CME Pit-Traded Soybean Future March 2010
Trading Metrics calculated at close of trading on 14-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2009 |
14-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1000-0 |
1000-0 |
0-0 |
0.0% |
890-0 |
High |
1003-0 |
1005-0 |
2-0 |
0.2% |
970-0 |
Low |
991-4 |
995-0 |
3-4 |
0.4% |
890-0 |
Close |
995-2 |
999-0 |
3-6 |
0.4% |
968-0 |
Range |
11-4 |
10-0 |
-1-4 |
-13.0% |
80-0 |
ATR |
18-2 |
17-5 |
-0-5 |
-3.2% |
0-0 |
Volume |
11,804 |
14,589 |
2,785 |
23.6% |
56,504 |
|
Daily Pivots for day following 14-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1029-5 |
1024-3 |
1004-4 |
|
R3 |
1019-5 |
1014-3 |
1001-6 |
|
R2 |
1009-5 |
1009-5 |
1000-7 |
|
R1 |
1004-3 |
1004-3 |
999-7 |
1002-0 |
PP |
999-5 |
999-5 |
999-5 |
998-4 |
S1 |
994-3 |
994-3 |
998-1 |
992-0 |
S2 |
989-5 |
989-5 |
997-1 |
|
S3 |
979-5 |
984-3 |
996-2 |
|
S4 |
969-5 |
974-3 |
993-4 |
|
|
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 |
1005-0 |
922-0 |
83-0 |
8.3% |
17-2 |
1.7% |
93% |
True |
False |
11,616 |
10 |
1005-0 |
890-0 |
115-0 |
11.5% |
14-7 |
1.5% |
95% |
True |
False |
10,815 |
20 |
1005-0 |
890-0 |
115-0 |
11.5% |
10-4 |
1.1% |
95% |
True |
False |
8,035 |
40 |
1012-0 |
890-0 |
122-0 |
12.2% |
11-4 |
1.2% |
89% |
False |
False |
6,584 |
60 |
1058-0 |
890-0 |
168-0 |
16.8% |
11-3 |
1.1% |
65% |
False |
False |
5,571 |
80 |
1058-0 |
890-0 |
168-0 |
16.8% |
11-6 |
1.2% |
65% |
False |
False |
4,788 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1047-4 |
2.618 |
1031-1 |
1.618 |
1021-1 |
1.000 |
1015-0 |
0.618 |
1011-1 |
HIGH |
1005-0 |
0.618 |
1001-1 |
0.500 |
1000-0 |
0.382 |
998-7 |
LOW |
995-0 |
0.618 |
988-7 |
1.000 |
985-0 |
1.618 |
978-7 |
2.618 |
968-7 |
4.250 |
952-4 |
|
|
Fisher Pivots for day following 14-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1000-0 |
997-7 |
PP |
999-5 |
996-5 |
S1 |
999-3 |
995-4 |
|