CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 13-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2009 |
13-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
897-0 |
902-0 |
5-0 |
0.6% |
973-0 |
| High |
918-0 |
912-0 |
-6-0 |
-0.7% |
982-4 |
| Low |
888-4 |
892-4 |
4-0 |
0.5% |
882-0 |
| Close |
917-0 |
911-4 |
-5-4 |
-0.6% |
917-0 |
| Range |
29-4 |
19-4 |
-10-0 |
-33.9% |
100-4 |
| ATR |
29-5 |
29-2 |
-0-3 |
-1.2% |
0-0 |
| Volume |
77,979 |
81,452 |
3,473 |
4.5% |
459,980 |
|
| Daily Pivots for day following 13-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
963-7 |
957-1 |
922-2 |
|
| R3 |
944-3 |
937-5 |
916-7 |
|
| R2 |
924-7 |
924-7 |
915-1 |
|
| R1 |
918-1 |
918-1 |
913-2 |
921-4 |
| PP |
905-3 |
905-3 |
905-3 |
907-0 |
| S1 |
898-5 |
898-5 |
909-6 |
902-0 |
| S2 |
885-7 |
885-7 |
907-7 |
|
| S3 |
866-3 |
879-1 |
906-1 |
|
| S4 |
846-7 |
859-5 |
900-6 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1228-5 |
1173-3 |
972-2 |
|
| R3 |
1128-1 |
1072-7 |
944-5 |
|
| R2 |
1027-5 |
1027-5 |
935-3 |
|
| R1 |
972-3 |
972-3 |
926-2 |
949-6 |
| PP |
927-1 |
927-1 |
927-1 |
915-7 |
| S1 |
871-7 |
871-7 |
907-6 |
849-2 |
| S2 |
826-5 |
826-5 |
898-5 |
|
| S3 |
726-1 |
771-3 |
889-3 |
|
| S4 |
625-5 |
670-7 |
861-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
963-0 |
882-0 |
81-0 |
8.9% |
33-5 |
3.7% |
36% |
False |
False |
95,811 |
| 10 |
1028-0 |
882-0 |
146-0 |
16.0% |
30-1 |
3.3% |
20% |
False |
False |
84,662 |
| 20 |
1053-4 |
882-0 |
171-4 |
18.8% |
26-0 |
2.9% |
17% |
False |
False |
67,500 |
| 40 |
1099-0 |
882-0 |
217-0 |
23.8% |
20-5 |
2.3% |
14% |
False |
False |
52,716 |
| 60 |
1099-0 |
882-0 |
217-0 |
23.8% |
20-0 |
2.2% |
14% |
False |
False |
43,656 |
| 80 |
1099-0 |
838-0 |
261-0 |
28.6% |
18-3 |
2.0% |
28% |
False |
False |
37,859 |
| 100 |
1099-0 |
784-0 |
315-0 |
34.6% |
18-0 |
2.0% |
40% |
False |
False |
32,624 |
| 120 |
1099-0 |
784-0 |
315-0 |
34.6% |
18-2 |
2.0% |
40% |
False |
False |
28,800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
994-7 |
|
2.618 |
963-0 |
|
1.618 |
943-4 |
|
1.000 |
931-4 |
|
0.618 |
924-0 |
|
HIGH |
912-0 |
|
0.618 |
904-4 |
|
0.500 |
902-2 |
|
0.382 |
900-0 |
|
LOW |
892-4 |
|
0.618 |
880-4 |
|
1.000 |
873-0 |
|
1.618 |
861-0 |
|
2.618 |
841-4 |
|
4.250 |
809-5 |
|
|
| Fisher Pivots for day following 13-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
908-3 |
908-6 |
| PP |
905-3 |
906-0 |
| S1 |
902-2 |
903-2 |
|