CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 15-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2009 |
15-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
997-0 |
988-0 |
-9-0 |
-0.9% |
879-0 |
| High |
1008-4 |
988-0 |
-20-4 |
-2.0% |
968-0 |
| Low |
988-4 |
972-4 |
-16-0 |
-1.6% |
879-0 |
| Close |
994-0 |
983-0 |
-11-0 |
-1.1% |
964-0 |
| Range |
20-0 |
15-4 |
-4-4 |
-22.5% |
89-0 |
| ATR |
23-7 |
23-6 |
-0-1 |
-0.7% |
0-0 |
| Volume |
126,476 |
96,997 |
-29,479 |
-23.3% |
512,868 |
|
| Daily Pivots for day following 15-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1027-5 |
1020-7 |
991-4 |
|
| R3 |
1012-1 |
1005-3 |
987-2 |
|
| R2 |
996-5 |
996-5 |
985-7 |
|
| R1 |
989-7 |
989-7 |
984-3 |
985-4 |
| PP |
981-1 |
981-1 |
981-1 |
979-0 |
| S1 |
974-3 |
974-3 |
981-5 |
970-0 |
| S2 |
965-5 |
965-5 |
980-1 |
|
| S3 |
950-1 |
958-7 |
978-6 |
|
| S4 |
934-5 |
943-3 |
974-4 |
|
|
| 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 |
935-4 |
73-0 |
7.4% |
20-5 |
2.1% |
65% |
False |
False |
121,047 |
| 10 |
1008-4 |
879-0 |
129-4 |
13.2% |
20-4 |
2.1% |
80% |
False |
False |
106,860 |
| 20 |
1008-4 |
879-0 |
129-4 |
13.2% |
19-5 |
2.0% |
80% |
False |
False |
86,525 |
| 40 |
1017-0 |
879-0 |
138-0 |
14.0% |
20-2 |
2.1% |
75% |
False |
False |
84,057 |
| 60 |
1063-0 |
879-0 |
184-0 |
18.7% |
20-7 |
2.1% |
57% |
False |
False |
82,590 |
| 80 |
1063-0 |
879-0 |
184-0 |
18.7% |
22-1 |
2.2% |
57% |
False |
False |
81,220 |
| 100 |
1099-0 |
879-0 |
220-0 |
22.4% |
21-3 |
2.2% |
47% |
False |
False |
73,797 |
| 120 |
1099-0 |
879-0 |
220-0 |
22.4% |
20-6 |
2.1% |
47% |
False |
False |
66,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1053-7 |
|
2.618 |
1028-5 |
|
1.618 |
1013-1 |
|
1.000 |
1003-4 |
|
0.618 |
997-5 |
|
HIGH |
988-0 |
|
0.618 |
982-1 |
|
0.500 |
980-2 |
|
0.382 |
978-3 |
|
LOW |
972-4 |
|
0.618 |
962-7 |
|
1.000 |
957-0 |
|
1.618 |
947-3 |
|
2.618 |
931-7 |
|
4.250 |
906-5 |
|
|
| Fisher Pivots for day following 15-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
982-1 |
990-4 |
| PP |
981-1 |
988-0 |
| S1 |
980-2 |
985-4 |
|