CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 17-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2009 |
17-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
945-0 |
942-0 |
-3-0 |
-0.3% |
935-0 |
| High |
951-0 |
953-0 |
2-0 |
0.2% |
942-4 |
| Low |
929-0 |
937-4 |
8-4 |
0.9% |
897-4 |
| Close |
950-4 |
953-0 |
2-4 |
0.3% |
903-0 |
| Range |
22-0 |
15-4 |
-6-4 |
-29.5% |
45-0 |
| ATR |
26-6 |
26-0 |
-0-6 |
-3.0% |
0-0 |
| Volume |
136,096 |
92,225 |
-43,871 |
-32.2% |
294,261 |
|
| Daily Pivots for day following 17-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
994-3 |
989-1 |
961-4 |
|
| R3 |
978-7 |
973-5 |
957-2 |
|
| R2 |
963-3 |
963-3 |
955-7 |
|
| R1 |
958-1 |
958-1 |
954-3 |
960-6 |
| PP |
947-7 |
947-7 |
947-7 |
949-1 |
| S1 |
942-5 |
942-5 |
951-5 |
945-2 |
| S2 |
932-3 |
932-3 |
950-1 |
|
| S3 |
916-7 |
927-1 |
948-6 |
|
| S4 |
901-3 |
911-5 |
944-4 |
|
|
| 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 |
8.4% |
29-6 |
3.1% |
73% |
False |
False |
90,233 |
| 10 |
975-0 |
894-4 |
80-4 |
8.4% |
22-6 |
2.4% |
73% |
False |
False |
85,340 |
| 20 |
1017-0 |
894-4 |
122-4 |
12.9% |
20-6 |
2.2% |
48% |
False |
False |
81,589 |
| 40 |
1063-0 |
894-4 |
168-4 |
17.7% |
21-4 |
2.2% |
35% |
False |
False |
80,622 |
| 60 |
1063-0 |
882-0 |
181-0 |
19.0% |
22-7 |
2.4% |
39% |
False |
False |
79,451 |
| 80 |
1099-0 |
882-0 |
217-0 |
22.8% |
21-7 |
2.3% |
33% |
False |
False |
70,615 |
| 100 |
1099-0 |
882-0 |
217-0 |
22.8% |
20-7 |
2.2% |
33% |
False |
False |
62,047 |
| 120 |
1099-0 |
838-0 |
261-0 |
27.4% |
20-0 |
2.1% |
44% |
False |
False |
55,476 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1018-7 |
|
2.618 |
993-5 |
|
1.618 |
978-1 |
|
1.000 |
968-4 |
|
0.618 |
962-5 |
|
HIGH |
953-0 |
|
0.618 |
947-1 |
|
0.500 |
945-2 |
|
0.382 |
943-3 |
|
LOW |
937-4 |
|
0.618 |
927-7 |
|
1.000 |
922-0 |
|
1.618 |
912-3 |
|
2.618 |
896-7 |
|
4.250 |
871-5 |
|
|
| Fisher Pivots for day following 17-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
950-3 |
950-0 |
| PP |
947-7 |
947-0 |
| S1 |
945-2 |
944-0 |
|