CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 09-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2009 |
09-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
917-0 |
936-0 |
19-0 |
2.1% |
879-0 |
| High |
942-0 |
968-0 |
26-0 |
2.8% |
968-0 |
| Low |
916-0 |
935-4 |
19-4 |
2.1% |
879-0 |
| Close |
936-0 |
964-0 |
28-0 |
3.0% |
964-0 |
| Range |
26-0 |
32-4 |
6-4 |
25.0% |
89-0 |
| ATR |
23-3 |
24-0 |
0-5 |
2.8% |
0-0 |
| Volume |
87,410 |
125,584 |
38,174 |
43.7% |
512,868 |
|
| Daily Pivots for day following 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1053-3 |
1041-1 |
981-7 |
|
| R3 |
1020-7 |
1008-5 |
973-0 |
|
| R2 |
988-3 |
988-3 |
970-0 |
|
| R1 |
976-1 |
976-1 |
967-0 |
982-2 |
| PP |
955-7 |
955-7 |
955-7 |
958-7 |
| S1 |
943-5 |
943-5 |
961-0 |
949-6 |
| S2 |
923-3 |
923-3 |
958-0 |
|
| S3 |
890-7 |
911-1 |
955-0 |
|
| S4 |
858-3 |
878-5 |
946-1 |
|
|
| Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1204-0 |
1173-0 |
1013-0 |
|
| R3 |
1115-0 |
1084-0 |
988-4 |
|
| R2 |
1026-0 |
1026-0 |
980-3 |
|
| R1 |
995-0 |
995-0 |
972-1 |
1010-4 |
| PP |
937-0 |
937-0 |
937-0 |
944-6 |
| S1 |
906-0 |
906-0 |
955-7 |
921-4 |
| S2 |
848-0 |
848-0 |
947-5 |
|
| S3 |
759-0 |
817-0 |
939-4 |
|
| S4 |
670-0 |
728-0 |
915-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
968-0 |
879-0 |
89-0 |
9.2% |
21-2 |
2.2% |
96% |
True |
False |
102,573 |
| 10 |
968-0 |
879-0 |
89-0 |
9.2% |
20-3 |
2.1% |
96% |
True |
False |
83,664 |
| 20 |
975-0 |
879-0 |
96-0 |
10.0% |
21-7 |
2.3% |
89% |
False |
False |
82,199 |
| 40 |
1017-0 |
879-0 |
138-0 |
14.3% |
20-0 |
2.1% |
62% |
False |
False |
81,267 |
| 60 |
1063-0 |
879-0 |
184-0 |
19.1% |
21-2 |
2.2% |
46% |
False |
False |
79,556 |
| 80 |
1063-0 |
879-0 |
184-0 |
19.1% |
22-3 |
2.3% |
46% |
False |
False |
77,676 |
| 100 |
1099-0 |
879-0 |
220-0 |
22.8% |
21-2 |
2.2% |
39% |
False |
False |
70,305 |
| 120 |
1099-0 |
879-0 |
220-0 |
22.8% |
20-6 |
2.1% |
39% |
False |
False |
62,875 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1106-1 |
|
2.618 |
1053-1 |
|
1.618 |
1020-5 |
|
1.000 |
1000-4 |
|
0.618 |
988-1 |
|
HIGH |
968-0 |
|
0.618 |
955-5 |
|
0.500 |
951-6 |
|
0.382 |
947-7 |
|
LOW |
935-4 |
|
0.618 |
915-3 |
|
1.000 |
903-0 |
|
1.618 |
882-7 |
|
2.618 |
850-3 |
|
4.250 |
797-3 |
|
|
| Fisher Pivots for day following 09-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
959-7 |
954-7 |
| PP |
955-7 |
945-5 |
| S1 |
951-6 |
936-4 |
|