CME Pit-Traded Soybean Future March 2010
Trading Metrics calculated at close of trading on 26-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2009 |
26-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1018-0 |
1015-0 |
-3-0 |
-0.3% |
994-0 |
High |
1025-0 |
1015-0 |
-10-0 |
-1.0% |
1025-0 |
Low |
1002-0 |
984-0 |
-18-0 |
-1.8% |
986-0 |
Close |
1006-6 |
988-2 |
-18-4 |
-1.8% |
1006-6 |
Range |
23-0 |
31-0 |
8-0 |
34.8% |
39-0 |
ATR |
17-3 |
18-3 |
1-0 |
5.6% |
0-0 |
Volume |
19,215 |
14,434 |
-4,781 |
-24.9% |
56,747 |
|
Daily Pivots for day following 26-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1088-6 |
1069-4 |
1005-2 |
|
R3 |
1057-6 |
1038-4 |
996-6 |
|
R2 |
1026-6 |
1026-6 |
993-7 |
|
R1 |
1007-4 |
1007-4 |
991-1 |
1001-5 |
PP |
995-6 |
995-6 |
995-6 |
992-6 |
S1 |
976-4 |
976-4 |
985-3 |
970-5 |
S2 |
964-6 |
964-6 |
982-5 |
|
S3 |
933-6 |
945-4 |
979-6 |
|
S4 |
902-6 |
914-4 |
971-2 |
|
|
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 |
984-0 |
41-0 |
4.1% |
19-4 |
2.0% |
10% |
False |
True |
12,823 |
10 |
1025-0 |
982-0 |
43-0 |
4.4% |
14-6 |
1.5% |
15% |
False |
False |
12,040 |
20 |
1025-0 |
890-0 |
135-0 |
13.7% |
14-5 |
1.5% |
73% |
False |
False |
10,555 |
40 |
1025-0 |
890-0 |
135-0 |
13.7% |
12-3 |
1.3% |
73% |
False |
False |
8,241 |
60 |
1058-0 |
890-0 |
168-0 |
17.0% |
12-6 |
1.3% |
58% |
False |
False |
6,821 |
80 |
1058-0 |
890-0 |
168-0 |
17.0% |
12-5 |
1.3% |
58% |
False |
False |
5,781 |
100 |
1098-0 |
890-0 |
208-0 |
21.0% |
11-6 |
1.2% |
47% |
False |
False |
4,993 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1146-6 |
2.618 |
1096-1 |
1.618 |
1065-1 |
1.000 |
1046-0 |
0.618 |
1034-1 |
HIGH |
1015-0 |
0.618 |
1003-1 |
0.500 |
999-4 |
0.382 |
995-7 |
LOW |
984-0 |
0.618 |
964-7 |
1.000 |
953-0 |
1.618 |
933-7 |
2.618 |
902-7 |
4.250 |
852-2 |
|
|
Fisher Pivots for day following 26-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
999-4 |
1004-4 |
PP |
995-6 |
999-1 |
S1 |
992-0 |
993-5 |
|