CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 19-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2009 |
19-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
948-0 |
948-0 |
0-0 |
0.0% |
1036-0 |
| High |
959-4 |
961-0 |
1-4 |
0.2% |
1063-0 |
| Low |
947-0 |
945-4 |
-1-4 |
-0.2% |
979-0 |
| Close |
959-0 |
958-0 |
-1-0 |
-0.1% |
981-4 |
| Range |
12-4 |
15-4 |
3-0 |
24.0% |
84-0 |
| ATR |
29-2 |
28-2 |
-1-0 |
-3.4% |
0-0 |
| Volume |
94,158 |
75,871 |
-18,287 |
-19.4% |
407,393 |
|
| Daily Pivots for day following 19-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1001-3 |
995-1 |
966-4 |
|
| R3 |
985-7 |
979-5 |
962-2 |
|
| R2 |
970-3 |
970-3 |
960-7 |
|
| R1 |
964-1 |
964-1 |
959-3 |
967-2 |
| PP |
954-7 |
954-7 |
954-7 |
956-3 |
| S1 |
948-5 |
948-5 |
956-5 |
951-6 |
| S2 |
939-3 |
939-3 |
955-1 |
|
| S3 |
923-7 |
933-1 |
953-6 |
|
| S4 |
908-3 |
917-5 |
949-4 |
|
|
| 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% |
22-2 |
2.3% |
11% |
False |
False |
90,245 |
| 10 |
1063-0 |
945-0 |
118-0 |
12.3% |
23-4 |
2.5% |
11% |
False |
False |
83,310 |
| 20 |
1063-0 |
902-0 |
161-0 |
16.8% |
22-1 |
2.3% |
35% |
False |
False |
79,656 |
| 40 |
1063-0 |
882-0 |
181-0 |
18.9% |
24-0 |
2.5% |
42% |
False |
False |
78,382 |
| 60 |
1099-0 |
882-0 |
217-0 |
22.7% |
22-2 |
2.3% |
35% |
False |
False |
66,956 |
| 80 |
1099-0 |
882-0 |
217-0 |
22.7% |
21-0 |
2.2% |
35% |
False |
False |
57,161 |
| 100 |
1099-0 |
838-0 |
261-0 |
27.2% |
19-7 |
2.1% |
46% |
False |
False |
50,253 |
| 120 |
1099-0 |
784-0 |
315-0 |
32.9% |
19-2 |
2.0% |
55% |
False |
False |
44,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1026-7 |
|
2.618 |
1001-5 |
|
1.618 |
986-1 |
|
1.000 |
976-4 |
|
0.618 |
970-5 |
|
HIGH |
961-0 |
|
0.618 |
955-1 |
|
0.500 |
953-2 |
|
0.382 |
951-3 |
|
LOW |
945-4 |
|
0.618 |
935-7 |
|
1.000 |
930-0 |
|
1.618 |
920-3 |
|
2.618 |
904-7 |
|
4.250 |
879-5 |
|
|
| Fisher Pivots for day following 19-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
956-3 |
956-3 |
| PP |
954-7 |
954-5 |
| S1 |
953-2 |
953-0 |
|