CME Pit-Traded Soybean Future March 2010
Trading Metrics calculated at close of trading on 28-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2009 |
28-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
986-0 |
966-0 |
-20-0 |
-2.0% |
994-0 |
High |
990-4 |
977-4 |
-13-0 |
-1.3% |
1025-0 |
Low |
978-0 |
966-0 |
-12-0 |
-1.2% |
986-0 |
Close |
978-4 |
971-2 |
-7-2 |
-0.7% |
1006-6 |
Range |
12-4 |
11-4 |
-1-0 |
-8.0% |
39-0 |
ATR |
18-0 |
17-4 |
-0-3 |
-2.2% |
0-0 |
Volume |
8,325 |
15,880 |
7,555 |
90.8% |
56,747 |
|
Daily Pivots for day following 28-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1006-1 |
1000-1 |
977-5 |
|
R3 |
994-5 |
988-5 |
974-3 |
|
R2 |
983-1 |
983-1 |
973-3 |
|
R1 |
977-1 |
977-1 |
972-2 |
980-1 |
PP |
971-5 |
971-5 |
971-5 |
973-0 |
S1 |
965-5 |
965-5 |
970-2 |
968-5 |
S2 |
960-1 |
960-1 |
969-1 |
|
S3 |
948-5 |
954-1 |
968-1 |
|
S4 |
937-1 |
942-5 |
964-7 |
|
|
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 |
966-0 |
59-0 |
6.1% |
17-1 |
1.8% |
9% |
False |
True |
14,024 |
10 |
1025-0 |
966-0 |
59-0 |
6.1% |
15-0 |
1.5% |
9% |
False |
True |
11,821 |
20 |
1025-0 |
890-0 |
135-0 |
13.9% |
14-7 |
1.5% |
60% |
False |
False |
11,318 |
40 |
1025-0 |
890-0 |
135-0 |
13.9% |
12-2 |
1.3% |
60% |
False |
False |
8,658 |
60 |
1058-0 |
890-0 |
168-0 |
17.3% |
12-5 |
1.3% |
48% |
False |
False |
7,042 |
80 |
1058-0 |
890-0 |
168-0 |
17.3% |
12-1 |
1.2% |
48% |
False |
False |
6,043 |
100 |
1098-0 |
890-0 |
208-0 |
21.4% |
11-6 |
1.2% |
39% |
False |
False |
5,193 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1026-3 |
2.618 |
1007-5 |
1.618 |
996-1 |
1.000 |
989-0 |
0.618 |
984-5 |
HIGH |
977-4 |
0.618 |
973-1 |
0.500 |
971-6 |
0.382 |
970-3 |
LOW |
966-0 |
0.618 |
958-7 |
1.000 |
954-4 |
1.618 |
947-3 |
2.618 |
935-7 |
4.250 |
917-1 |
|
|
Fisher Pivots for day following 28-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
971-6 |
990-4 |
PP |
971-5 |
984-1 |
S1 |
971-3 |
977-5 |
|