CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 25-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2009 |
25-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
905-0 |
919-0 |
14-0 |
1.5% |
927-0 |
| High |
929-0 |
931-0 |
2-0 |
0.2% |
931-0 |
| Low |
905-0 |
916-4 |
11-4 |
1.3% |
902-4 |
| Close |
919-4 |
926-0 |
6-4 |
0.7% |
926-0 |
| Range |
24-0 |
14-4 |
-9-4 |
-39.6% |
28-4 |
| ATR |
25-2 |
24-4 |
-0-6 |
-3.0% |
0-0 |
| Volume |
63,071 |
67,080 |
4,009 |
6.4% |
337,104 |
|
| Daily Pivots for day following 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
968-0 |
961-4 |
934-0 |
|
| R3 |
953-4 |
947-0 |
930-0 |
|
| R2 |
939-0 |
939-0 |
928-5 |
|
| R1 |
932-4 |
932-4 |
927-3 |
935-6 |
| PP |
924-4 |
924-4 |
924-4 |
926-1 |
| S1 |
918-0 |
918-0 |
924-5 |
921-2 |
| S2 |
910-0 |
910-0 |
923-3 |
|
| S3 |
895-4 |
903-4 |
922-0 |
|
| S4 |
881-0 |
889-0 |
918-0 |
|
|
| Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1005-3 |
994-1 |
941-5 |
|
| R3 |
976-7 |
965-5 |
933-7 |
|
| R2 |
948-3 |
948-3 |
931-2 |
|
| R1 |
937-1 |
937-1 |
928-5 |
928-4 |
| PP |
919-7 |
919-7 |
919-7 |
915-4 |
| S1 |
908-5 |
908-5 |
923-3 |
900-0 |
| S2 |
891-3 |
891-3 |
920-6 |
|
| S3 |
862-7 |
880-1 |
918-1 |
|
| S4 |
834-3 |
851-5 |
910-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
931-0 |
902-4 |
28-4 |
3.1% |
19-4 |
2.1% |
82% |
True |
False |
67,420 |
| 10 |
975-0 |
894-4 |
80-4 |
8.7% |
23-4 |
2.5% |
39% |
False |
False |
80,735 |
| 20 |
1017-0 |
894-4 |
122-4 |
13.2% |
21-3 |
2.3% |
26% |
False |
False |
79,631 |
| 40 |
1063-0 |
894-4 |
168-4 |
18.2% |
21-2 |
2.3% |
19% |
False |
False |
81,586 |
| 60 |
1063-0 |
882-0 |
181-0 |
19.5% |
22-5 |
2.4% |
24% |
False |
False |
79,878 |
| 80 |
1099-0 |
882-0 |
217-0 |
23.4% |
22-3 |
2.4% |
20% |
False |
False |
73,331 |
| 100 |
1099-0 |
882-0 |
217-0 |
23.4% |
20-7 |
2.2% |
20% |
False |
False |
64,517 |
| 120 |
1099-0 |
882-0 |
217-0 |
23.4% |
20-2 |
2.2% |
20% |
False |
False |
57,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
992-5 |
|
2.618 |
969-0 |
|
1.618 |
954-4 |
|
1.000 |
945-4 |
|
0.618 |
940-0 |
|
HIGH |
931-0 |
|
0.618 |
925-4 |
|
0.500 |
923-6 |
|
0.382 |
922-0 |
|
LOW |
916-4 |
|
0.618 |
907-4 |
|
1.000 |
902-0 |
|
1.618 |
893-0 |
|
2.618 |
878-4 |
|
4.250 |
854-7 |
|
|
| Fisher Pivots for day following 25-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
925-2 |
922-7 |
| PP |
924-4 |
919-7 |
| S1 |
923-6 |
916-6 |
|