CME Pit-Traded Soybean Future November 2009
Trading Metrics calculated at close of trading on 06-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2009 |
06-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
913-0 |
915-0 |
2-0 |
0.2% |
843-0 |
High |
924-4 |
915-4 |
-9-0 |
-1.0% |
926-0 |
Low |
909-0 |
904-0 |
-5-0 |
-0.6% |
838-0 |
Close |
923-2 |
912-0 |
-11-2 |
-1.2% |
923-2 |
Range |
15-4 |
11-4 |
-4-0 |
-25.8% |
88-0 |
ATR |
22-3 |
22-1 |
-0-2 |
-1.0% |
0-0 |
Volume |
25,707 |
25,562 |
-145 |
-0.6% |
107,995 |
|
Daily Pivots for day following 06-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
945-0 |
940-0 |
918-3 |
|
R3 |
933-4 |
928-4 |
915-1 |
|
R2 |
922-0 |
922-0 |
914-1 |
|
R1 |
917-0 |
917-0 |
913-0 |
913-6 |
PP |
910-4 |
910-4 |
910-4 |
908-7 |
S1 |
905-4 |
905-4 |
911-0 |
902-2 |
S2 |
899-0 |
899-0 |
909-7 |
|
S3 |
887-4 |
894-0 |
908-7 |
|
S4 |
876-0 |
882-4 |
905-5 |
|
|
Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1159-6 |
1129-4 |
971-5 |
|
R3 |
1071-6 |
1041-4 |
947-4 |
|
R2 |
983-6 |
983-6 |
939-3 |
|
R1 |
953-4 |
953-4 |
931-3 |
968-5 |
PP |
895-6 |
895-6 |
895-6 |
903-2 |
S1 |
865-4 |
865-4 |
915-1 |
880-5 |
S2 |
807-6 |
807-6 |
907-1 |
|
S3 |
719-6 |
777-4 |
899-0 |
|
S4 |
631-6 |
689-4 |
874-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
926-0 |
870-0 |
56-0 |
6.1% |
14-6 |
1.6% |
75% |
False |
False |
22,942 |
10 |
926-0 |
838-0 |
88-0 |
9.6% |
13-4 |
1.5% |
84% |
False |
False |
19,827 |
20 |
926-0 |
816-0 |
110-0 |
12.1% |
16-4 |
1.8% |
87% |
False |
False |
17,236 |
40 |
958-4 |
784-0 |
174-4 |
19.1% |
15-6 |
1.7% |
73% |
False |
False |
13,713 |
60 |
1030-0 |
784-0 |
246-0 |
27.0% |
18-2 |
2.0% |
52% |
False |
False |
12,836 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
964-3 |
2.618 |
945-5 |
1.618 |
934-1 |
1.000 |
927-0 |
0.618 |
922-5 |
HIGH |
915-4 |
0.618 |
911-1 |
0.500 |
909-6 |
0.382 |
908-3 |
LOW |
904-0 |
0.618 |
896-7 |
1.000 |
892-4 |
1.618 |
885-3 |
2.618 |
873-7 |
4.250 |
855-1 |
|
|
Fisher Pivots for day following 06-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
911-2 |
915-0 |
PP |
910-4 |
914-0 |
S1 |
909-6 |
913-0 |
|