CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 22-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2009 |
22-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
985-0 |
998-0 |
13-0 |
1.3% |
985-4 |
| High |
1014-0 |
1008-4 |
-5-4 |
-0.5% |
1008-4 |
| Low |
985-0 |
997-0 |
12-0 |
1.2% |
972-4 |
| Close |
1008-4 |
1005-4 |
-3-0 |
-0.3% |
977-4 |
| Range |
29-0 |
11-4 |
-17-4 |
-60.3% |
36-0 |
| ATR |
22-7 |
22-1 |
-0-7 |
-3.6% |
0-0 |
| Volume |
97,505 |
131,148 |
33,643 |
34.5% |
591,411 |
|
| Daily Pivots for day following 22-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1038-1 |
1033-3 |
1011-7 |
|
| R3 |
1026-5 |
1021-7 |
1008-5 |
|
| R2 |
1015-1 |
1015-1 |
1007-5 |
|
| R1 |
1010-3 |
1010-3 |
1006-4 |
1012-6 |
| PP |
1003-5 |
1003-5 |
1003-5 |
1004-7 |
| S1 |
998-7 |
998-7 |
1004-4 |
1001-2 |
| S2 |
992-1 |
992-1 |
1003-3 |
|
| S3 |
980-5 |
987-3 |
1002-3 |
|
| S4 |
969-1 |
975-7 |
999-1 |
|
|
| 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 |
1014-0 |
975-4 |
38-4 |
3.8% |
16-6 |
1.7% |
78% |
False |
False |
98,402 |
| 10 |
1014-0 |
935-4 |
78-4 |
7.8% |
18-6 |
1.9% |
89% |
False |
False |
109,725 |
| 20 |
1014-0 |
879-0 |
135-0 |
13.4% |
18-5 |
1.9% |
94% |
False |
False |
93,769 |
| 40 |
1017-0 |
879-0 |
138-0 |
13.7% |
20-0 |
2.0% |
92% |
False |
False |
86,640 |
| 60 |
1063-0 |
879-0 |
184-0 |
18.3% |
20-7 |
2.1% |
69% |
False |
False |
85,538 |
| 80 |
1063-0 |
879-0 |
184-0 |
18.3% |
21-7 |
2.2% |
69% |
False |
False |
83,722 |
| 100 |
1099-0 |
879-0 |
220-0 |
21.9% |
21-6 |
2.2% |
58% |
False |
False |
77,048 |
| 120 |
1099-0 |
879-0 |
220-0 |
21.9% |
20-4 |
2.0% |
58% |
False |
False |
69,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1057-3 |
|
2.618 |
1038-5 |
|
1.618 |
1027-1 |
|
1.000 |
1020-0 |
|
0.618 |
1015-5 |
|
HIGH |
1008-4 |
|
0.618 |
1004-1 |
|
0.500 |
1002-6 |
|
0.382 |
1001-3 |
|
LOW |
997-0 |
|
0.618 |
989-7 |
|
1.000 |
985-4 |
|
1.618 |
978-3 |
|
2.618 |
966-7 |
|
4.250 |
948-1 |
|
|
| Fisher Pivots for day following 22-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1004-5 |
1002-5 |
| PP |
1003-5 |
999-7 |
| S1 |
1002-6 |
997-0 |
|