CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 08-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2009 |
08-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
912-0 |
917-0 |
5-0 |
0.5% |
920-0 |
| High |
915-0 |
942-0 |
27-0 |
3.0% |
931-4 |
| Low |
905-0 |
916-0 |
11-0 |
1.2% |
885-0 |
| Close |
912-0 |
936-0 |
24-0 |
2.6% |
885-0 |
| Range |
10-0 |
26-0 |
16-0 |
160.0% |
46-4 |
| ATR |
22-7 |
23-3 |
0-4 |
2.2% |
0-0 |
| Volume |
105,629 |
87,410 |
-18,219 |
-17.2% |
323,772 |
|
| Daily Pivots for day following 08-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1009-3 |
998-5 |
950-2 |
|
| R3 |
983-3 |
972-5 |
943-1 |
|
| R2 |
957-3 |
957-3 |
940-6 |
|
| R1 |
946-5 |
946-5 |
938-3 |
952-0 |
| PP |
931-3 |
931-3 |
931-3 |
934-0 |
| S1 |
920-5 |
920-5 |
933-5 |
926-0 |
| S2 |
905-3 |
905-3 |
931-2 |
|
| S3 |
879-3 |
894-5 |
928-7 |
|
| S4 |
853-3 |
868-5 |
921-6 |
|
|
| 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 |
942-0 |
879-0 |
63-0 |
6.7% |
20-4 |
2.2% |
90% |
True |
False |
92,673 |
| 10 |
942-0 |
879-0 |
63-0 |
6.7% |
18-4 |
2.0% |
90% |
True |
False |
77,813 |
| 20 |
975-0 |
879-0 |
96-0 |
10.3% |
22-0 |
2.3% |
59% |
False |
False |
78,822 |
| 40 |
1063-0 |
879-0 |
184-0 |
19.7% |
20-3 |
2.2% |
31% |
False |
False |
80,207 |
| 60 |
1063-0 |
879-0 |
184-0 |
19.7% |
21-0 |
2.2% |
31% |
False |
False |
78,871 |
| 80 |
1063-0 |
879-0 |
184-0 |
19.7% |
22-3 |
2.4% |
31% |
False |
False |
76,557 |
| 100 |
1099-0 |
879-0 |
220-0 |
23.5% |
21-0 |
2.2% |
26% |
False |
False |
69,278 |
| 120 |
1099-0 |
879-0 |
220-0 |
23.5% |
20-6 |
2.2% |
26% |
False |
False |
62,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1052-4 |
|
2.618 |
1010-1 |
|
1.618 |
984-1 |
|
1.000 |
968-0 |
|
0.618 |
958-1 |
|
HIGH |
942-0 |
|
0.618 |
932-1 |
|
0.500 |
929-0 |
|
0.382 |
925-7 |
|
LOW |
916-0 |
|
0.618 |
899-7 |
|
1.000 |
890-0 |
|
1.618 |
873-7 |
|
2.618 |
847-7 |
|
4.250 |
805-4 |
|
|
| Fisher Pivots for day following 08-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
933-5 |
931-1 |
| PP |
931-3 |
926-1 |
| S1 |
929-0 |
921-2 |
|