CME Pit-Traded Soybean Future March 2010
Trading Metrics calculated at close of trading on 21-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2009 |
21-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
993-0 |
989-4 |
-3-4 |
-0.4% |
986-0 |
High |
1000-0 |
1011-4 |
11-4 |
1.2% |
1005-0 |
Low |
986-0 |
989-4 |
3-4 |
0.4% |
982-0 |
Close |
986-2 |
1008-0 |
21-6 |
2.2% |
985-2 |
Range |
14-0 |
22-0 |
8-0 |
57.1% |
23-0 |
ATR |
17-0 |
17-5 |
0-5 |
3.4% |
0-0 |
Volume |
8,445 |
9,755 |
1,310 |
15.5% |
62,053 |
|
Daily Pivots for day following 21-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1069-0 |
1060-4 |
1020-1 |
|
R3 |
1047-0 |
1038-4 |
1014-0 |
|
R2 |
1025-0 |
1025-0 |
1012-0 |
|
R1 |
1016-4 |
1016-4 |
1010-0 |
1020-6 |
PP |
1003-0 |
1003-0 |
1003-0 |
1005-1 |
S1 |
994-4 |
994-4 |
1006-0 |
998-6 |
S2 |
981-0 |
981-0 |
1004-0 |
|
S3 |
959-0 |
972-4 |
1002-0 |
|
S4 |
937-0 |
950-4 |
995-7 |
|
|
Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1059-6 |
1045-4 |
997-7 |
|
R3 |
1036-6 |
1022-4 |
991-5 |
|
R2 |
1013-6 |
1013-6 |
989-4 |
|
R1 |
999-4 |
999-4 |
987-3 |
995-1 |
PP |
990-6 |
990-6 |
990-6 |
988-4 |
S1 |
976-4 |
976-4 |
983-1 |
972-1 |
S2 |
967-6 |
967-6 |
981-0 |
|
S3 |
944-6 |
953-4 |
978-7 |
|
S4 |
921-6 |
930-4 |
972-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1011-4 |
982-0 |
29-4 |
2.9% |
12-6 |
1.3% |
88% |
True |
False |
9,619 |
10 |
1011-4 |
922-0 |
89-4 |
8.9% |
15-0 |
1.5% |
96% |
True |
False |
10,617 |
20 |
1011-4 |
890-0 |
121-4 |
12.1% |
11-7 |
1.2% |
97% |
True |
False |
8,768 |
40 |
1011-4 |
890-0 |
121-4 |
12.1% |
11-4 |
1.1% |
97% |
True |
False |
7,321 |
60 |
1058-0 |
890-0 |
168-0 |
16.7% |
12-2 |
1.2% |
70% |
False |
False |
6,239 |
80 |
1058-0 |
890-0 |
168-0 |
16.7% |
12-3 |
1.2% |
70% |
False |
False |
5,275 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1105-0 |
2.618 |
1069-1 |
1.618 |
1047-1 |
1.000 |
1033-4 |
0.618 |
1025-1 |
HIGH |
1011-4 |
0.618 |
1003-1 |
0.500 |
1000-4 |
0.382 |
997-7 |
LOW |
989-4 |
0.618 |
975-7 |
1.000 |
967-4 |
1.618 |
953-7 |
2.618 |
931-7 |
4.250 |
896-0 |
|
|
Fisher Pivots for day following 21-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1005-4 |
1004-7 |
PP |
1003-0 |
1001-7 |
S1 |
1000-4 |
998-6 |
|