CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 30-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2009 |
30-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
922-0 |
910-0 |
-12-0 |
-1.3% |
927-0 |
| High |
928-4 |
931-0 |
2-4 |
0.3% |
931-0 |
| Low |
911-4 |
907-0 |
-4-4 |
-0.5% |
902-4 |
| Close |
917-0 |
927-0 |
10-0 |
1.1% |
926-0 |
| Range |
17-0 |
24-0 |
7-0 |
41.2% |
28-4 |
| ATR |
23-0 |
23-1 |
0-1 |
0.3% |
0-0 |
| Volume |
50,387 |
64,290 |
13,903 |
27.6% |
337,104 |
|
| Daily Pivots for day following 30-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
993-5 |
984-3 |
940-2 |
|
| R3 |
969-5 |
960-3 |
933-5 |
|
| R2 |
945-5 |
945-5 |
931-3 |
|
| R1 |
936-3 |
936-3 |
929-2 |
941-0 |
| PP |
921-5 |
921-5 |
921-5 |
924-0 |
| S1 |
912-3 |
912-3 |
924-6 |
917-0 |
| S2 |
897-5 |
897-5 |
922-5 |
|
| S3 |
873-5 |
888-3 |
920-3 |
|
| S4 |
849-5 |
864-3 |
913-6 |
|
|
| Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1005-3 |
994-1 |
941-5 |
|
| R3 |
976-7 |
965-5 |
933-7 |
|
| R2 |
948-3 |
948-3 |
931-2 |
|
| R1 |
937-1 |
937-1 |
928-5 |
928-4 |
| PP |
919-7 |
919-7 |
919-7 |
915-4 |
| S1 |
908-5 |
908-5 |
923-3 |
900-0 |
| S2 |
891-3 |
891-3 |
920-6 |
|
| S3 |
862-7 |
880-1 |
918-1 |
|
| S4 |
834-3 |
851-5 |
910-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
931-0 |
905-0 |
26-0 |
2.8% |
18-1 |
2.0% |
85% |
True |
False |
59,257 |
| 10 |
958-0 |
902-4 |
55-4 |
6.0% |
18-6 |
2.0% |
44% |
False |
False |
67,258 |
| 20 |
975-0 |
894-4 |
80-4 |
8.7% |
20-5 |
2.2% |
40% |
False |
False |
76,212 |
| 40 |
1063-0 |
894-4 |
168-4 |
18.2% |
21-1 |
2.3% |
19% |
False |
False |
78,083 |
| 60 |
1063-0 |
882-0 |
181-0 |
19.5% |
21-4 |
2.3% |
25% |
False |
False |
79,009 |
| 80 |
1099-0 |
882-0 |
217-0 |
23.4% |
22-3 |
2.4% |
21% |
False |
False |
73,788 |
| 100 |
1099-0 |
882-0 |
217-0 |
23.4% |
20-7 |
2.3% |
21% |
False |
False |
65,320 |
| 120 |
1099-0 |
882-0 |
217-0 |
23.4% |
20-3 |
2.2% |
21% |
False |
False |
58,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1033-0 |
|
2.618 |
993-7 |
|
1.618 |
969-7 |
|
1.000 |
955-0 |
|
0.618 |
945-7 |
|
HIGH |
931-0 |
|
0.618 |
921-7 |
|
0.500 |
919-0 |
|
0.382 |
916-1 |
|
LOW |
907-0 |
|
0.618 |
892-1 |
|
1.000 |
883-0 |
|
1.618 |
868-1 |
|
2.618 |
844-1 |
|
4.250 |
805-0 |
|
|
| Fisher Pivots for day following 30-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
924-3 |
924-3 |
| PP |
921-5 |
921-5 |
| S1 |
919-0 |
919-0 |
|