CME Pit-Traded Soybean Future March 2010
Trading Metrics calculated at close of trading on 06-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2009 |
06-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
890-0 |
900-0 |
10-0 |
1.1% |
926-0 |
High |
905-0 |
917-0 |
12-0 |
1.3% |
936-4 |
Low |
890-0 |
900-0 |
10-0 |
1.1% |
900-0 |
Close |
890-6 |
914-2 |
23-4 |
2.6% |
895-2 |
Range |
15-0 |
17-0 |
2-0 |
13.3% |
36-4 |
ATR |
16-0 |
16-6 |
0-6 |
4.6% |
0-0 |
Volume |
9,458 |
15,257 |
5,799 |
61.3% |
24,039 |
|
Daily Pivots for day following 06-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
961-3 |
954-7 |
923-5 |
|
R3 |
944-3 |
937-7 |
918-7 |
|
R2 |
927-3 |
927-3 |
917-3 |
|
R1 |
920-7 |
920-7 |
915-6 |
924-1 |
PP |
910-3 |
910-3 |
910-3 |
912-0 |
S1 |
903-7 |
903-7 |
912-6 |
907-1 |
S2 |
893-3 |
893-3 |
911-1 |
|
S3 |
876-3 |
886-7 |
909-5 |
|
S4 |
859-3 |
869-7 |
904-7 |
|
|
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 |
5.1% |
14-4 |
1.6% |
52% |
False |
False |
8,322 |
10 |
936-4 |
890-0 |
46-4 |
5.1% |
9-1 |
1.0% |
52% |
False |
False |
6,301 |
20 |
980-0 |
890-0 |
90-0 |
9.8% |
10-1 |
1.1% |
27% |
False |
False |
6,828 |
40 |
1058-0 |
890-0 |
168-0 |
18.4% |
11-5 |
1.3% |
14% |
False |
False |
5,418 |
60 |
1058-0 |
890-0 |
168-0 |
18.4% |
11-1 |
1.2% |
14% |
False |
False |
4,683 |
80 |
1058-0 |
890-0 |
168-0 |
18.4% |
11-2 |
1.2% |
14% |
False |
False |
4,021 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
989-2 |
2.618 |
961-4 |
1.618 |
944-4 |
1.000 |
934-0 |
0.618 |
927-4 |
HIGH |
917-0 |
0.618 |
910-4 |
0.500 |
908-4 |
0.382 |
906-4 |
LOW |
900-0 |
0.618 |
889-4 |
1.000 |
883-0 |
1.618 |
872-4 |
2.618 |
855-4 |
4.250 |
827-6 |
|
|
Fisher Pivots for day following 06-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
912-3 |
910-5 |
PP |
910-3 |
907-1 |
S1 |
908-4 |
903-4 |
|