CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 20-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2009 |
20-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
989-0 |
987-0 |
-2-0 |
-0.2% |
985-4 |
| High |
997-4 |
994-4 |
-3-0 |
-0.3% |
1008-4 |
| Low |
981-0 |
980-0 |
-1-0 |
-0.1% |
972-4 |
| Close |
996-2 |
982-4 |
-13-6 |
-1.4% |
977-4 |
| Range |
16-4 |
14-4 |
-2-0 |
-12.1% |
36-0 |
| ATR |
22-6 |
22-2 |
-0-4 |
-2.0% |
0-0 |
| Volume |
72,628 |
78,976 |
6,348 |
8.7% |
591,411 |
|
| Daily Pivots for day following 20-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1029-1 |
1020-3 |
990-4 |
|
| R3 |
1014-5 |
1005-7 |
986-4 |
|
| R2 |
1000-1 |
1000-1 |
985-1 |
|
| R1 |
991-3 |
991-3 |
983-7 |
988-4 |
| PP |
985-5 |
985-5 |
985-5 |
984-2 |
| S1 |
976-7 |
976-7 |
981-1 |
974-0 |
| S2 |
971-1 |
971-1 |
979-7 |
|
| S3 |
956-5 |
962-3 |
978-4 |
|
| S4 |
942-1 |
947-7 |
974-4 |
|
|
| 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 |
3.7% |
15-6 |
1.6% |
28% |
False |
False |
97,366 |
| 10 |
1008-4 |
905-0 |
103-4 |
10.5% |
18-2 |
1.9% |
75% |
False |
False |
106,163 |
| 20 |
1008-4 |
879-0 |
129-4 |
13.2% |
18-7 |
1.9% |
80% |
False |
False |
89,326 |
| 40 |
1017-0 |
879-0 |
138-0 |
14.0% |
20-0 |
2.0% |
75% |
False |
False |
85,100 |
| 60 |
1063-0 |
879-0 |
184-0 |
18.7% |
20-5 |
2.1% |
56% |
False |
False |
83,981 |
| 80 |
1063-0 |
879-0 |
184-0 |
18.7% |
22-0 |
2.2% |
56% |
False |
False |
82,315 |
| 100 |
1099-0 |
879-0 |
220-0 |
22.4% |
21-4 |
2.2% |
47% |
False |
False |
75,458 |
| 120 |
1099-0 |
879-0 |
220-0 |
22.4% |
20-5 |
2.1% |
47% |
False |
False |
67,745 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1056-1 |
|
2.618 |
1032-4 |
|
1.618 |
1018-0 |
|
1.000 |
1009-0 |
|
0.618 |
1003-4 |
|
HIGH |
994-4 |
|
0.618 |
989-0 |
|
0.500 |
987-2 |
|
0.382 |
985-4 |
|
LOW |
980-0 |
|
0.618 |
971-0 |
|
1.000 |
965-4 |
|
1.618 |
956-4 |
|
2.618 |
942-0 |
|
4.250 |
918-3 |
|
|
| Fisher Pivots for day following 20-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
987-2 |
986-4 |
| PP |
985-5 |
985-1 |
| S1 |
984-1 |
983-7 |
|