CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 18-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2009 |
18-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
945-0 |
948-0 |
3-0 |
0.3% |
1036-0 |
| High |
959-0 |
959-4 |
0-4 |
0.1% |
1063-0 |
| Low |
945-0 |
947-0 |
2-0 |
0.2% |
979-0 |
| Close |
954-4 |
959-0 |
4-4 |
0.5% |
981-4 |
| Range |
14-0 |
12-4 |
-1-4 |
-10.7% |
84-0 |
| ATR |
30-4 |
29-2 |
-1-2 |
-4.2% |
0-0 |
| Volume |
97,348 |
94,158 |
-3,190 |
-3.3% |
407,393 |
|
| Daily Pivots for day following 18-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
992-5 |
988-3 |
965-7 |
|
| R3 |
980-1 |
975-7 |
962-4 |
|
| R2 |
967-5 |
967-5 |
961-2 |
|
| R1 |
963-3 |
963-3 |
960-1 |
965-4 |
| PP |
955-1 |
955-1 |
955-1 |
956-2 |
| S1 |
950-7 |
950-7 |
957-7 |
953-0 |
| S2 |
942-5 |
942-5 |
956-6 |
|
| S3 |
930-1 |
938-3 |
955-4 |
|
| S4 |
917-5 |
925-7 |
952-1 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1259-7 |
1204-5 |
1027-6 |
|
| R3 |
1175-7 |
1120-5 |
1004-5 |
|
| R2 |
1091-7 |
1091-7 |
996-7 |
|
| R1 |
1036-5 |
1036-5 |
989-2 |
1022-2 |
| PP |
1007-7 |
1007-7 |
1007-7 |
1000-5 |
| S1 |
952-5 |
952-5 |
973-6 |
938-2 |
| S2 |
923-7 |
923-7 |
966-1 |
|
| S3 |
839-7 |
868-5 |
958-3 |
|
| S4 |
755-7 |
784-5 |
935-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1063-0 |
945-0 |
118-0 |
12.3% |
24-7 |
2.6% |
12% |
False |
False |
91,121 |
| 10 |
1063-0 |
945-0 |
118-0 |
12.3% |
24-1 |
2.5% |
12% |
False |
False |
83,532 |
| 20 |
1063-0 |
898-0 |
165-0 |
17.2% |
22-1 |
2.3% |
37% |
False |
False |
79,718 |
| 40 |
1063-0 |
882-0 |
181-0 |
18.9% |
24-0 |
2.5% |
43% |
False |
False |
78,058 |
| 60 |
1099-0 |
882-0 |
217-0 |
22.6% |
22-2 |
2.3% |
35% |
False |
False |
66,208 |
| 80 |
1099-0 |
882-0 |
217-0 |
22.6% |
21-1 |
2.2% |
35% |
False |
False |
56,430 |
| 100 |
1099-0 |
838-0 |
261-0 |
27.2% |
19-6 |
2.1% |
46% |
False |
False |
49,649 |
| 120 |
1099-0 |
784-0 |
315-0 |
32.8% |
19-2 |
2.0% |
56% |
False |
False |
43,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1012-5 |
|
2.618 |
992-2 |
|
1.618 |
979-6 |
|
1.000 |
972-0 |
|
0.618 |
967-2 |
|
HIGH |
959-4 |
|
0.618 |
954-6 |
|
0.500 |
953-2 |
|
0.382 |
951-6 |
|
LOW |
947-0 |
|
0.618 |
939-2 |
|
1.000 |
934-4 |
|
1.618 |
926-6 |
|
2.618 |
914-2 |
|
4.250 |
893-7 |
|
|
| Fisher Pivots for day following 18-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
957-1 |
973-4 |
| PP |
955-1 |
968-5 |
| S1 |
953-2 |
963-7 |
|