CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 30-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2009 |
30-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
979-0 |
971-0 |
-8-0 |
-0.8% |
1011-0 |
| High |
989-4 |
985-0 |
-4-4 |
-0.5% |
1013-0 |
| Low |
975-0 |
965-0 |
-10-0 |
-1.0% |
960-0 |
| Close |
985-4 |
978-0 |
-7-4 |
-0.8% |
978-0 |
| Range |
14-4 |
20-0 |
5-4 |
37.9% |
53-0 |
| ATR |
21-7 |
21-7 |
-0-1 |
-0.5% |
0-0 |
| Volume |
82,106 |
83,811 |
1,705 |
2.1% |
488,884 |
|
| Daily Pivots for day following 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1036-0 |
1027-0 |
989-0 |
|
| R3 |
1016-0 |
1007-0 |
983-4 |
|
| R2 |
996-0 |
996-0 |
981-5 |
|
| R1 |
987-0 |
987-0 |
979-7 |
991-4 |
| PP |
976-0 |
976-0 |
976-0 |
978-2 |
| S1 |
967-0 |
967-0 |
976-1 |
971-4 |
| S2 |
956-0 |
956-0 |
974-3 |
|
| S3 |
936-0 |
947-0 |
972-4 |
|
| S4 |
916-0 |
927-0 |
967-0 |
|
|
| Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1142-5 |
1113-3 |
1007-1 |
|
| R3 |
1089-5 |
1060-3 |
992-5 |
|
| R2 |
1036-5 |
1036-5 |
987-6 |
|
| R1 |
1007-3 |
1007-3 |
982-7 |
995-4 |
| PP |
983-5 |
983-5 |
983-5 |
977-6 |
| S1 |
954-3 |
954-3 |
973-1 |
942-4 |
| S2 |
930-5 |
930-5 |
968-2 |
|
| S3 |
877-5 |
901-3 |
963-3 |
|
| S4 |
824-5 |
848-3 |
948-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1013-0 |
960-0 |
53-0 |
5.4% |
19-6 |
2.0% |
34% |
False |
False |
97,776 |
| 10 |
1025-4 |
960-0 |
65-4 |
6.7% |
19-3 |
2.0% |
27% |
False |
False |
96,966 |
| 20 |
1025-4 |
879-0 |
146-4 |
15.0% |
19-1 |
2.0% |
68% |
False |
False |
103,697 |
| 40 |
1025-4 |
879-0 |
146-4 |
15.0% |
20-0 |
2.0% |
68% |
False |
False |
89,858 |
| 60 |
1063-0 |
879-0 |
184-0 |
18.8% |
20-4 |
2.1% |
54% |
False |
False |
86,445 |
| 80 |
1063-0 |
879-0 |
184-0 |
18.8% |
20-7 |
2.1% |
54% |
False |
False |
83,951 |
| 100 |
1099-0 |
879-0 |
220-0 |
22.5% |
21-6 |
2.2% |
45% |
False |
False |
80,354 |
| 120 |
1099-0 |
879-0 |
220-0 |
22.5% |
20-5 |
2.1% |
45% |
False |
False |
72,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1070-0 |
|
2.618 |
1037-3 |
|
1.618 |
1017-3 |
|
1.000 |
1005-0 |
|
0.618 |
997-3 |
|
HIGH |
985-0 |
|
0.618 |
977-3 |
|
0.500 |
975-0 |
|
0.382 |
972-5 |
|
LOW |
965-0 |
|
0.618 |
952-5 |
|
1.000 |
945-0 |
|
1.618 |
932-5 |
|
2.618 |
912-5 |
|
4.250 |
880-0 |
|
|
| Fisher Pivots for day following 30-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
977-0 |
976-7 |
| PP |
976-0 |
975-7 |
| S1 |
975-0 |
974-6 |
|