CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 02-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2009 |
02-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
983-0 |
946-0 |
-37-0 |
-3.8% |
993-0 |
| High |
983-0 |
958-4 |
-24-4 |
-2.5% |
1017-0 |
| Low |
951-0 |
946-0 |
-5-0 |
-0.5% |
989-0 |
| Close |
955-4 |
951-0 |
-4-4 |
-0.5% |
1011-0 |
| Range |
32-0 |
12-4 |
-19-4 |
-60.9% |
28-0 |
| ATR |
27-1 |
26-1 |
-1-0 |
-3.9% |
0-0 |
| Volume |
95,400 |
90,491 |
-4,909 |
-5.1% |
384,807 |
|
| Daily Pivots for day following 02-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
989-3 |
982-5 |
957-7 |
|
| R3 |
976-7 |
970-1 |
954-4 |
|
| R2 |
964-3 |
964-3 |
953-2 |
|
| R1 |
957-5 |
957-5 |
952-1 |
961-0 |
| PP |
951-7 |
951-7 |
951-7 |
953-4 |
| S1 |
945-1 |
945-1 |
949-7 |
948-4 |
| S2 |
939-3 |
939-3 |
948-6 |
|
| S3 |
926-7 |
932-5 |
947-4 |
|
| S4 |
914-3 |
920-1 |
944-1 |
|
|
| 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 |
946-0 |
71-0 |
7.5% |
18-5 |
2.0% |
7% |
False |
True |
77,934 |
| 10 |
1017-0 |
946-0 |
71-0 |
7.5% |
18-5 |
2.0% |
7% |
False |
True |
77,838 |
| 20 |
1063-0 |
945-0 |
118-0 |
12.4% |
21-1 |
2.2% |
5% |
False |
False |
80,574 |
| 40 |
1063-0 |
885-0 |
178-0 |
18.7% |
21-4 |
2.3% |
37% |
False |
False |
79,008 |
| 60 |
1099-0 |
882-0 |
217-0 |
22.8% |
22-6 |
2.4% |
32% |
False |
False |
73,738 |
| 80 |
1099-0 |
882-0 |
217-0 |
22.8% |
20-7 |
2.2% |
32% |
False |
False |
63,470 |
| 100 |
1099-0 |
882-0 |
217-0 |
22.8% |
20-2 |
2.1% |
32% |
False |
False |
55,786 |
| 120 |
1099-0 |
826-0 |
273-0 |
28.7% |
19-3 |
2.0% |
46% |
False |
False |
49,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1011-5 |
|
2.618 |
991-2 |
|
1.618 |
978-6 |
|
1.000 |
971-0 |
|
0.618 |
966-2 |
|
HIGH |
958-4 |
|
0.618 |
953-6 |
|
0.500 |
952-2 |
|
0.382 |
950-6 |
|
LOW |
946-0 |
|
0.618 |
938-2 |
|
1.000 |
933-4 |
|
1.618 |
925-6 |
|
2.618 |
913-2 |
|
4.250 |
892-7 |
|
|
| Fisher Pivots for day following 02-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
952-2 |
964-6 |
| PP |
951-7 |
960-1 |
| S1 |
951-3 |
955-5 |
|