CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 20-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2009 |
20-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
948-0 |
962-0 |
14-0 |
1.5% |
1036-0 |
| High |
961-0 |
963-4 |
2-4 |
0.3% |
1063-0 |
| Low |
945-4 |
953-0 |
7-4 |
0.8% |
979-0 |
| Close |
958-0 |
957-0 |
-1-0 |
-0.1% |
981-4 |
| Range |
15-4 |
10-4 |
-5-0 |
-32.3% |
84-0 |
| ATR |
28-2 |
27-0 |
-1-2 |
-4.5% |
0-0 |
| Volume |
75,871 |
71,482 |
-4,389 |
-5.8% |
407,393 |
|
| Daily Pivots for day following 20-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
989-3 |
983-5 |
962-6 |
|
| R3 |
978-7 |
973-1 |
959-7 |
|
| R2 |
968-3 |
968-3 |
958-7 |
|
| R1 |
962-5 |
962-5 |
958-0 |
960-2 |
| PP |
957-7 |
957-7 |
957-7 |
956-5 |
| S1 |
952-1 |
952-1 |
956-0 |
949-6 |
| S2 |
947-3 |
947-3 |
955-1 |
|
| S3 |
936-7 |
941-5 |
954-1 |
|
| S4 |
926-3 |
931-1 |
951-2 |
|
|
| 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 |
1002-0 |
945-0 |
57-0 |
6.0% |
15-1 |
1.6% |
21% |
False |
False |
87,904 |
| 10 |
1063-0 |
945-0 |
118-0 |
12.3% |
22-7 |
2.4% |
10% |
False |
False |
81,448 |
| 20 |
1063-0 |
902-0 |
161-0 |
16.8% |
21-4 |
2.2% |
34% |
False |
False |
80,285 |
| 40 |
1063-0 |
882-0 |
181-0 |
18.9% |
23-7 |
2.5% |
41% |
False |
False |
78,873 |
| 60 |
1099-0 |
882-0 |
217-0 |
22.7% |
22-2 |
2.3% |
35% |
False |
False |
67,577 |
| 80 |
1099-0 |
882-0 |
217-0 |
22.7% |
20-7 |
2.2% |
35% |
False |
False |
57,781 |
| 100 |
1099-0 |
870-0 |
229-0 |
23.9% |
19-6 |
2.1% |
38% |
False |
False |
50,779 |
| 120 |
1099-0 |
784-0 |
315-0 |
32.9% |
19-2 |
2.0% |
55% |
False |
False |
44,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1008-1 |
|
2.618 |
991-0 |
|
1.618 |
980-4 |
|
1.000 |
974-0 |
|
0.618 |
970-0 |
|
HIGH |
963-4 |
|
0.618 |
959-4 |
|
0.500 |
958-2 |
|
0.382 |
957-0 |
|
LOW |
953-0 |
|
0.618 |
946-4 |
|
1.000 |
942-4 |
|
1.618 |
936-0 |
|
2.618 |
925-4 |
|
4.250 |
908-3 |
|
|
| Fisher Pivots for day following 20-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
958-2 |
956-1 |
| PP |
957-7 |
955-3 |
| S1 |
957-3 |
954-4 |
|