CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 03-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2009 |
03-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
986-0 |
986-0 |
0-0 |
0.0% |
1011-0 |
| High |
997-4 |
1018-0 |
20-4 |
2.1% |
1013-0 |
| Low |
974-0 |
986-0 |
12-0 |
1.2% |
960-0 |
| Close |
997-4 |
1006-6 |
9-2 |
0.9% |
978-0 |
| Range |
23-4 |
32-0 |
8-4 |
36.2% |
53-0 |
| ATR |
21-7 |
22-5 |
0-6 |
3.3% |
0-0 |
| Volume |
47,836 |
24,869 |
-22,967 |
-48.0% |
488,884 |
|
| Daily Pivots for day following 03-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1099-5 |
1085-1 |
1024-3 |
|
| R3 |
1067-5 |
1053-1 |
1015-4 |
|
| R2 |
1035-5 |
1035-5 |
1012-5 |
|
| R1 |
1021-1 |
1021-1 |
1009-5 |
1028-3 |
| PP |
1003-5 |
1003-5 |
1003-5 |
1007-2 |
| S1 |
989-1 |
989-1 |
1003-7 |
996-3 |
| S2 |
971-5 |
971-5 |
1000-7 |
|
| S3 |
939-5 |
957-1 |
998-0 |
|
| S4 |
907-5 |
925-1 |
989-1 |
|
|
| 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 |
1018-0 |
960-0 |
58-0 |
5.8% |
20-5 |
2.0% |
81% |
True |
False |
69,411 |
| 10 |
1025-4 |
960-0 |
65-4 |
6.5% |
21-6 |
2.2% |
71% |
False |
False |
89,076 |
| 20 |
1025-4 |
905-0 |
120-4 |
12.0% |
20-0 |
2.0% |
84% |
False |
False |
97,620 |
| 40 |
1025-4 |
879-0 |
146-4 |
14.6% |
20-5 |
2.0% |
87% |
False |
False |
87,541 |
| 60 |
1063-0 |
879-0 |
184-0 |
18.3% |
20-5 |
2.0% |
69% |
False |
False |
85,392 |
| 80 |
1063-0 |
879-0 |
184-0 |
18.3% |
21-0 |
2.1% |
69% |
False |
False |
82,867 |
| 100 |
1063-0 |
879-0 |
184-0 |
18.3% |
22-0 |
2.2% |
69% |
False |
False |
79,794 |
| 120 |
1099-0 |
879-0 |
220-0 |
21.9% |
20-7 |
2.1% |
58% |
False |
False |
72,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1154-0 |
|
2.618 |
1101-6 |
|
1.618 |
1069-6 |
|
1.000 |
1050-0 |
|
0.618 |
1037-6 |
|
HIGH |
1018-0 |
|
0.618 |
1005-6 |
|
0.500 |
1002-0 |
|
0.382 |
998-2 |
|
LOW |
986-0 |
|
0.618 |
966-2 |
|
1.000 |
954-0 |
|
1.618 |
934-2 |
|
2.618 |
902-2 |
|
4.250 |
850-0 |
|
|
| Fisher Pivots for day following 03-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1005-1 |
1001-5 |
| PP |
1003-5 |
996-5 |
| S1 |
1002-0 |
991-4 |
|