CME Pit-Traded Soybean Future November 2009
Trading Metrics calculated at close of trading on 06-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2009 |
06-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
879-0 |
901-0 |
22-0 |
2.5% |
920-0 |
High |
897-0 |
920-0 |
23-0 |
2.6% |
931-4 |
Low |
879-0 |
900-4 |
21-4 |
2.4% |
885-0 |
Close |
885-0 |
910-0 |
25-0 |
2.8% |
885-0 |
Range |
18-0 |
19-4 |
1-4 |
8.3% |
46-4 |
ATR |
23-0 |
23-7 |
0-7 |
3.7% |
0-0 |
Volume |
105,374 |
88,871 |
-16,503 |
-15.7% |
323,772 |
|
Daily Pivots for day following 06-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
968-5 |
958-7 |
920-6 |
|
R3 |
949-1 |
939-3 |
915-3 |
|
R2 |
929-5 |
929-5 |
913-5 |
|
R1 |
919-7 |
919-7 |
911-6 |
924-6 |
PP |
910-1 |
910-1 |
910-1 |
912-5 |
S1 |
900-3 |
900-3 |
908-2 |
905-2 |
S2 |
890-5 |
890-5 |
906-3 |
|
S3 |
871-1 |
880-7 |
904-5 |
|
S4 |
851-5 |
861-3 |
899-2 |
|
|
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 |
879-0 |
52-4 |
5.8% |
21-3 |
2.4% |
59% |
False |
False |
83,234 |
10 |
931-4 |
879-0 |
52-4 |
5.8% |
19-4 |
2.1% |
59% |
False |
False |
72,489 |
20 |
975-0 |
879-0 |
96-0 |
10.5% |
21-1 |
2.3% |
32% |
False |
False |
77,461 |
40 |
1063-0 |
879-0 |
184-0 |
20.2% |
20-7 |
2.3% |
17% |
False |
False |
79,278 |
60 |
1063-0 |
879-0 |
184-0 |
20.2% |
21-2 |
2.3% |
17% |
False |
False |
77,950 |
80 |
1063-0 |
879-0 |
184-0 |
20.2% |
22-4 |
2.5% |
17% |
False |
False |
75,337 |
100 |
1099-0 |
879-0 |
220-0 |
24.2% |
21-0 |
2.3% |
14% |
False |
False |
67,856 |
120 |
1099-0 |
879-0 |
220-0 |
24.2% |
20-5 |
2.3% |
14% |
False |
False |
60,803 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1002-7 |
2.618 |
971-0 |
1.618 |
951-4 |
1.000 |
939-4 |
0.618 |
932-0 |
HIGH |
920-0 |
0.618 |
912-4 |
0.500 |
910-2 |
0.382 |
908-0 |
LOW |
900-4 |
0.618 |
888-4 |
1.000 |
881-0 |
1.618 |
869-0 |
2.618 |
849-4 |
4.250 |
817-5 |
|
|
Fisher Pivots for day following 06-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
910-2 |
906-4 |
PP |
910-1 |
903-0 |
S1 |
910-1 |
899-4 |
|