CME Pit-Traded Soybean Future March 2010
Trading Metrics calculated at close of trading on 23-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2009 |
23-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1005-0 |
1018-0 |
13-0 |
1.3% |
994-0 |
High |
1007-4 |
1025-0 |
17-4 |
1.7% |
1025-0 |
Low |
1000-0 |
1002-0 |
2-0 |
0.2% |
986-0 |
Close |
1006-6 |
1006-6 |
0-0 |
0.0% |
1006-6 |
Range |
7-4 |
23-0 |
15-4 |
206.7% |
39-0 |
ATR |
17-0 |
17-3 |
0-3 |
2.5% |
0-0 |
Volume |
12,268 |
19,215 |
6,947 |
56.6% |
56,747 |
|
Daily Pivots for day following 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1080-2 |
1066-4 |
1019-3 |
|
R3 |
1057-2 |
1043-4 |
1013-1 |
|
R2 |
1034-2 |
1034-2 |
1011-0 |
|
R1 |
1020-4 |
1020-4 |
1008-7 |
1015-7 |
PP |
1011-2 |
1011-2 |
1011-2 |
1009-0 |
S1 |
997-4 |
997-4 |
1004-5 |
992-7 |
S2 |
988-2 |
988-2 |
1002-4 |
|
S3 |
965-2 |
974-4 |
1000-3 |
|
S4 |
942-2 |
951-4 |
994-1 |
|
|
Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1122-7 |
1103-7 |
1028-2 |
|
R3 |
1083-7 |
1064-7 |
1017-4 |
|
R2 |
1044-7 |
1044-7 |
1013-7 |
|
R1 |
1025-7 |
1025-7 |
1010-3 |
1035-3 |
PP |
1005-7 |
1005-7 |
1005-7 |
1010-6 |
S1 |
986-7 |
986-7 |
1003-1 |
996-3 |
S2 |
966-7 |
966-7 |
999-5 |
|
S3 |
927-7 |
947-7 |
996-0 |
|
S4 |
888-7 |
908-7 |
985-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1025-0 |
986-0 |
39-0 |
3.9% |
15-1 |
1.5% |
53% |
True |
False |
11,349 |
10 |
1025-0 |
982-0 |
43-0 |
4.3% |
13-1 |
1.3% |
58% |
True |
False |
11,880 |
20 |
1025-0 |
890-0 |
135-0 |
13.4% |
13-3 |
1.3% |
86% |
True |
False |
9,967 |
40 |
1025-0 |
890-0 |
135-0 |
13.4% |
12-0 |
1.2% |
86% |
True |
False |
7,949 |
60 |
1058-0 |
890-0 |
168-0 |
16.7% |
12-3 |
1.2% |
69% |
False |
False |
6,672 |
80 |
1058-0 |
890-0 |
168-0 |
16.7% |
12-3 |
1.2% |
69% |
False |
False |
5,640 |
100 |
1098-0 |
890-0 |
208-0 |
20.7% |
11-5 |
1.2% |
56% |
False |
False |
4,863 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1122-6 |
2.618 |
1085-2 |
1.618 |
1062-2 |
1.000 |
1048-0 |
0.618 |
1039-2 |
HIGH |
1025-0 |
0.618 |
1016-2 |
0.500 |
1013-4 |
0.382 |
1010-6 |
LOW |
1002-0 |
0.618 |
987-6 |
1.000 |
979-0 |
1.618 |
964-6 |
2.618 |
941-6 |
4.250 |
904-2 |
|
|
Fisher Pivots for day following 23-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1013-4 |
1007-2 |
PP |
1011-2 |
1007-1 |
S1 |
1009-0 |
1006-7 |
|