CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 25-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2009 |
25-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
993-0 |
998-0 |
5-0 |
0.5% |
945-0 |
| High |
1008-0 |
1016-0 |
8-0 |
0.8% |
987-0 |
| Low |
992-0 |
989-4 |
-2-4 |
-0.3% |
945-0 |
| Close |
1007-4 |
999-0 |
-8-4 |
-0.8% |
973-0 |
| Range |
16-0 |
26-4 |
10-4 |
65.6% |
42-0 |
| ATR |
27-6 |
27-6 |
-0-1 |
-0.3% |
0-0 |
| Volume |
90,803 |
83,835 |
-6,968 |
-7.7% |
398,209 |
|
| Daily Pivots for day following 25-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1081-0 |
1066-4 |
1013-5 |
|
| R3 |
1054-4 |
1040-0 |
1006-2 |
|
| R2 |
1028-0 |
1028-0 |
1003-7 |
|
| R1 |
1013-4 |
1013-4 |
1001-3 |
1020-6 |
| PP |
1001-4 |
1001-4 |
1001-4 |
1005-1 |
| S1 |
987-0 |
987-0 |
996-5 |
994-2 |
| S2 |
975-0 |
975-0 |
994-1 |
|
| S3 |
948-4 |
960-4 |
991-6 |
|
| S4 |
922-0 |
934-0 |
984-3 |
|
|
| Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1094-3 |
1075-5 |
996-1 |
|
| R3 |
1052-3 |
1033-5 |
984-4 |
|
| R2 |
1010-3 |
1010-3 |
980-6 |
|
| R1 |
991-5 |
991-5 |
976-7 |
1001-0 |
| PP |
968-3 |
968-3 |
968-3 |
973-0 |
| S1 |
949-5 |
949-5 |
969-1 |
959-0 |
| S2 |
926-3 |
926-3 |
965-2 |
|
| S3 |
884-3 |
907-5 |
961-4 |
|
| S4 |
842-3 |
865-5 |
949-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1016-0 |
945-4 |
70-4 |
7.1% |
18-3 |
1.8% |
76% |
True |
False |
76,268 |
| 10 |
1063-0 |
945-0 |
118-0 |
11.8% |
21-5 |
2.2% |
46% |
False |
False |
83,694 |
| 20 |
1063-0 |
906-4 |
156-4 |
15.7% |
22-2 |
2.2% |
59% |
False |
False |
83,454 |
| 40 |
1063-0 |
882-0 |
181-0 |
18.1% |
24-2 |
2.4% |
65% |
False |
False |
80,212 |
| 60 |
1099-0 |
882-0 |
217-0 |
21.7% |
22-6 |
2.3% |
54% |
False |
False |
69,951 |
| 80 |
1099-0 |
882-0 |
217-0 |
21.7% |
20-7 |
2.1% |
54% |
False |
False |
59,660 |
| 100 |
1099-0 |
882-0 |
217-0 |
21.7% |
20-0 |
2.0% |
54% |
False |
False |
52,485 |
| 120 |
1099-0 |
802-4 |
296-4 |
29.7% |
19-4 |
1.9% |
66% |
False |
False |
46,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1128-5 |
|
2.618 |
1085-3 |
|
1.618 |
1058-7 |
|
1.000 |
1042-4 |
|
0.618 |
1032-3 |
|
HIGH |
1016-0 |
|
0.618 |
1005-7 |
|
0.500 |
1002-6 |
|
0.382 |
999-5 |
|
LOW |
989-4 |
|
0.618 |
973-1 |
|
1.000 |
963-0 |
|
1.618 |
946-5 |
|
2.618 |
920-1 |
|
4.250 |
876-7 |
|
|
| Fisher Pivots for day following 25-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1002-6 |
995-7 |
| PP |
1001-4 |
992-7 |
| S1 |
1000-2 |
989-6 |
|