CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 15-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2009 |
15-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
916-0 |
932-0 |
16-0 |
1.7% |
973-0 |
| High |
923-0 |
938-0 |
15-0 |
1.6% |
982-4 |
| Low |
907-4 |
900-0 |
-7-4 |
-0.8% |
882-0 |
| Close |
918-0 |
904-4 |
-13-4 |
-1.5% |
917-0 |
| Range |
15-4 |
38-0 |
22-4 |
145.2% |
100-4 |
| ATR |
28-2 |
29-0 |
0-6 |
2.4% |
0-0 |
| Volume |
73,024 |
64,743 |
-8,281 |
-11.3% |
459,980 |
|
| Daily Pivots for day following 15-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1028-1 |
1004-3 |
925-3 |
|
| R3 |
990-1 |
966-3 |
915-0 |
|
| R2 |
952-1 |
952-1 |
911-4 |
|
| R1 |
928-3 |
928-3 |
908-0 |
921-2 |
| PP |
914-1 |
914-1 |
914-1 |
910-5 |
| S1 |
890-3 |
890-3 |
901-0 |
883-2 |
| S2 |
876-1 |
876-1 |
897-4 |
|
| S3 |
838-1 |
852-3 |
894-0 |
|
| S4 |
800-1 |
814-3 |
883-5 |
|
|
| 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 |
938-0 |
888-4 |
49-4 |
5.5% |
24-0 |
2.7% |
32% |
True |
False |
81,344 |
| 10 |
1028-0 |
882-0 |
146-0 |
16.1% |
30-1 |
3.3% |
15% |
False |
False |
86,824 |
| 20 |
1053-4 |
882-0 |
171-4 |
19.0% |
26-4 |
2.9% |
13% |
False |
False |
69,614 |
| 40 |
1099-0 |
882-0 |
217-0 |
24.0% |
21-0 |
2.3% |
10% |
False |
False |
54,888 |
| 60 |
1099-0 |
882-0 |
217-0 |
24.0% |
20-4 |
2.3% |
10% |
False |
False |
45,143 |
| 80 |
1099-0 |
838-0 |
261-0 |
28.9% |
18-6 |
2.1% |
25% |
False |
False |
39,093 |
| 100 |
1099-0 |
784-0 |
315-0 |
34.8% |
18-3 |
2.0% |
38% |
False |
False |
33,789 |
| 120 |
1099-0 |
784-0 |
315-0 |
34.8% |
18-3 |
2.0% |
38% |
False |
False |
29,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1099-4 |
|
2.618 |
1037-4 |
|
1.618 |
999-4 |
|
1.000 |
976-0 |
|
0.618 |
961-4 |
|
HIGH |
938-0 |
|
0.618 |
923-4 |
|
0.500 |
919-0 |
|
0.382 |
914-4 |
|
LOW |
900-0 |
|
0.618 |
876-4 |
|
1.000 |
862-0 |
|
1.618 |
838-4 |
|
2.618 |
800-4 |
|
4.250 |
738-4 |
|
|
| Fisher Pivots for day following 15-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
919-0 |
915-2 |
| PP |
914-1 |
911-5 |
| S1 |
909-3 |
908-1 |
|