CME Pit-Traded Soybean Future March 2010
Trading Metrics calculated at close of trading on 30-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2009 |
30-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
981-0 |
972-0 |
-9-0 |
-0.9% |
1015-0 |
High |
990-0 |
977-4 |
-12-4 |
-1.3% |
1015-0 |
Low |
981-0 |
972-0 |
-9-0 |
-0.9% |
966-0 |
Close |
987-4 |
975-0 |
-12-4 |
-1.3% |
975-0 |
Range |
9-0 |
5-4 |
-3-4 |
-38.9% |
49-0 |
ATR |
17-5 |
17-4 |
-0-1 |
-0.9% |
0-0 |
Volume |
13,462 |
15,210 |
1,748 |
13.0% |
67,311 |
|
Daily Pivots for day following 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
991-3 |
988-5 |
978-0 |
|
R3 |
985-7 |
983-1 |
976-4 |
|
R2 |
980-3 |
980-3 |
976-0 |
|
R1 |
977-5 |
977-5 |
975-4 |
979-0 |
PP |
974-7 |
974-7 |
974-7 |
975-4 |
S1 |
972-1 |
972-1 |
974-4 |
973-4 |
S2 |
969-3 |
969-3 |
974-0 |
|
S3 |
963-7 |
966-5 |
973-4 |
|
S4 |
958-3 |
961-1 |
972-0 |
|
|
Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1132-3 |
1102-5 |
1002-0 |
|
R3 |
1083-3 |
1053-5 |
988-4 |
|
R2 |
1034-3 |
1034-3 |
984-0 |
|
R1 |
1004-5 |
1004-5 |
979-4 |
995-0 |
PP |
985-3 |
985-3 |
985-3 |
980-4 |
S1 |
955-5 |
955-5 |
970-4 |
946-0 |
S2 |
936-3 |
936-3 |
966-0 |
|
S3 |
887-3 |
906-5 |
961-4 |
|
S4 |
838-3 |
857-5 |
948-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1015-0 |
966-0 |
49-0 |
5.0% |
13-7 |
1.4% |
18% |
False |
False |
13,462 |
10 |
1025-0 |
966-0 |
59-0 |
6.1% |
14-4 |
1.5% |
15% |
False |
False |
12,405 |
20 |
1025-0 |
890-0 |
135-0 |
13.8% |
14-4 |
1.5% |
63% |
False |
False |
12,130 |
40 |
1025-0 |
890-0 |
135-0 |
13.8% |
12-0 |
1.2% |
63% |
False |
False |
9,162 |
60 |
1058-0 |
890-0 |
168-0 |
17.2% |
12-3 |
1.3% |
51% |
False |
False |
7,348 |
80 |
1058-0 |
890-0 |
168-0 |
17.2% |
12-0 |
1.2% |
51% |
False |
False |
6,328 |
100 |
1098-0 |
890-0 |
208-0 |
21.3% |
11-6 |
1.2% |
41% |
False |
False |
5,437 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1000-7 |
2.618 |
991-7 |
1.618 |
986-3 |
1.000 |
983-0 |
0.618 |
980-7 |
HIGH |
977-4 |
0.618 |
975-3 |
0.500 |
974-6 |
0.382 |
974-1 |
LOW |
972-0 |
0.618 |
968-5 |
1.000 |
966-4 |
1.618 |
963-1 |
2.618 |
957-5 |
4.250 |
948-5 |
|
|
Fisher Pivots for day following 30-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
974-7 |
978-0 |
PP |
974-7 |
977-0 |
S1 |
974-6 |
976-0 |
|