CME Pit-Traded Soybean Future March 2010
Trading Metrics calculated at close of trading on 08-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2009 |
08-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
911-4 |
922-0 |
10-4 |
1.2% |
926-0 |
High |
920-0 |
944-0 |
24-0 |
2.6% |
936-4 |
Low |
911-4 |
922-0 |
10-4 |
1.2% |
900-0 |
Close |
918-6 |
940-6 |
22-0 |
2.4% |
895-2 |
Range |
8-4 |
22-0 |
13-4 |
158.8% |
36-4 |
ATR |
16-1 |
16-6 |
0-5 |
4.0% |
0-0 |
Volume |
12,927 |
9,909 |
-3,018 |
-23.3% |
24,039 |
|
Daily Pivots for day following 08-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1001-5 |
993-1 |
952-7 |
|
R3 |
979-5 |
971-1 |
946-6 |
|
R2 |
957-5 |
957-5 |
944-6 |
|
R1 |
949-1 |
949-1 |
942-6 |
953-3 |
PP |
935-5 |
935-5 |
935-5 |
937-6 |
S1 |
927-1 |
927-1 |
938-6 |
931-3 |
S2 |
913-5 |
913-5 |
936-6 |
|
S3 |
891-5 |
905-1 |
934-6 |
|
S4 |
869-5 |
883-1 |
928-5 |
|
|
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 |
944-0 |
890-0 |
54-0 |
5.7% |
14-4 |
1.5% |
94% |
True |
False |
10,908 |
10 |
944-0 |
890-0 |
54-0 |
5.7% |
10-6 |
1.1% |
94% |
True |
False |
7,488 |
20 |
980-0 |
890-0 |
90-0 |
9.6% |
10-7 |
1.2% |
56% |
False |
False |
7,161 |
40 |
1058-0 |
890-0 |
168-0 |
17.9% |
11-5 |
1.2% |
30% |
False |
False |
5,793 |
60 |
1058-0 |
890-0 |
168-0 |
17.9% |
11-0 |
1.2% |
30% |
False |
False |
4,969 |
80 |
1058-0 |
890-0 |
168-0 |
17.9% |
11-3 |
1.2% |
30% |
False |
False |
4,283 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1037-4 |
2.618 |
1001-5 |
1.618 |
979-5 |
1.000 |
966-0 |
0.618 |
957-5 |
HIGH |
944-0 |
0.618 |
935-5 |
0.500 |
933-0 |
0.382 |
930-3 |
LOW |
922-0 |
0.618 |
908-3 |
1.000 |
900-0 |
1.618 |
886-3 |
2.618 |
864-3 |
4.250 |
828-4 |
|
|
Fisher Pivots for day following 08-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
938-1 |
934-4 |
PP |
935-5 |
928-2 |
S1 |
933-0 |
922-0 |
|