CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 31-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2009 |
31-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1008-0 |
983-0 |
-25-0 |
-2.5% |
993-0 |
| High |
1017-0 |
983-4 |
-33-4 |
-3.3% |
1017-0 |
| Low |
996-4 |
968-0 |
-28-4 |
-2.9% |
989-0 |
| Close |
1011-0 |
979-4 |
-31-4 |
-3.1% |
1011-0 |
| Range |
20-4 |
15-4 |
-5-0 |
-24.4% |
28-0 |
| ATR |
25-4 |
26-6 |
1-2 |
4.9% |
0-0 |
| Volume |
62,269 |
76,853 |
14,584 |
23.4% |
384,807 |
|
| Daily Pivots for day following 31-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1023-4 |
1017-0 |
988-0 |
|
| R3 |
1008-0 |
1001-4 |
983-6 |
|
| R2 |
992-4 |
992-4 |
982-3 |
|
| R1 |
986-0 |
986-0 |
980-7 |
981-4 |
| PP |
977-0 |
977-0 |
977-0 |
974-6 |
| S1 |
970-4 |
970-4 |
978-1 |
966-0 |
| S2 |
961-4 |
961-4 |
976-5 |
|
| S3 |
946-0 |
955-0 |
975-2 |
|
| S4 |
930-4 |
939-4 |
971-0 |
|
|
| Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1089-5 |
1078-3 |
1026-3 |
|
| R3 |
1061-5 |
1050-3 |
1018-6 |
|
| R2 |
1033-5 |
1033-5 |
1016-1 |
|
| R1 |
1022-3 |
1022-3 |
1013-5 |
1028-0 |
| PP |
1005-5 |
1005-5 |
1005-5 |
1008-4 |
| S1 |
994-3 |
994-3 |
1008-3 |
1000-0 |
| S2 |
977-5 |
977-5 |
1005-7 |
|
| S3 |
949-5 |
966-3 |
1003-2 |
|
| S4 |
921-5 |
938-3 |
995-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1017-0 |
968-0 |
49-0 |
5.0% |
18-3 |
1.9% |
23% |
False |
True |
74,171 |
| 10 |
1017-0 |
945-4 |
71-4 |
7.3% |
17-0 |
1.7% |
48% |
False |
False |
76,252 |
| 20 |
1063-0 |
945-0 |
118-0 |
12.0% |
20-6 |
2.1% |
29% |
False |
False |
80,789 |
| 40 |
1063-0 |
882-0 |
181-0 |
18.5% |
22-7 |
2.3% |
54% |
False |
False |
79,613 |
| 60 |
1099-0 |
882-0 |
217-0 |
22.2% |
22-5 |
2.3% |
45% |
False |
False |
72,159 |
| 80 |
1099-0 |
882-0 |
217-0 |
22.2% |
20-6 |
2.1% |
45% |
False |
False |
61,793 |
| 100 |
1099-0 |
882-0 |
217-0 |
22.2% |
20-1 |
2.1% |
45% |
False |
False |
54,347 |
| 120 |
1099-0 |
820-0 |
279-0 |
28.5% |
19-3 |
2.0% |
57% |
False |
False |
48,410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1049-3 |
|
2.618 |
1024-1 |
|
1.618 |
1008-5 |
|
1.000 |
999-0 |
|
0.618 |
993-1 |
|
HIGH |
983-4 |
|
0.618 |
977-5 |
|
0.500 |
975-6 |
|
0.382 |
973-7 |
|
LOW |
968-0 |
|
0.618 |
958-3 |
|
1.000 |
952-4 |
|
1.618 |
942-7 |
|
2.618 |
927-3 |
|
4.250 |
902-1 |
|
|
| Fisher Pivots for day following 31-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
978-2 |
992-4 |
| PP |
977-0 |
988-1 |
| S1 |
975-6 |
983-7 |
|