CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 23-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2009 |
23-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
998-0 |
1018-0 |
20-0 |
2.0% |
989-0 |
| High |
1008-4 |
1025-4 |
17-0 |
1.7% |
1025-4 |
| Low |
997-0 |
1002-0 |
5-0 |
0.5% |
980-0 |
| Close |
1005-4 |
1006-0 |
0-4 |
0.0% |
1006-0 |
| Range |
11-4 |
23-4 |
12-0 |
104.3% |
45-4 |
| ATR |
22-1 |
22-2 |
0-1 |
0.4% |
0-0 |
| Volume |
131,148 |
100,527 |
-30,621 |
-23.3% |
480,784 |
|
| Daily Pivots for day following 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1081-5 |
1067-3 |
1018-7 |
|
| R3 |
1058-1 |
1043-7 |
1012-4 |
|
| R2 |
1034-5 |
1034-5 |
1010-2 |
|
| R1 |
1020-3 |
1020-3 |
1008-1 |
1015-6 |
| PP |
1011-1 |
1011-1 |
1011-1 |
1008-7 |
| S1 |
996-7 |
996-7 |
1003-7 |
992-2 |
| S2 |
987-5 |
987-5 |
1001-6 |
|
| S3 |
964-1 |
973-3 |
999-4 |
|
| S4 |
940-5 |
949-7 |
993-1 |
|
|
| Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1140-3 |
1118-5 |
1031-0 |
|
| R3 |
1094-7 |
1073-1 |
1018-4 |
|
| R2 |
1049-3 |
1049-3 |
1014-3 |
|
| R1 |
1027-5 |
1027-5 |
1010-1 |
1038-4 |
| PP |
1003-7 |
1003-7 |
1003-7 |
1009-2 |
| S1 |
982-1 |
982-1 |
1001-7 |
993-0 |
| S2 |
958-3 |
958-3 |
997-5 |
|
| S3 |
912-7 |
936-5 |
993-4 |
|
| S4 |
867-3 |
891-1 |
981-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1025-4 |
980-0 |
45-4 |
4.5% |
19-0 |
1.9% |
57% |
True |
False |
96,156 |
| 10 |
1025-4 |
972-4 |
53-0 |
5.3% |
17-6 |
1.8% |
63% |
True |
False |
107,219 |
| 20 |
1025-4 |
879-0 |
146-4 |
14.6% |
19-1 |
1.9% |
87% |
True |
False |
95,441 |
| 40 |
1025-4 |
879-0 |
146-4 |
14.6% |
20-2 |
2.0% |
87% |
True |
False |
87,536 |
| 60 |
1063-0 |
879-0 |
184-0 |
18.3% |
20-4 |
2.0% |
69% |
False |
False |
86,205 |
| 80 |
1063-0 |
879-0 |
184-0 |
18.3% |
21-6 |
2.2% |
69% |
False |
False |
83,769 |
| 100 |
1099-0 |
879-0 |
220-0 |
21.9% |
21-6 |
2.2% |
58% |
False |
False |
77,753 |
| 120 |
1099-0 |
879-0 |
220-0 |
21.9% |
20-4 |
2.0% |
58% |
False |
False |
69,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1125-3 |
|
2.618 |
1087-0 |
|
1.618 |
1063-4 |
|
1.000 |
1049-0 |
|
0.618 |
1040-0 |
|
HIGH |
1025-4 |
|
0.618 |
1016-4 |
|
0.500 |
1013-6 |
|
0.382 |
1011-0 |
|
LOW |
1002-0 |
|
0.618 |
987-4 |
|
1.000 |
978-4 |
|
1.618 |
964-0 |
|
2.618 |
940-4 |
|
4.250 |
902-1 |
|
|
| Fisher Pivots for day following 23-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1013-6 |
1005-6 |
| PP |
1011-1 |
1005-4 |
| S1 |
1008-5 |
1005-2 |
|