |
926-0 |
27-0 |
3.0% |
913-0 |
Low |
889-4 |
912-4 |
23-0 |
2.6% |
861-0 |
Close |
892-0 |
915-4 |
23-4 |
2.6% |
860-6 |
Range |
9-4 |
13-4 |
4-0 |
42.1% |
52-0 |
ATR |
22-1 |
22-7 |
0-7 |
3.9% |
0-0 |
Volume |
32,205 |
17,547 |
-14,658 |
-45.5% |
77,324 |
|
Daily Pivots for day following 02-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
958-4 |
950-4 |
922-7 |
|
R3 |
945-0 |
937-0 |
919-2 |
|
R2 |
931-4 |
931-4 |
918-0 |
|
R1 |
923-4 |
923-4 |
916-6 |
927-4 |
PP |
918-0 |
918-0 |
918-0 |
920-0 |
S1 |
910-0 |
910-0 |
914-2 |
914-0 |
S2 |
904-4 |
904-4 |
913-0 |
|
S3 |
891-0 |
896-4 |
911-6 |
|
S4 |
877-4 |
883-0 |
908-1 |
|
|
Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1034-2 |
999-4 |
889-3 |
|
R3 |
982-2 |
947-4 |
875-0 |
|
R2 |
930-2 |
930-2 |
870-2 |
|
R1 |
895-4 |
895-4 |
865-4 |
886-7 |
PP |
878-2 |
878-2 |
878-2 |
874-0 |
S1 |
843-4 |
843-4 |
856-0 |
834-7 |
S2 |
826-2 |
826-2 |
851-2 |
|
S3 |
774-2 |
791-4 |
846-4 |
|
S4 |
722-2 |
739-4 |
832-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
926-0 |
838-0 |
88-0 |
9.6% |
14-0 |
1.5% |
88% |
True |
False |
19,553 |
10 |
926-0 |
838-0 |
88-0 |
9.6% |
13-6 |
1.5% |
88% |
True |
False |
18,574 |
20 |
926-0 |
802-4 |
123-4 |
13.5% |
16-7 |
1.8% |
91% |
True |
False |
15,767 |
40 |
958-4 |
784-0 |
174-4 |
19.1% |
16-4 |
1.8% |
75% |
False |
False |
12,939 |
60 |
1030-0 |
784-0 |
246-0 |
26.9% |
18-3 |
2.0% |
53% |
False |
False |
12,227 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
983-3 |
2.618 |
961-3 |
1.618 |
947-7 |
1.000 |
939-4 |
0.618 |
934-3 |
HIGH |
926-0 |
0.618 |
920-7 |
0.500 |
919-2 |
0.382 |
917-5 |
LOW |
912-4 |
0.618 |
904-1 |
1.000 |
899-0 |
1.618 |
890-5 |
2.618 |
877-1 |
4.250 |
855-1 |
|
|
Fisher Pivots for day following 02-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
919-2 |
909-5 |
PP |
918-0 |
903-7 |
S1 |
916-6 |
898-0 |
|