CME Pit-Traded Soybean Future March 2010
Trading Metrics calculated at close of trading on 06-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2009 |
06-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
994-4 |
974-0 |
-20-4 |
-2.1% |
983-0 |
High |
997-0 |
975-0 |
-22-0 |
-2.2% |
1024-0 |
Low |
977-0 |
960-0 |
-17-0 |
-1.7% |
960-0 |
Close |
976-6 |
960-2 |
-16-4 |
-1.7% |
960-2 |
Range |
20-0 |
15-0 |
-5-0 |
-25.0% |
64-0 |
ATR |
20-4 |
20-2 |
-0-2 |
-1.3% |
0-0 |
Volume |
24,362 |
23,120 |
-1,242 |
-5.1% |
111,597 |
|
Daily Pivots for day following 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1010-1 |
1000-1 |
968-4 |
|
R3 |
995-1 |
985-1 |
964-3 |
|
R2 |
980-1 |
980-1 |
963-0 |
|
R1 |
970-1 |
970-1 |
961-5 |
967-5 |
PP |
965-1 |
965-1 |
965-1 |
963-6 |
S1 |
955-1 |
955-1 |
958-7 |
952-5 |
S2 |
950-1 |
950-1 |
957-4 |
|
S3 |
935-1 |
940-1 |
956-1 |
|
S4 |
920-1 |
925-1 |
952-0 |
|
|
Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1173-3 |
1130-7 |
995-4 |
|
R3 |
1109-3 |
1066-7 |
977-7 |
|
R2 |
1045-3 |
1045-3 |
972-0 |
|
R1 |
1002-7 |
1002-7 |
966-1 |
992-1 |
PP |
981-3 |
981-3 |
981-3 |
976-0 |
S1 |
938-7 |
938-7 |
954-3 |
928-1 |
S2 |
917-3 |
917-3 |
948-4 |
|
S3 |
853-3 |
874-7 |
942-5 |
|
S4 |
789-3 |
810-7 |
925-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1024-0 |
960-0 |
64-0 |
6.7% |
25-6 |
2.7% |
0% |
False |
True |
22,319 |
10 |
1024-0 |
960-0 |
64-0 |
6.7% |
19-6 |
2.1% |
0% |
False |
True |
17,890 |
20 |
1025-0 |
960-0 |
65-0 |
6.8% |
16-4 |
1.7% |
0% |
False |
True |
14,885 |
40 |
1025-0 |
890-0 |
135-0 |
14.1% |
14-2 |
1.5% |
52% |
False |
False |
11,056 |
60 |
1025-0 |
890-0 |
135-0 |
14.1% |
13-1 |
1.4% |
52% |
False |
False |
8,914 |
80 |
1058-0 |
890-0 |
168-0 |
17.5% |
12-6 |
1.3% |
42% |
False |
False |
7,539 |
100 |
1058-0 |
890-0 |
168-0 |
17.5% |
12-4 |
1.3% |
42% |
False |
False |
6,482 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1038-6 |
2.618 |
1014-2 |
1.618 |
999-2 |
1.000 |
990-0 |
0.618 |
984-2 |
HIGH |
975-0 |
0.618 |
969-2 |
0.500 |
967-4 |
0.382 |
965-6 |
LOW |
960-0 |
0.618 |
950-6 |
1.000 |
945-0 |
1.618 |
935-6 |
2.618 |
920-6 |
4.250 |
896-2 |
|
|
Fisher Pivots for day following 06-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
967-4 |
992-0 |
PP |
965-1 |
981-3 |
S1 |
962-5 |
970-7 |
|