CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 26-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2009 |
26-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1018-0 |
1011-0 |
-7-0 |
-0.7% |
989-0 |
| High |
1025-4 |
1013-0 |
-12-4 |
-1.2% |
1025-4 |
| Low |
1002-0 |
982-0 |
-20-0 |
-2.0% |
980-0 |
| Close |
1006-0 |
986-4 |
-19-4 |
-1.9% |
1006-0 |
| Range |
23-4 |
31-0 |
7-4 |
31.9% |
45-4 |
| ATR |
22-2 |
22-7 |
0-5 |
2.8% |
0-0 |
| Volume |
100,527 |
108,072 |
7,545 |
7.5% |
480,784 |
|
| Daily Pivots for day following 26-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1086-7 |
1067-5 |
1003-4 |
|
| R3 |
1055-7 |
1036-5 |
995-0 |
|
| R2 |
1024-7 |
1024-7 |
992-1 |
|
| R1 |
1005-5 |
1005-5 |
989-3 |
999-6 |
| PP |
993-7 |
993-7 |
993-7 |
990-7 |
| S1 |
974-5 |
974-5 |
983-5 |
968-6 |
| S2 |
962-7 |
962-7 |
980-7 |
|
| S3 |
931-7 |
943-5 |
978-0 |
|
| S4 |
900-7 |
912-5 |
969-4 |
|
|
| 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 |
4.6% |
21-7 |
2.2% |
14% |
False |
False |
103,245 |
| 10 |
1025-4 |
972-4 |
53-0 |
5.4% |
19-0 |
1.9% |
26% |
False |
False |
104,803 |
| 20 |
1025-4 |
879-0 |
146-4 |
14.9% |
20-1 |
2.0% |
73% |
False |
False |
98,272 |
| 40 |
1025-4 |
879-0 |
146-4 |
14.9% |
20-4 |
2.1% |
73% |
False |
False |
88,681 |
| 60 |
1063-0 |
879-0 |
184-0 |
18.7% |
20-6 |
2.1% |
58% |
False |
False |
86,019 |
| 80 |
1063-0 |
879-0 |
184-0 |
18.7% |
21-6 |
2.2% |
58% |
False |
False |
83,966 |
| 100 |
1099-0 |
879-0 |
220-0 |
22.3% |
21-6 |
2.2% |
49% |
False |
False |
78,441 |
| 120 |
1099-0 |
879-0 |
220-0 |
22.3% |
20-5 |
2.1% |
49% |
False |
False |
70,305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1144-6 |
|
2.618 |
1094-1 |
|
1.618 |
1063-1 |
|
1.000 |
1044-0 |
|
0.618 |
1032-1 |
|
HIGH |
1013-0 |
|
0.618 |
1001-1 |
|
0.500 |
997-4 |
|
0.382 |
993-7 |
|
LOW |
982-0 |
|
0.618 |
962-7 |
|
1.000 |
951-0 |
|
1.618 |
931-7 |
|
2.618 |
900-7 |
|
4.250 |
850-2 |
|
|
| Fisher Pivots for day following 26-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
997-4 |
1003-6 |
| PP |
993-7 |
998-0 |
| S1 |
990-1 |
992-2 |
|