CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 19-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2009 |
19-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
983-0 |
989-0 |
6-0 |
0.6% |
985-4 |
| High |
988-0 |
997-4 |
9-4 |
1.0% |
1008-4 |
| Low |
975-4 |
981-0 |
5-4 |
0.6% |
972-4 |
| Close |
977-4 |
996-2 |
18-6 |
1.9% |
977-4 |
| Range |
12-4 |
16-4 |
4-0 |
32.0% |
36-0 |
| ATR |
23-0 |
22-6 |
-0-2 |
-0.9% |
0-0 |
| Volume |
111,756 |
72,628 |
-39,128 |
-35.0% |
591,411 |
|
| Daily Pivots for day following 19-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1041-1 |
1035-1 |
1005-3 |
|
| R3 |
1024-5 |
1018-5 |
1000-6 |
|
| R2 |
1008-1 |
1008-1 |
999-2 |
|
| R1 |
1002-1 |
1002-1 |
997-6 |
1005-1 |
| PP |
991-5 |
991-5 |
991-5 |
993-0 |
| S1 |
985-5 |
985-5 |
994-6 |
988-5 |
| S2 |
975-1 |
975-1 |
993-2 |
|
| S3 |
958-5 |
969-1 |
991-6 |
|
| S4 |
942-1 |
952-5 |
987-1 |
|
|
| Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1094-1 |
1071-7 |
997-2 |
|
| R3 |
1058-1 |
1035-7 |
987-3 |
|
| R2 |
1022-1 |
1022-1 |
984-1 |
|
| R1 |
999-7 |
999-7 |
980-6 |
993-0 |
| PP |
986-1 |
986-1 |
986-1 |
982-6 |
| S1 |
963-7 |
963-7 |
974-2 |
957-0 |
| S2 |
950-1 |
950-1 |
970-7 |
|
| S3 |
914-1 |
927-7 |
967-5 |
|
| S4 |
878-1 |
891-7 |
957-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1008-4 |
972-4 |
36-0 |
3.6% |
16-0 |
1.6% |
66% |
False |
False |
106,360 |
| 10 |
1008-4 |
900-4 |
108-0 |
10.8% |
18-6 |
1.9% |
89% |
False |
False |
107,153 |
| 20 |
1008-4 |
879-0 |
129-4 |
13.0% |
19-1 |
1.9% |
91% |
False |
False |
88,972 |
| 40 |
1017-0 |
879-0 |
138-0 |
13.9% |
20-1 |
2.0% |
85% |
False |
False |
85,396 |
| 60 |
1063-0 |
879-0 |
184-0 |
18.5% |
20-5 |
2.1% |
64% |
False |
False |
83,462 |
| 80 |
1063-0 |
879-0 |
184-0 |
18.5% |
22-0 |
2.2% |
64% |
False |
False |
82,134 |
| 100 |
1099-0 |
879-0 |
220-0 |
22.1% |
21-4 |
2.2% |
53% |
False |
False |
74,957 |
| 120 |
1099-0 |
879-0 |
220-0 |
22.1% |
20-5 |
2.1% |
53% |
False |
False |
67,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1067-5 |
|
2.618 |
1040-6 |
|
1.618 |
1024-2 |
|
1.000 |
1014-0 |
|
0.618 |
1007-6 |
|
HIGH |
997-4 |
|
0.618 |
991-2 |
|
0.500 |
989-2 |
|
0.382 |
987-2 |
|
LOW |
981-0 |
|
0.618 |
970-6 |
|
1.000 |
964-4 |
|
1.618 |
954-2 |
|
2.618 |
937-6 |
|
4.250 |
910-7 |
|
|
| Fisher Pivots for day following 19-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
993-7 |
992-4 |
| PP |
991-5 |
988-6 |
| S1 |
989-2 |
985-0 |
|