CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 16-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2009 |
16-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
913-0 |
945-0 |
32-0 |
3.5% |
935-0 |
| High |
975-0 |
951-0 |
-24-0 |
-2.5% |
942-4 |
| Low |
913-0 |
929-0 |
16-0 |
1.8% |
897-4 |
| Close |
960-0 |
950-4 |
-9-4 |
-1.0% |
903-0 |
| Range |
62-0 |
22-0 |
-40-0 |
-64.5% |
45-0 |
| ATR |
26-4 |
26-6 |
0-3 |
1.2% |
0-0 |
| Volume |
74,347 |
136,096 |
61,749 |
83.1% |
294,261 |
|
| Daily Pivots for day following 16-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1009-4 |
1002-0 |
962-5 |
|
| R3 |
987-4 |
980-0 |
956-4 |
|
| R2 |
965-4 |
965-4 |
954-4 |
|
| R1 |
958-0 |
958-0 |
952-4 |
961-6 |
| PP |
943-4 |
943-4 |
943-4 |
945-3 |
| S1 |
936-0 |
936-0 |
948-4 |
939-6 |
| S2 |
921-4 |
921-4 |
946-4 |
|
| S3 |
899-4 |
914-0 |
944-4 |
|
| S4 |
877-4 |
892-0 |
938-3 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1049-3 |
1021-1 |
927-6 |
|
| R3 |
1004-3 |
976-1 |
915-3 |
|
| R2 |
959-3 |
959-3 |
911-2 |
|
| R1 |
931-1 |
931-1 |
907-1 |
922-6 |
| PP |
914-3 |
914-3 |
914-3 |
910-1 |
| S1 |
886-1 |
886-1 |
898-7 |
877-6 |
| S2 |
869-3 |
869-3 |
894-6 |
|
| S3 |
824-3 |
841-1 |
890-5 |
|
| S4 |
779-3 |
796-1 |
878-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
975-0 |
894-4 |
80-4 |
8.5% |
28-4 |
3.0% |
70% |
False |
False |
86,758 |
| 10 |
975-0 |
894-4 |
80-4 |
8.5% |
22-4 |
2.4% |
70% |
False |
False |
85,167 |
| 20 |
1017-0 |
894-4 |
122-4 |
12.9% |
20-6 |
2.2% |
46% |
False |
False |
80,771 |
| 40 |
1063-0 |
894-4 |
168-4 |
17.7% |
21-3 |
2.3% |
33% |
False |
False |
80,244 |
| 60 |
1063-0 |
882-0 |
181-0 |
19.0% |
22-7 |
2.4% |
38% |
False |
False |
78,962 |
| 80 |
1099-0 |
882-0 |
217-0 |
22.8% |
21-7 |
2.3% |
32% |
False |
False |
69,849 |
| 100 |
1099-0 |
882-0 |
217-0 |
22.8% |
21-0 |
2.2% |
32% |
False |
False |
61,298 |
| 120 |
1099-0 |
838-0 |
261-0 |
27.5% |
19-7 |
2.1% |
43% |
False |
False |
54,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1044-4 |
|
2.618 |
1008-5 |
|
1.618 |
986-5 |
|
1.000 |
973-0 |
|
0.618 |
964-5 |
|
HIGH |
951-0 |
|
0.618 |
942-5 |
|
0.500 |
940-0 |
|
0.382 |
937-3 |
|
LOW |
929-0 |
|
0.618 |
915-3 |
|
1.000 |
907-0 |
|
1.618 |
893-3 |
|
2.618 |
871-3 |
|
4.250 |
835-4 |
|
|
| Fisher Pivots for day following 16-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
947-0 |
945-2 |
| PP |
943-4 |
940-0 |
| S1 |
940-0 |
934-6 |
|