CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 28-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2009 |
28-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
906-0 |
914-0 |
8-0 |
0.9% |
930-0 |
| High |
914-0 |
932-0 |
18-0 |
2.0% |
935-6 |
| Low |
902-0 |
912-4 |
10-4 |
1.2% |
896-4 |
| Close |
906-4 |
927-0 |
20-4 |
2.3% |
915-0 |
| Range |
12-0 |
19-4 |
7-4 |
62.5% |
39-2 |
| ATR |
25-6 |
25-6 |
0-0 |
-0.1% |
0-0 |
| Volume |
47,790 |
49,624 |
1,834 |
3.8% |
344,407 |
|
| Daily Pivots for day following 28-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
982-3 |
974-1 |
937-6 |
|
| R3 |
962-7 |
954-5 |
932-3 |
|
| R2 |
943-3 |
943-3 |
930-5 |
|
| R1 |
935-1 |
935-1 |
928-6 |
939-2 |
| PP |
923-7 |
923-7 |
923-7 |
925-7 |
| S1 |
915-5 |
915-5 |
925-2 |
919-6 |
| S2 |
904-3 |
904-3 |
923-3 |
|
| S3 |
884-7 |
896-1 |
921-5 |
|
| S4 |
865-3 |
876-5 |
916-2 |
|
|
| 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 |
898-0 |
37-6 |
4.1% |
17-4 |
1.9% |
77% |
False |
False |
61,322 |
| 10 |
938-0 |
885-0 |
53-0 |
5.7% |
22-1 |
2.4% |
79% |
False |
False |
67,633 |
| 20 |
1028-0 |
882-0 |
146-0 |
15.7% |
26-2 |
2.8% |
31% |
False |
False |
76,969 |
| 40 |
1099-0 |
882-0 |
217-0 |
23.4% |
23-0 |
2.5% |
21% |
False |
False |
63,199 |
| 60 |
1099-0 |
882-0 |
217-0 |
23.4% |
20-3 |
2.2% |
21% |
False |
False |
51,728 |
| 80 |
1099-0 |
882-0 |
217-0 |
23.4% |
19-3 |
2.1% |
21% |
False |
False |
44,742 |
| 100 |
1099-0 |
802-4 |
296-4 |
32.0% |
18-7 |
2.0% |
42% |
False |
False |
38,947 |
| 120 |
1099-0 |
784-0 |
315-0 |
34.0% |
18-3 |
2.0% |
45% |
False |
False |
34,141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1014-7 |
|
2.618 |
983-0 |
|
1.618 |
963-4 |
|
1.000 |
951-4 |
|
0.618 |
944-0 |
|
HIGH |
932-0 |
|
0.618 |
924-4 |
|
0.500 |
922-2 |
|
0.382 |
920-0 |
|
LOW |
912-4 |
|
0.618 |
900-4 |
|
1.000 |
893-0 |
|
1.618 |
881-0 |
|
2.618 |
861-4 |
|
4.250 |
829-5 |
|
|
| Fisher Pivots for day following 28-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
925-3 |
923-6 |
| PP |
923-7 |
920-4 |
| S1 |
922-2 |
917-2 |
|