CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 07-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2009 |
07-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
901-0 |
912-0 |
11-0 |
1.2% |
920-0 |
| High |
920-0 |
915-0 |
-5-0 |
-0.5% |
931-4 |
| Low |
900-4 |
905-0 |
4-4 |
0.5% |
885-0 |
| Close |
910-0 |
912-0 |
2-0 |
0.2% |
885-0 |
| Range |
19-4 |
10-0 |
-9-4 |
-48.7% |
46-4 |
| ATR |
23-7 |
22-7 |
-1-0 |
-4.1% |
0-0 |
| Volume |
88,871 |
105,629 |
16,758 |
18.9% |
323,772 |
|
| Daily Pivots for day following 07-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
940-5 |
936-3 |
917-4 |
|
| R3 |
930-5 |
926-3 |
914-6 |
|
| R2 |
920-5 |
920-5 |
913-7 |
|
| R1 |
916-3 |
916-3 |
912-7 |
917-0 |
| PP |
910-5 |
910-5 |
910-5 |
911-0 |
| S1 |
906-3 |
906-3 |
911-1 |
907-0 |
| S2 |
900-5 |
900-5 |
910-1 |
|
| S3 |
890-5 |
896-3 |
909-2 |
|
| S4 |
880-5 |
886-3 |
906-4 |
|
|
| 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% |
18-5 |
2.0% |
63% |
False |
False |
91,502 |
| 10 |
931-4 |
879-0 |
52-4 |
5.8% |
18-3 |
2.0% |
63% |
False |
False |
75,379 |
| 20 |
975-0 |
879-0 |
96-0 |
10.5% |
21-1 |
2.3% |
34% |
False |
False |
78,194 |
| 40 |
1063-0 |
879-0 |
184-0 |
20.2% |
20-4 |
2.2% |
18% |
False |
False |
80,028 |
| 60 |
1063-0 |
879-0 |
184-0 |
20.2% |
21-1 |
2.3% |
18% |
False |
False |
78,493 |
| 80 |
1063-0 |
879-0 |
184-0 |
20.2% |
22-3 |
2.4% |
18% |
False |
False |
76,052 |
| 100 |
1099-0 |
879-0 |
220-0 |
24.1% |
20-7 |
2.3% |
15% |
False |
False |
68,639 |
| 120 |
1099-0 |
879-0 |
220-0 |
24.1% |
20-5 |
2.3% |
15% |
False |
False |
61,468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
957-4 |
|
2.618 |
941-1 |
|
1.618 |
931-1 |
|
1.000 |
925-0 |
|
0.618 |
921-1 |
|
HIGH |
915-0 |
|
0.618 |
911-1 |
|
0.500 |
910-0 |
|
0.382 |
908-7 |
|
LOW |
905-0 |
|
0.618 |
898-7 |
|
1.000 |
895-0 |
|
1.618 |
888-7 |
|
2.618 |
878-7 |
|
4.250 |
862-4 |
|
|
| Fisher Pivots for day following 07-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
911-3 |
907-7 |
| PP |
910-5 |
903-5 |
| S1 |
910-0 |
899-4 |
|