CME Pit-Traded Soybean Future March 2010
| Trading Metrics calculated at close of trading on 09-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2009 |
09-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
974-0 |
971-0 |
-3-0 |
-0.3% |
983-0 |
| High |
975-0 |
981-0 |
6-0 |
0.6% |
1024-0 |
| Low |
960-0 |
970-0 |
10-0 |
1.0% |
960-0 |
| Close |
960-2 |
978-0 |
17-6 |
1.8% |
960-2 |
| Range |
15-0 |
11-0 |
-4-0 |
-26.7% |
64-0 |
| ATR |
20-2 |
20-2 |
0-0 |
0.2% |
0-0 |
| Volume |
23,120 |
18,211 |
-4,909 |
-21.2% |
111,597 |
|
| Daily Pivots for day following 09-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1009-3 |
1004-5 |
984-0 |
|
| R3 |
998-3 |
993-5 |
981-0 |
|
| R2 |
987-3 |
987-3 |
980-0 |
|
| R1 |
982-5 |
982-5 |
979-0 |
985-0 |
| PP |
976-3 |
976-3 |
976-3 |
977-4 |
| S1 |
971-5 |
971-5 |
977-0 |
974-0 |
| S2 |
965-3 |
965-3 |
976-0 |
|
| S3 |
954-3 |
960-5 |
975-0 |
|
| S4 |
943-3 |
949-5 |
972-0 |
|
|
| 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 |
6.5% |
20-2 |
2.1% |
28% |
False |
False |
22,915 |
| 10 |
1024-0 |
960-0 |
64-0 |
6.5% |
17-6 |
1.8% |
28% |
False |
False |
18,268 |
| 20 |
1025-0 |
960-0 |
65-0 |
6.6% |
16-2 |
1.7% |
28% |
False |
False |
15,154 |
| 40 |
1025-0 |
890-0 |
135-0 |
13.8% |
14-2 |
1.5% |
65% |
False |
False |
11,322 |
| 60 |
1025-0 |
890-0 |
135-0 |
13.8% |
13-0 |
1.3% |
65% |
False |
False |
9,136 |
| 80 |
1058-0 |
890-0 |
168-0 |
17.2% |
12-6 |
1.3% |
52% |
False |
False |
7,715 |
| 100 |
1058-0 |
890-0 |
168-0 |
17.2% |
12-5 |
1.3% |
52% |
False |
False |
6,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1027-6 |
|
2.618 |
1009-6 |
|
1.618 |
998-6 |
|
1.000 |
992-0 |
|
0.618 |
987-6 |
|
HIGH |
981-0 |
|
0.618 |
976-6 |
|
0.500 |
975-4 |
|
0.382 |
974-2 |
|
LOW |
970-0 |
|
0.618 |
963-2 |
|
1.000 |
959-0 |
|
1.618 |
952-2 |
|
2.618 |
941-2 |
|
4.250 |
923-2 |
|
|
| Fisher Pivots for day following 09-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
977-1 |
978-4 |
| PP |
976-3 |
978-3 |
| S1 |
975-4 |
978-1 |
|