CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 21-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2009 |
21-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
944-0 |
927-0 |
-17-0 |
-1.8% |
897-0 |
| High |
958-0 |
928-0 |
-30-0 |
-3.1% |
975-0 |
| Low |
936-0 |
910-0 |
-26-0 |
-2.8% |
894-4 |
| Close |
941-0 |
913-4 |
-27-4 |
-2.9% |
941-0 |
| Range |
22-0 |
18-0 |
-4-0 |
-18.2% |
80-4 |
| ATR |
25-5 |
26-0 |
0-3 |
1.5% |
0-0 |
| Volume |
77,117 |
58,331 |
-18,786 |
-24.4% |
470,253 |
|
| Daily Pivots for day following 21-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
971-1 |
960-3 |
923-3 |
|
| R3 |
953-1 |
942-3 |
918-4 |
|
| R2 |
935-1 |
935-1 |
916-6 |
|
| R1 |
924-3 |
924-3 |
915-1 |
920-6 |
| PP |
917-1 |
917-1 |
917-1 |
915-3 |
| S1 |
906-3 |
906-3 |
911-7 |
902-6 |
| S2 |
899-1 |
899-1 |
910-2 |
|
| S3 |
881-1 |
888-3 |
908-4 |
|
| S4 |
863-1 |
870-3 |
903-5 |
|
|
| Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1178-3 |
1140-1 |
985-2 |
|
| R3 |
1097-7 |
1059-5 |
963-1 |
|
| R2 |
1017-3 |
1017-3 |
955-6 |
|
| R1 |
979-1 |
979-1 |
948-3 |
998-2 |
| PP |
936-7 |
936-7 |
936-7 |
946-3 |
| S1 |
898-5 |
898-5 |
933-5 |
917-6 |
| S2 |
856-3 |
856-3 |
926-2 |
|
| S3 |
775-7 |
818-1 |
918-7 |
|
| S4 |
695-3 |
737-5 |
896-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
975-0 |
910-0 |
65-0 |
7.1% |
27-7 |
3.1% |
5% |
False |
True |
87,623 |
| 10 |
975-0 |
894-4 |
80-4 |
8.8% |
22-2 |
2.4% |
24% |
False |
False |
82,284 |
| 20 |
1017-0 |
894-4 |
122-4 |
13.4% |
21-0 |
2.3% |
16% |
False |
False |
81,820 |
| 40 |
1063-0 |
894-4 |
168-4 |
18.4% |
21-3 |
2.3% |
11% |
False |
False |
80,706 |
| 60 |
1063-0 |
882-0 |
181-0 |
19.8% |
23-0 |
2.5% |
17% |
False |
False |
79,855 |
| 80 |
1099-0 |
882-0 |
217-0 |
23.8% |
22-1 |
2.4% |
15% |
False |
False |
71,454 |
| 100 |
1099-0 |
882-0 |
217-0 |
23.8% |
20-7 |
2.3% |
15% |
False |
False |
62,926 |
| 120 |
1099-0 |
882-0 |
217-0 |
23.8% |
20-0 |
2.2% |
15% |
False |
False |
56,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1004-4 |
|
2.618 |
975-1 |
|
1.618 |
957-1 |
|
1.000 |
946-0 |
|
0.618 |
939-1 |
|
HIGH |
928-0 |
|
0.618 |
921-1 |
|
0.500 |
919-0 |
|
0.382 |
916-7 |
|
LOW |
910-0 |
|
0.618 |
898-7 |
|
1.000 |
892-0 |
|
1.618 |
880-7 |
|
2.618 |
862-7 |
|
4.250 |
833-4 |
|
|
| Fisher Pivots for day following 21-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
919-0 |
934-0 |
| PP |
917-1 |
927-1 |
| S1 |
915-3 |
920-3 |
|