CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 02-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2009 |
02-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
925-0 |
911-0 |
-14-0 |
-1.5% |
920-0 |
| High |
931-4 |
914-0 |
-17-4 |
-1.9% |
931-4 |
| Low |
915-0 |
885-0 |
-30-0 |
-3.3% |
885-0 |
| Close |
918-0 |
885-0 |
-33-0 |
-3.6% |
885-0 |
| Range |
16-4 |
29-0 |
12-4 |
75.8% |
46-4 |
| ATR |
22-5 |
23-3 |
0-6 |
3.3% |
0-0 |
| Volume |
81,552 |
76,084 |
-5,468 |
-6.7% |
323,772 |
|
| Daily Pivots for day following 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
981-5 |
962-3 |
901-0 |
|
| R3 |
952-5 |
933-3 |
893-0 |
|
| R2 |
923-5 |
923-5 |
890-3 |
|
| R1 |
904-3 |
904-3 |
887-5 |
899-4 |
| PP |
894-5 |
894-5 |
894-5 |
892-2 |
| S1 |
875-3 |
875-3 |
882-3 |
870-4 |
| S2 |
865-5 |
865-5 |
879-5 |
|
| S3 |
836-5 |
846-3 |
877-0 |
|
| S4 |
807-5 |
817-3 |
869-0 |
|
|
| Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1040-0 |
1009-0 |
910-5 |
|
| R3 |
993-4 |
962-4 |
897-6 |
|
| R2 |
947-0 |
947-0 |
893-4 |
|
| R1 |
916-0 |
916-0 |
889-2 |
908-2 |
| PP |
900-4 |
900-4 |
900-4 |
896-5 |
| S1 |
869-4 |
869-4 |
880-6 |
861-6 |
| S2 |
854-0 |
854-0 |
876-4 |
|
| S3 |
807-4 |
823-0 |
872-2 |
|
| S4 |
761-0 |
776-4 |
859-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
931-4 |
885-0 |
46-4 |
5.3% |
19-4 |
2.2% |
0% |
False |
True |
64,754 |
| 10 |
931-4 |
885-0 |
46-4 |
5.3% |
19-4 |
2.2% |
0% |
False |
True |
66,087 |
| 20 |
975-0 |
885-0 |
90-0 |
10.2% |
20-7 |
2.4% |
0% |
False |
True |
76,019 |
| 40 |
1063-0 |
885-0 |
178-0 |
20.1% |
21-2 |
2.4% |
0% |
False |
True |
77,819 |
| 60 |
1063-0 |
885-0 |
178-0 |
20.1% |
21-4 |
2.4% |
0% |
False |
True |
77,369 |
| 80 |
1099-0 |
882-0 |
217-0 |
24.5% |
22-4 |
2.5% |
1% |
False |
False |
74,518 |
| 100 |
1099-0 |
882-0 |
217-0 |
24.5% |
21-0 |
2.4% |
1% |
False |
False |
66,517 |
| 120 |
1099-0 |
882-0 |
217-0 |
24.5% |
20-4 |
2.3% |
1% |
False |
False |
59,617 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1037-2 |
|
2.618 |
989-7 |
|
1.618 |
960-7 |
|
1.000 |
943-0 |
|
0.618 |
931-7 |
|
HIGH |
914-0 |
|
0.618 |
902-7 |
|
0.500 |
899-4 |
|
0.382 |
896-1 |
|
LOW |
885-0 |
|
0.618 |
867-1 |
|
1.000 |
856-0 |
|
1.618 |
838-1 |
|
2.618 |
809-1 |
|
4.250 |
761-6 |
|
|
| Fisher Pivots for day following 02-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
899-4 |
908-2 |
| PP |
894-5 |
900-4 |
| S1 |
889-7 |
892-6 |
|