CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 04-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2009 |
04-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
989-0 |
1020-0 |
31-0 |
3.1% |
1015-0 |
| High |
1022-0 |
1024-0 |
2-0 |
0.2% |
1015-0 |
| Low |
989-0 |
1001-4 |
12-4 |
1.3% |
966-0 |
| Close |
1013-4 |
1002-4 |
-11-0 |
-1.1% |
975-0 |
| Range |
33-0 |
22-4 |
-10-4 |
-31.8% |
49-0 |
| ATR |
20-0 |
20-1 |
0-1 |
0.9% |
0-0 |
| Volume |
27,962 |
20,924 |
-7,038 |
-25.2% |
67,311 |
|
| Daily Pivots for day following 04-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1076-7 |
1062-1 |
1014-7 |
|
| R3 |
1054-3 |
1039-5 |
1008-6 |
|
| R2 |
1031-7 |
1031-7 |
1006-5 |
|
| R1 |
1017-1 |
1017-1 |
1004-4 |
1013-2 |
| PP |
1009-3 |
1009-3 |
1009-3 |
1007-3 |
| S1 |
994-5 |
994-5 |
1000-4 |
990-6 |
| S2 |
986-7 |
986-7 |
998-3 |
|
| S3 |
964-3 |
972-1 |
996-2 |
|
| S4 |
941-7 |
949-5 |
990-1 |
|
|
| 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 |
1024-0 |
970-0 |
54-0 |
5.4% |
21-5 |
2.2% |
60% |
True |
False |
18,557 |
| 10 |
1025-0 |
966-0 |
59-0 |
5.9% |
19-3 |
1.9% |
62% |
False |
False |
16,290 |
| 20 |
1025-0 |
922-0 |
103-0 |
10.3% |
17-2 |
1.7% |
78% |
False |
False |
13,454 |
| 40 |
1025-0 |
890-0 |
135-0 |
13.5% |
13-6 |
1.4% |
83% |
False |
False |
10,248 |
| 60 |
1058-0 |
890-0 |
168-0 |
16.8% |
13-4 |
1.3% |
67% |
False |
False |
8,247 |
| 80 |
1058-0 |
890-0 |
168-0 |
16.8% |
12-6 |
1.3% |
67% |
False |
False |
6,997 |
| 100 |
1058-0 |
890-0 |
168-0 |
16.8% |
12-4 |
1.2% |
67% |
False |
False |
6,026 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1119-5 |
|
2.618 |
1082-7 |
|
1.618 |
1060-3 |
|
1.000 |
1046-4 |
|
0.618 |
1037-7 |
|
HIGH |
1024-0 |
|
0.618 |
1015-3 |
|
0.500 |
1012-6 |
|
0.382 |
1010-1 |
|
LOW |
1001-4 |
|
0.618 |
987-5 |
|
1.000 |
979-0 |
|
1.618 |
965-1 |
|
2.618 |
942-5 |
|
4.250 |
905-7 |
|
|
| Fisher Pivots for day following 04-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1012-6 |
1000-5 |
| PP |
1009-3 |
998-7 |
| S1 |
1005-7 |
997-0 |
|