CME Pit-Traded Soybean Future March 2010
Trading Metrics calculated at close of trading on 05-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2009 |
05-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1020-0 |
994-4 |
-25-4 |
-2.5% |
1015-0 |
High |
1024-0 |
997-0 |
-27-0 |
-2.6% |
1015-0 |
Low |
1001-4 |
977-0 |
-24-4 |
-2.4% |
966-0 |
Close |
1002-4 |
976-6 |
-25-6 |
-2.6% |
975-0 |
Range |
22-4 |
20-0 |
-2-4 |
-11.1% |
49-0 |
ATR |
20-1 |
20-4 |
0-3 |
1.9% |
0-0 |
Volume |
20,924 |
24,362 |
3,438 |
16.4% |
67,311 |
|
Daily Pivots for day following 05-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1043-5 |
1030-1 |
987-6 |
|
R3 |
1023-5 |
1010-1 |
982-2 |
|
R2 |
1003-5 |
1003-5 |
980-3 |
|
R1 |
990-1 |
990-1 |
978-5 |
986-7 |
PP |
983-5 |
983-5 |
983-5 |
982-0 |
S1 |
970-1 |
970-1 |
974-7 |
966-7 |
S2 |
963-5 |
963-5 |
973-1 |
|
S3 |
943-5 |
950-1 |
971-2 |
|
S4 |
923-5 |
930-1 |
965-6 |
|
|
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 |
5.5% |
23-6 |
2.4% |
13% |
False |
False |
20,737 |
10 |
1025-0 |
966-0 |
59-0 |
6.0% |
20-5 |
2.1% |
18% |
False |
False |
17,500 |
20 |
1025-0 |
942-0 |
83-0 |
8.5% |
17-1 |
1.8% |
42% |
False |
False |
14,177 |
40 |
1025-0 |
890-0 |
135-0 |
13.8% |
14-0 |
1.4% |
64% |
False |
False |
10,669 |
60 |
1058-0 |
890-0 |
168-0 |
17.2% |
13-4 |
1.4% |
52% |
False |
False |
8,588 |
80 |
1058-0 |
890-0 |
168-0 |
17.2% |
12-5 |
1.3% |
52% |
False |
False |
7,271 |
100 |
1058-0 |
890-0 |
168-0 |
17.2% |
12-4 |
1.3% |
52% |
False |
False |
6,262 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1082-0 |
2.618 |
1049-3 |
1.618 |
1029-3 |
1.000 |
1017-0 |
0.618 |
1009-3 |
HIGH |
997-0 |
0.618 |
989-3 |
0.500 |
987-0 |
0.382 |
984-5 |
LOW |
977-0 |
0.618 |
964-5 |
1.000 |
957-0 |
1.618 |
944-5 |
2.618 |
924-5 |
4.250 |
892-0 |
|
|
Fisher Pivots for day following 05-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
987-0 |
1000-4 |
PP |
983-5 |
992-5 |
S1 |
980-1 |
984-5 |
|