CME Pit-Traded Soybean Future March 2010
Trading Metrics calculated at close of trading on 12-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2009 |
12-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
942-0 |
986-0 |
44-0 |
4.7% |
890-0 |
High |
970-0 |
1001-0 |
31-0 |
3.2% |
970-0 |
Low |
942-0 |
986-0 |
44-0 |
4.7% |
890-0 |
Close |
968-0 |
1000-4 |
32-4 |
3.4% |
968-0 |
Range |
28-0 |
15-0 |
-13-0 |
-46.4% |
80-0 |
ATR |
17-6 |
18-6 |
1-1 |
6.2% |
0-0 |
Volume |
8,953 |
12,827 |
3,874 |
43.3% |
56,504 |
|
Daily Pivots for day following 12-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1040-7 |
1035-5 |
1008-6 |
|
R3 |
1025-7 |
1020-5 |
1004-5 |
|
R2 |
1010-7 |
1010-7 |
1003-2 |
|
R1 |
1005-5 |
1005-5 |
1001-7 |
1008-2 |
PP |
995-7 |
995-7 |
995-7 |
997-1 |
S1 |
990-5 |
990-5 |
999-1 |
993-2 |
S2 |
980-7 |
980-7 |
997-6 |
|
S3 |
965-7 |
975-5 |
996-3 |
|
S4 |
950-7 |
960-5 |
992-2 |
|
|
Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1182-5 |
1155-3 |
1012-0 |
|
R3 |
1102-5 |
1075-3 |
990-0 |
|
R2 |
1022-5 |
1022-5 |
982-5 |
|
R1 |
995-3 |
995-3 |
975-3 |
1009-0 |
PP |
942-5 |
942-5 |
942-5 |
949-4 |
S1 |
915-3 |
915-3 |
960-5 |
929-0 |
S2 |
862-5 |
862-5 |
953-3 |
|
S3 |
782-5 |
835-3 |
946-0 |
|
S4 |
702-5 |
755-3 |
924-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1001-0 |
900-0 |
101-0 |
10.1% |
18-1 |
1.8% |
100% |
True |
False |
11,974 |
10 |
1001-0 |
890-0 |
111-0 |
11.1% |
14-5 |
1.5% |
100% |
True |
False |
9,069 |
20 |
1001-0 |
890-0 |
111-0 |
11.1% |
12-2 |
1.2% |
100% |
True |
False |
7,490 |
40 |
1012-0 |
890-0 |
122-0 |
12.2% |
11-3 |
1.1% |
91% |
False |
False |
6,128 |
60 |
1058-0 |
890-0 |
168-0 |
16.8% |
11-4 |
1.2% |
66% |
False |
False |
5,235 |
80 |
1058-0 |
890-0 |
168-0 |
16.8% |
11-5 |
1.2% |
66% |
False |
False |
4,496 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1064-6 |
2.618 |
1040-2 |
1.618 |
1025-2 |
1.000 |
1016-0 |
0.618 |
1010-2 |
HIGH |
1001-0 |
0.618 |
995-2 |
0.500 |
993-4 |
0.382 |
991-6 |
LOW |
986-0 |
0.618 |
976-6 |
1.000 |
971-0 |
1.618 |
961-6 |
2.618 |
946-6 |
4.250 |
922-2 |
|
|
Fisher Pivots for day following 12-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
998-1 |
987-4 |
PP |
995-7 |
974-4 |
S1 |
993-4 |
961-4 |
|