CME Pit-Traded Soybean Future March 2010
Trading Metrics calculated at close of trading on 05-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2009 |
05-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
910-0 |
890-0 |
-20-0 |
-2.2% |
926-0 |
High |
910-0 |
905-0 |
-5-0 |
-0.5% |
936-4 |
Low |
900-0 |
890-0 |
-10-0 |
-1.1% |
900-0 |
Close |
895-2 |
890-6 |
-4-4 |
-0.5% |
895-2 |
Range |
10-0 |
15-0 |
5-0 |
50.0% |
36-4 |
ATR |
16-1 |
16-0 |
-0-1 |
-0.5% |
0-0 |
Volume |
6,990 |
9,458 |
2,468 |
35.3% |
24,039 |
|
Daily Pivots for day following 05-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
940-2 |
930-4 |
899-0 |
|
R3 |
925-2 |
915-4 |
894-7 |
|
R2 |
910-2 |
910-2 |
893-4 |
|
R1 |
900-4 |
900-4 |
892-1 |
905-3 |
PP |
895-2 |
895-2 |
895-2 |
897-6 |
S1 |
885-4 |
885-4 |
889-3 |
890-3 |
S2 |
880-2 |
880-2 |
888-0 |
|
S3 |
865-2 |
870-4 |
886-5 |
|
S4 |
850-2 |
855-4 |
882-4 |
|
|
Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1020-1 |
994-1 |
915-3 |
|
R3 |
983-5 |
957-5 |
905-2 |
|
R2 |
947-1 |
947-1 |
902-0 |
|
R1 |
921-1 |
921-1 |
898-5 |
915-7 |
PP |
910-5 |
910-5 |
910-5 |
908-0 |
S1 |
884-5 |
884-5 |
891-7 |
879-3 |
S2 |
874-1 |
874-1 |
888-4 |
|
S3 |
837-5 |
848-1 |
885-2 |
|
S4 |
801-1 |
811-5 |
875-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
936-4 |
890-0 |
46-4 |
5.2% |
11-1 |
1.2% |
2% |
False |
True |
6,164 |
10 |
936-4 |
890-0 |
46-4 |
5.2% |
8-2 |
0.9% |
2% |
False |
True |
5,354 |
20 |
980-0 |
890-0 |
90-0 |
10.1% |
9-6 |
1.1% |
1% |
False |
True |
6,378 |
40 |
1058-0 |
890-0 |
168-0 |
18.9% |
11-2 |
1.3% |
0% |
False |
True |
5,116 |
60 |
1058-0 |
890-0 |
168-0 |
18.9% |
11-1 |
1.2% |
0% |
False |
True |
4,488 |
80 |
1079-4 |
890-0 |
189-4 |
21.3% |
11-0 |
1.2% |
0% |
False |
True |
3,853 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
968-6 |
2.618 |
944-2 |
1.618 |
929-2 |
1.000 |
920-0 |
0.618 |
914-2 |
HIGH |
905-0 |
0.618 |
899-2 |
0.500 |
897-4 |
0.382 |
895-6 |
LOW |
890-0 |
0.618 |
880-6 |
1.000 |
875-0 |
1.618 |
865-6 |
2.618 |
850-6 |
4.250 |
826-2 |
|
|
Fisher Pivots for day following 05-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
897-4 |
913-2 |
PP |
895-2 |
905-6 |
S1 |
893-0 |
898-2 |
|