CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 27-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2009 |
27-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
998-0 |
1002-0 |
4-0 |
0.4% |
945-0 |
| High |
1006-0 |
1002-0 |
-4-0 |
-0.4% |
987-0 |
| Low |
989-0 |
989-4 |
0-4 |
0.1% |
945-0 |
| Close |
996-4 |
996-0 |
-0-4 |
-0.1% |
973-0 |
| Range |
17-0 |
12-4 |
-4-4 |
-26.5% |
42-0 |
| ATR |
26-7 |
25-7 |
-1-0 |
-3.8% |
0-0 |
| Volume |
83,241 |
64,659 |
-18,582 |
-22.3% |
398,209 |
|
| Daily Pivots for day following 27-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1033-3 |
1027-1 |
1002-7 |
|
| R3 |
1020-7 |
1014-5 |
999-4 |
|
| R2 |
1008-3 |
1008-3 |
998-2 |
|
| R1 |
1002-1 |
1002-1 |
997-1 |
999-0 |
| PP |
995-7 |
995-7 |
995-7 |
994-2 |
| S1 |
989-5 |
989-5 |
994-7 |
986-4 |
| S2 |
983-3 |
983-3 |
993-6 |
|
| S3 |
970-7 |
977-1 |
992-4 |
|
| S4 |
958-3 |
964-5 |
989-1 |
|
|
| 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 |
963-4 |
52-4 |
5.3% |
19-1 |
1.9% |
62% |
False |
False |
76,377 |
| 10 |
1016-0 |
945-0 |
71-0 |
7.1% |
17-1 |
1.7% |
72% |
False |
False |
82,140 |
| 20 |
1063-0 |
945-0 |
118-0 |
11.8% |
21-0 |
2.1% |
43% |
False |
False |
83,541 |
| 40 |
1063-0 |
882-0 |
181-0 |
18.2% |
23-2 |
2.3% |
63% |
False |
False |
80,002 |
| 60 |
1099-0 |
882-0 |
217-0 |
21.8% |
22-6 |
2.3% |
53% |
False |
False |
71,231 |
| 80 |
1099-0 |
882-0 |
217-0 |
21.8% |
20-5 |
2.1% |
53% |
False |
False |
60,739 |
| 100 |
1099-0 |
882-0 |
217-0 |
21.8% |
20-0 |
2.0% |
53% |
False |
False |
53,451 |
| 120 |
1099-0 |
816-0 |
283-0 |
28.4% |
19-3 |
2.0% |
64% |
False |
False |
47,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1055-1 |
|
2.618 |
1034-6 |
|
1.618 |
1022-2 |
|
1.000 |
1014-4 |
|
0.618 |
1009-6 |
|
HIGH |
1002-0 |
|
0.618 |
997-2 |
|
0.500 |
995-6 |
|
0.382 |
994-2 |
|
LOW |
989-4 |
|
0.618 |
981-6 |
|
1.000 |
977-0 |
|
1.618 |
969-2 |
|
2.618 |
956-6 |
|
4.250 |
936-3 |
|
|
| Fisher Pivots for day following 27-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
995-7 |
1002-4 |
| PP |
995-7 |
1000-3 |
| S1 |
995-6 |
998-1 |
|