CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 22-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2009 |
22-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
989-4 |
1005-0 |
15-4 |
1.6% |
986-0 |
| High |
1011-4 |
1007-4 |
-4-0 |
-0.4% |
1005-0 |
| Low |
989-4 |
1000-0 |
10-4 |
1.1% |
982-0 |
| Close |
1008-0 |
1006-6 |
-1-2 |
-0.1% |
985-2 |
| Range |
22-0 |
7-4 |
-14-4 |
-65.9% |
23-0 |
| ATR |
17-5 |
17-0 |
-0-6 |
-3.9% |
0-0 |
| Volume |
9,755 |
12,268 |
2,513 |
25.8% |
62,053 |
|
| Daily Pivots for day following 22-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1027-2 |
1024-4 |
1010-7 |
|
| R3 |
1019-6 |
1017-0 |
1008-6 |
|
| R2 |
1012-2 |
1012-2 |
1008-1 |
|
| R1 |
1009-4 |
1009-4 |
1007-4 |
1010-7 |
| PP |
1004-6 |
1004-6 |
1004-6 |
1005-4 |
| S1 |
1002-0 |
1002-0 |
1006-0 |
1003-3 |
| S2 |
997-2 |
997-2 |
1005-3 |
|
| S3 |
989-6 |
994-4 |
1004-6 |
|
| S4 |
982-2 |
987-0 |
1002-5 |
|
|
| 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 |
984-0 |
27-4 |
2.7% |
12-2 |
1.2% |
83% |
False |
False |
9,618 |
| 10 |
1011-4 |
942-0 |
69-4 |
6.9% |
13-5 |
1.4% |
93% |
False |
False |
10,853 |
| 20 |
1011-4 |
890-0 |
121-4 |
12.1% |
12-2 |
1.2% |
96% |
False |
False |
9,171 |
| 40 |
1011-4 |
890-0 |
121-4 |
12.1% |
11-5 |
1.2% |
96% |
False |
False |
7,522 |
| 60 |
1058-0 |
890-0 |
168-0 |
16.7% |
12-2 |
1.2% |
69% |
False |
False |
6,383 |
| 80 |
1058-0 |
890-0 |
168-0 |
16.7% |
12-0 |
1.2% |
69% |
False |
False |
5,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1039-3 |
|
2.618 |
1027-1 |
|
1.618 |
1019-5 |
|
1.000 |
1015-0 |
|
0.618 |
1012-1 |
|
HIGH |
1007-4 |
|
0.618 |
1004-5 |
|
0.500 |
1003-6 |
|
0.382 |
1002-7 |
|
LOW |
1000-0 |
|
0.618 |
995-3 |
|
1.000 |
992-4 |
|
1.618 |
987-7 |
|
2.618 |
980-3 |
|
4.250 |
968-1 |
|
|
| Fisher Pivots for day following 22-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1005-6 |
1004-1 |
| PP |
1004-6 |
1001-3 |
| S1 |
1003-6 |
998-6 |
|