CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 03-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2009 |
03-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
946-0 |
957-0 |
11-0 |
1.2% |
993-0 |
| High |
958-4 |
957-0 |
-1-4 |
-0.2% |
1017-0 |
| Low |
946-0 |
930-0 |
-16-0 |
-1.7% |
989-0 |
| Close |
951-0 |
941-4 |
-9-4 |
-1.0% |
1011-0 |
| Range |
12-4 |
27-0 |
14-4 |
116.0% |
28-0 |
| ATR |
26-1 |
26-1 |
0-1 |
0.2% |
0-0 |
| Volume |
90,491 |
71,009 |
-19,482 |
-21.5% |
384,807 |
|
| Daily Pivots for day following 03-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1023-7 |
1009-5 |
956-3 |
|
| R3 |
996-7 |
982-5 |
948-7 |
|
| R2 |
969-7 |
969-7 |
946-4 |
|
| R1 |
955-5 |
955-5 |
944-0 |
949-2 |
| PP |
942-7 |
942-7 |
942-7 |
939-5 |
| S1 |
928-5 |
928-5 |
939-0 |
922-2 |
| S2 |
915-7 |
915-7 |
936-4 |
|
| S3 |
888-7 |
901-5 |
934-1 |
|
| S4 |
861-7 |
874-5 |
926-5 |
|
|
| 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 |
930-0 |
87-0 |
9.2% |
21-4 |
2.3% |
13% |
False |
True |
79,204 |
| 10 |
1017-0 |
930-0 |
87-0 |
9.2% |
20-2 |
2.2% |
13% |
False |
True |
77,791 |
| 20 |
1063-0 |
930-0 |
133-0 |
14.1% |
21-5 |
2.3% |
9% |
False |
True |
79,619 |
| 40 |
1063-0 |
885-0 |
178-0 |
18.9% |
21-6 |
2.3% |
32% |
False |
False |
78,045 |
| 60 |
1099-0 |
882-0 |
217-0 |
23.0% |
23-0 |
2.4% |
27% |
False |
False |
74,018 |
| 80 |
1099-0 |
882-0 |
217-0 |
23.0% |
21-0 |
2.2% |
27% |
False |
False |
64,141 |
| 100 |
1099-0 |
882-0 |
217-0 |
23.0% |
20-4 |
2.2% |
27% |
False |
False |
56,337 |
| 120 |
1099-0 |
838-0 |
261-0 |
27.7% |
19-3 |
2.1% |
40% |
False |
False |
50,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1071-6 |
|
2.618 |
1027-5 |
|
1.618 |
1000-5 |
|
1.000 |
984-0 |
|
0.618 |
973-5 |
|
HIGH |
957-0 |
|
0.618 |
946-5 |
|
0.500 |
943-4 |
|
0.382 |
940-3 |
|
LOW |
930-0 |
|
0.618 |
913-3 |
|
1.000 |
903-0 |
|
1.618 |
886-3 |
|
2.618 |
859-3 |
|
4.250 |
815-2 |
|
|
| Fisher Pivots for day following 03-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
943-4 |
956-4 |
| PP |
942-7 |
951-4 |
| S1 |
942-1 |
946-4 |
|