CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 14-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2009 |
14-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1001-0 |
997-0 |
-4-0 |
-0.4% |
879-0 |
| High |
1005-0 |
1008-4 |
3-4 |
0.3% |
968-0 |
| Low |
989-4 |
988-4 |
-1-0 |
-0.1% |
879-0 |
| Close |
993-0 |
994-0 |
1-0 |
0.1% |
964-0 |
| Range |
15-4 |
20-0 |
4-4 |
29.0% |
89-0 |
| ATR |
24-2 |
23-7 |
-0-2 |
-1.2% |
0-0 |
| Volume |
123,947 |
126,476 |
2,529 |
2.0% |
512,868 |
|
| Daily Pivots for day following 14-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1057-0 |
1045-4 |
1005-0 |
|
| R3 |
1037-0 |
1025-4 |
999-4 |
|
| R2 |
1017-0 |
1017-0 |
997-5 |
|
| R1 |
1005-4 |
1005-4 |
995-7 |
1001-2 |
| PP |
997-0 |
997-0 |
997-0 |
994-7 |
| S1 |
985-4 |
985-4 |
992-1 |
981-2 |
| S2 |
977-0 |
977-0 |
990-3 |
|
| S3 |
957-0 |
965-4 |
988-4 |
|
| S4 |
937-0 |
945-4 |
983-0 |
|
|
| 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 |
1008-4 |
916-0 |
92-4 |
9.3% |
22-6 |
2.3% |
84% |
True |
False |
119,130 |
| 10 |
1008-4 |
879-0 |
129-4 |
13.0% |
20-5 |
2.1% |
89% |
True |
False |
105,316 |
| 20 |
1008-4 |
879-0 |
129-4 |
13.0% |
19-5 |
2.0% |
89% |
True |
False |
86,287 |
| 40 |
1017-0 |
879-0 |
138-0 |
13.9% |
20-2 |
2.0% |
83% |
False |
False |
83,529 |
| 60 |
1063-0 |
879-0 |
184-0 |
18.5% |
20-7 |
2.1% |
63% |
False |
False |
82,259 |
| 80 |
1063-0 |
879-0 |
184-0 |
18.5% |
22-1 |
2.2% |
63% |
False |
False |
80,794 |
| 100 |
1099-0 |
879-0 |
220-0 |
22.1% |
21-3 |
2.2% |
52% |
False |
False |
73,136 |
| 120 |
1099-0 |
879-0 |
220-0 |
22.1% |
20-7 |
2.1% |
52% |
False |
False |
65,463 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1093-4 |
|
2.618 |
1060-7 |
|
1.618 |
1040-7 |
|
1.000 |
1028-4 |
|
0.618 |
1020-7 |
|
HIGH |
1008-4 |
|
0.618 |
1000-7 |
|
0.500 |
998-4 |
|
0.382 |
996-1 |
|
LOW |
988-4 |
|
0.618 |
976-1 |
|
1.000 |
968-4 |
|
1.618 |
956-1 |
|
2.618 |
936-1 |
|
4.250 |
903-4 |
|
|
| Fisher Pivots for day following 14-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
998-4 |
994-6 |
| PP |
997-0 |
994-4 |
| S1 |
995-4 |
994-2 |
|