CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 28-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2009 |
28-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
983-0 |
962-0 |
-21-0 |
-2.1% |
989-0 |
| High |
991-0 |
973-0 |
-18-0 |
-1.8% |
1025-4 |
| Low |
971-0 |
960-0 |
-11-0 |
-1.1% |
980-0 |
| Close |
973-4 |
968-4 |
-5-0 |
-0.5% |
1006-0 |
| Range |
20-0 |
13-0 |
-7-0 |
-35.0% |
45-4 |
| ATR |
22-5 |
22-0 |
-0-5 |
-2.9% |
0-0 |
| Volume |
106,461 |
108,434 |
1,973 |
1.9% |
480,784 |
|
| Daily Pivots for day following 28-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1006-1 |
1000-3 |
975-5 |
|
| R3 |
993-1 |
987-3 |
972-1 |
|
| R2 |
980-1 |
980-1 |
970-7 |
|
| R1 |
974-3 |
974-3 |
969-6 |
977-2 |
| PP |
967-1 |
967-1 |
967-1 |
968-5 |
| S1 |
961-3 |
961-3 |
967-2 |
964-2 |
| S2 |
954-1 |
954-1 |
966-1 |
|
| S3 |
941-1 |
948-3 |
964-7 |
|
| S4 |
928-1 |
935-3 |
961-3 |
|
|
| 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 |
960-0 |
65-4 |
6.8% |
19-6 |
2.0% |
13% |
False |
True |
110,928 |
| 10 |
1025-4 |
960-0 |
65-4 |
6.8% |
18-6 |
1.9% |
13% |
False |
True |
101,250 |
| 20 |
1025-4 |
879-0 |
146-4 |
15.1% |
19-5 |
2.0% |
61% |
False |
False |
103,283 |
| 40 |
1025-4 |
879-0 |
146-4 |
15.1% |
20-1 |
2.1% |
61% |
False |
False |
89,747 |
| 60 |
1063-0 |
879-0 |
184-0 |
19.0% |
20-5 |
2.1% |
49% |
False |
False |
86,483 |
| 80 |
1063-0 |
879-0 |
184-0 |
19.0% |
21-0 |
2.2% |
49% |
False |
False |
85,078 |
| 100 |
1099-0 |
879-0 |
220-0 |
22.7% |
21-6 |
2.3% |
41% |
False |
False |
79,687 |
| 120 |
1099-0 |
879-0 |
220-0 |
22.7% |
20-6 |
2.1% |
41% |
False |
False |
71,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1028-2 |
|
2.618 |
1007-0 |
|
1.618 |
994-0 |
|
1.000 |
986-0 |
|
0.618 |
981-0 |
|
HIGH |
973-0 |
|
0.618 |
968-0 |
|
0.500 |
966-4 |
|
0.382 |
965-0 |
|
LOW |
960-0 |
|
0.618 |
952-0 |
|
1.000 |
947-0 |
|
1.618 |
939-0 |
|
2.618 |
926-0 |
|
4.250 |
904-6 |
|
|
| Fisher Pivots for day following 28-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
967-7 |
986-4 |
| PP |
967-1 |
980-4 |
| S1 |
966-4 |
974-4 |
|