CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 23-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2009 |
23-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
924-0 |
908-0 |
-16-0 |
-1.7% |
897-0 |
| High |
924-0 |
924-0 |
0-0 |
0.0% |
975-0 |
| Low |
904-4 |
902-4 |
-2-0 |
-0.2% |
894-4 |
| Close |
922-0 |
920-4 |
-1-4 |
-0.2% |
941-0 |
| Range |
19-4 |
21-4 |
2-0 |
10.3% |
80-4 |
| ATR |
25-5 |
25-2 |
-0-2 |
-1.1% |
0-0 |
| Volume |
71,900 |
76,722 |
4,822 |
6.7% |
470,253 |
|
| Daily Pivots for day following 23-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
980-1 |
971-7 |
932-3 |
|
| R3 |
958-5 |
950-3 |
926-3 |
|
| R2 |
937-1 |
937-1 |
924-4 |
|
| R1 |
928-7 |
928-7 |
922-4 |
933-0 |
| PP |
915-5 |
915-5 |
915-5 |
917-6 |
| S1 |
907-3 |
907-3 |
918-4 |
911-4 |
| S2 |
894-1 |
894-1 |
916-4 |
|
| S3 |
872-5 |
885-7 |
914-5 |
|
| S4 |
851-1 |
864-3 |
908-5 |
|
|
| 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 |
958-0 |
902-4 |
55-4 |
6.0% |
19-2 |
2.1% |
32% |
False |
True |
75,259 |
| 10 |
975-0 |
894-4 |
80-4 |
8.7% |
23-7 |
2.6% |
32% |
False |
False |
81,008 |
| 20 |
1017-0 |
894-4 |
122-4 |
13.3% |
21-0 |
2.3% |
21% |
False |
False |
80,519 |
| 40 |
1063-0 |
894-4 |
168-4 |
18.3% |
21-5 |
2.3% |
15% |
False |
False |
81,986 |
| 60 |
1063-0 |
882-0 |
181-0 |
19.7% |
23-1 |
2.5% |
21% |
False |
False |
80,314 |
| 80 |
1099-0 |
882-0 |
217-0 |
23.6% |
22-2 |
2.4% |
18% |
False |
False |
72,593 |
| 100 |
1099-0 |
882-0 |
217-0 |
23.6% |
20-7 |
2.3% |
18% |
False |
False |
63,831 |
| 120 |
1099-0 |
882-0 |
217-0 |
23.6% |
20-1 |
2.2% |
18% |
False |
False |
57,157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1015-3 |
|
2.618 |
980-2 |
|
1.618 |
958-6 |
|
1.000 |
945-4 |
|
0.618 |
937-2 |
|
HIGH |
924-0 |
|
0.618 |
915-6 |
|
0.500 |
913-2 |
|
0.382 |
910-6 |
|
LOW |
902-4 |
|
0.618 |
889-2 |
|
1.000 |
881-0 |
|
1.618 |
867-6 |
|
2.618 |
846-2 |
|
4.250 |
811-1 |
|
|
| Fisher Pivots for day following 23-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
918-1 |
918-6 |
| PP |
915-5 |
917-0 |
| S1 |
913-2 |
915-2 |
|