CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 02-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2009 |
02-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
971-0 |
986-0 |
15-0 |
1.5% |
1011-0 |
| High |
985-0 |
997-4 |
12-4 |
1.3% |
1013-0 |
| Low |
965-0 |
974-0 |
9-0 |
0.9% |
960-0 |
| Close |
978-0 |
997-4 |
19-4 |
2.0% |
978-0 |
| Range |
20-0 |
23-4 |
3-4 |
17.5% |
53-0 |
| ATR |
21-7 |
21-7 |
0-1 |
0.6% |
0-0 |
| Volume |
83,811 |
47,836 |
-35,975 |
-42.9% |
488,884 |
|
| Daily Pivots for day following 02-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1060-1 |
1052-3 |
1010-3 |
|
| R3 |
1036-5 |
1028-7 |
1004-0 |
|
| R2 |
1013-1 |
1013-1 |
1001-6 |
|
| R1 |
1005-3 |
1005-3 |
999-5 |
1009-2 |
| PP |
989-5 |
989-5 |
989-5 |
991-5 |
| S1 |
981-7 |
981-7 |
995-3 |
985-6 |
| S2 |
966-1 |
966-1 |
993-2 |
|
| S3 |
942-5 |
958-3 |
991-0 |
|
| S4 |
919-1 |
934-7 |
984-5 |
|
|
| 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 |
997-4 |
960-0 |
37-4 |
3.8% |
18-2 |
1.8% |
100% |
True |
False |
85,729 |
| 10 |
1025-4 |
960-0 |
65-4 |
6.6% |
20-0 |
2.0% |
57% |
False |
False |
94,487 |
| 20 |
1025-4 |
900-4 |
125-0 |
12.5% |
19-3 |
1.9% |
78% |
False |
False |
100,820 |
| 40 |
1025-4 |
879-0 |
146-4 |
14.7% |
20-1 |
2.0% |
81% |
False |
False |
88,679 |
| 60 |
1063-0 |
879-0 |
184-0 |
18.4% |
20-5 |
2.1% |
64% |
False |
False |
86,105 |
| 80 |
1063-0 |
879-0 |
184-0 |
18.4% |
20-6 |
2.1% |
64% |
False |
False |
83,574 |
| 100 |
1091-4 |
879-0 |
212-4 |
21.3% |
21-7 |
2.2% |
56% |
False |
False |
80,207 |
| 120 |
1099-0 |
879-0 |
220-0 |
22.1% |
20-6 |
2.1% |
54% |
False |
False |
72,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1097-3 |
|
2.618 |
1059-0 |
|
1.618 |
1035-4 |
|
1.000 |
1021-0 |
|
0.618 |
1012-0 |
|
HIGH |
997-4 |
|
0.618 |
988-4 |
|
0.500 |
985-6 |
|
0.382 |
983-0 |
|
LOW |
974-0 |
|
0.618 |
959-4 |
|
1.000 |
950-4 |
|
1.618 |
936-0 |
|
2.618 |
912-4 |
|
4.250 |
874-1 |
|
|
| Fisher Pivots for day following 02-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
993-5 |
992-1 |
| PP |
989-5 |
986-5 |
| S1 |
985-6 |
981-2 |
|