CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 01-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2009 |
01-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
910-0 |
925-0 |
15-0 |
1.6% |
927-0 |
| High |
931-0 |
931-4 |
0-4 |
0.1% |
931-0 |
| Low |
907-0 |
915-0 |
8-0 |
0.9% |
902-4 |
| Close |
927-0 |
918-0 |
-9-0 |
-1.0% |
926-0 |
| Range |
24-0 |
16-4 |
-7-4 |
-31.3% |
28-4 |
| ATR |
23-1 |
22-5 |
-0-4 |
-2.0% |
0-0 |
| Volume |
64,290 |
81,552 |
17,262 |
26.9% |
337,104 |
|
| Daily Pivots for day following 01-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
971-0 |
961-0 |
927-1 |
|
| R3 |
954-4 |
944-4 |
922-4 |
|
| R2 |
938-0 |
938-0 |
921-0 |
|
| R1 |
928-0 |
928-0 |
919-4 |
924-6 |
| PP |
921-4 |
921-4 |
921-4 |
919-7 |
| S1 |
911-4 |
911-4 |
916-4 |
908-2 |
| S2 |
905-0 |
905-0 |
915-0 |
|
| S3 |
888-4 |
895-0 |
913-4 |
|
| S4 |
872-0 |
878-4 |
908-7 |
|
|
| 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 |
931-4 |
907-0 |
24-4 |
2.7% |
16-5 |
1.8% |
45% |
True |
False |
62,953 |
| 10 |
958-0 |
902-4 |
55-4 |
6.0% |
18-6 |
2.0% |
28% |
False |
False |
66,190 |
| 20 |
975-0 |
894-4 |
80-4 |
8.8% |
20-6 |
2.3% |
29% |
False |
False |
75,765 |
| 40 |
1063-0 |
894-4 |
168-4 |
18.4% |
21-0 |
2.3% |
14% |
False |
False |
78,169 |
| 60 |
1063-0 |
885-0 |
178-0 |
19.4% |
21-2 |
2.3% |
19% |
False |
False |
77,927 |
| 80 |
1099-0 |
882-0 |
217-0 |
23.6% |
22-2 |
2.4% |
17% |
False |
False |
74,245 |
| 100 |
1099-0 |
882-0 |
217-0 |
23.6% |
20-7 |
2.3% |
17% |
False |
False |
65,929 |
| 120 |
1099-0 |
882-0 |
217-0 |
23.6% |
20-3 |
2.2% |
17% |
False |
False |
59,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1001-5 |
|
2.618 |
974-6 |
|
1.618 |
958-2 |
|
1.000 |
948-0 |
|
0.618 |
941-6 |
|
HIGH |
931-4 |
|
0.618 |
925-2 |
|
0.500 |
923-2 |
|
0.382 |
921-2 |
|
LOW |
915-0 |
|
0.618 |
904-6 |
|
1.000 |
898-4 |
|
1.618 |
888-2 |
|
2.618 |
871-6 |
|
4.250 |
844-7 |
|
|
| Fisher Pivots for day following 01-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
923-2 |
919-2 |
| PP |
921-4 |
918-7 |
| S1 |
919-6 |
918-3 |
|