CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 27-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2009 |
27-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
925-0 |
906-0 |
-19-0 |
-2.1% |
930-0 |
| High |
932-4 |
914-0 |
-18-4 |
-2.0% |
935-6 |
| Low |
914-0 |
902-0 |
-12-0 |
-1.3% |
896-4 |
| Close |
915-0 |
906-4 |
-8-4 |
-0.9% |
915-0 |
| Range |
18-4 |
12-0 |
-6-4 |
-35.1% |
39-2 |
| ATR |
26-6 |
25-6 |
-1-0 |
-3.7% |
0-0 |
| Volume |
73,187 |
47,790 |
-25,397 |
-34.7% |
344,407 |
|
| Daily Pivots for day following 27-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
943-4 |
937-0 |
913-1 |
|
| R3 |
931-4 |
925-0 |
909-6 |
|
| R2 |
919-4 |
919-4 |
908-6 |
|
| R1 |
913-0 |
913-0 |
907-5 |
916-2 |
| PP |
907-4 |
907-4 |
907-4 |
909-1 |
| S1 |
901-0 |
901-0 |
905-3 |
904-2 |
| S2 |
895-4 |
895-4 |
904-2 |
|
| S3 |
883-4 |
889-0 |
903-2 |
|
| S4 |
871-4 |
877-0 |
899-7 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1033-4 |
1013-4 |
936-5 |
|
| R3 |
994-2 |
974-2 |
925-6 |
|
| R2 |
955-0 |
955-0 |
922-2 |
|
| R1 |
935-0 |
935-0 |
918-5 |
925-3 |
| PP |
915-6 |
915-6 |
915-6 |
911-0 |
| S1 |
895-6 |
895-6 |
911-3 |
886-1 |
| S2 |
876-4 |
876-4 |
907-6 |
|
| S3 |
837-2 |
856-4 |
904-2 |
|
| S4 |
798-0 |
817-2 |
893-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
935-6 |
896-4 |
39-2 |
4.3% |
19-2 |
2.1% |
25% |
False |
False |
63,742 |
| 10 |
938-0 |
885-0 |
53-0 |
5.8% |
21-6 |
2.4% |
41% |
False |
False |
69,973 |
| 20 |
1028-0 |
882-0 |
146-0 |
16.1% |
26-0 |
2.9% |
17% |
False |
False |
77,317 |
| 40 |
1099-0 |
882-0 |
217-0 |
23.9% |
22-6 |
2.5% |
11% |
False |
False |
62,673 |
| 60 |
1099-0 |
882-0 |
217-0 |
23.9% |
20-4 |
2.3% |
11% |
False |
False |
51,509 |
| 80 |
1099-0 |
882-0 |
217-0 |
23.9% |
19-3 |
2.1% |
11% |
False |
False |
44,341 |
| 100 |
1099-0 |
799-4 |
299-4 |
33.0% |
18-6 |
2.1% |
36% |
False |
False |
38,598 |
| 120 |
1099-0 |
784-0 |
315-0 |
34.7% |
18-3 |
2.0% |
39% |
False |
False |
33,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
965-0 |
|
2.618 |
945-3 |
|
1.618 |
933-3 |
|
1.000 |
926-0 |
|
0.618 |
921-3 |
|
HIGH |
914-0 |
|
0.618 |
909-3 |
|
0.500 |
908-0 |
|
0.382 |
906-5 |
|
LOW |
902-0 |
|
0.618 |
894-5 |
|
1.000 |
890-0 |
|
1.618 |
882-5 |
|
2.618 |
870-5 |
|
4.250 |
851-0 |
|
|
| Fisher Pivots for day following 27-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
908-0 |
918-7 |
| PP |
907-4 |
914-6 |
| S1 |
907-0 |
910-5 |
|