CME Pit-Traded Soybean Future March 2010
Trading Metrics calculated at close of trading on 29-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2009 |
29-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
966-0 |
981-0 |
15-0 |
1.6% |
994-0 |
High |
977-4 |
990-0 |
12-4 |
1.3% |
1025-0 |
Low |
966-0 |
981-0 |
15-0 |
1.6% |
986-0 |
Close |
971-2 |
987-4 |
16-2 |
1.7% |
1006-6 |
Range |
11-4 |
9-0 |
-2-4 |
-21.7% |
39-0 |
ATR |
17-4 |
17-5 |
0-1 |
0.5% |
0-0 |
Volume |
15,880 |
13,462 |
-2,418 |
-15.2% |
56,747 |
|
Daily Pivots for day following 29-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1013-1 |
1009-3 |
992-4 |
|
R3 |
1004-1 |
1000-3 |
990-0 |
|
R2 |
995-1 |
995-1 |
989-1 |
|
R1 |
991-3 |
991-3 |
988-3 |
993-2 |
PP |
986-1 |
986-1 |
986-1 |
987-1 |
S1 |
982-3 |
982-3 |
986-5 |
984-2 |
S2 |
977-1 |
977-1 |
985-7 |
|
S3 |
968-1 |
973-3 |
985-0 |
|
S4 |
959-1 |
964-3 |
982-4 |
|
|
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 |
6.0% |
17-3 |
1.8% |
36% |
False |
False |
14,263 |
10 |
1025-0 |
966-0 |
59-0 |
6.0% |
14-7 |
1.5% |
36% |
False |
False |
11,940 |
20 |
1025-0 |
890-0 |
135-0 |
13.7% |
14-6 |
1.5% |
72% |
False |
False |
11,719 |
40 |
1025-0 |
890-0 |
135-0 |
13.7% |
12-2 |
1.2% |
72% |
False |
False |
8,886 |
60 |
1058-0 |
890-0 |
168-0 |
17.0% |
12-4 |
1.3% |
58% |
False |
False |
7,174 |
80 |
1058-0 |
890-0 |
168-0 |
17.0% |
11-7 |
1.2% |
58% |
False |
False |
6,172 |
100 |
1098-0 |
890-0 |
208-0 |
21.1% |
11-6 |
1.2% |
47% |
False |
False |
5,307 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1028-2 |
2.618 |
1013-4 |
1.618 |
1004-4 |
1.000 |
999-0 |
0.618 |
995-4 |
HIGH |
990-0 |
0.618 |
986-4 |
0.500 |
985-4 |
0.382 |
984-4 |
LOW |
981-0 |
0.618 |
975-4 |
1.000 |
972-0 |
1.618 |
966-4 |
2.618 |
957-4 |
4.250 |
942-6 |
|
|
Fisher Pivots for day following 29-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
986-7 |
984-3 |
PP |
986-1 |
981-3 |
S1 |
985-4 |
978-2 |
|