CME Pit-Traded Soybean Future November 2009
| Trading Metrics calculated at close of trading on 05-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2009 |
05-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
911-0 |
879-0 |
-32-0 |
-3.5% |
920-0 |
| High |
914-0 |
897-0 |
-17-0 |
-1.9% |
931-4 |
| Low |
885-0 |
879-0 |
-6-0 |
-0.7% |
885-0 |
| Close |
885-0 |
885-0 |
0-0 |
0.0% |
885-0 |
| Range |
29-0 |
18-0 |
-11-0 |
-37.9% |
46-4 |
| ATR |
23-3 |
23-0 |
-0-3 |
-1.6% |
0-0 |
| Volume |
76,084 |
105,374 |
29,290 |
38.5% |
323,772 |
|
| Daily Pivots for day following 05-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
941-0 |
931-0 |
894-7 |
|
| R3 |
923-0 |
913-0 |
890-0 |
|
| R2 |
905-0 |
905-0 |
888-2 |
|
| R1 |
895-0 |
895-0 |
886-5 |
900-0 |
| PP |
887-0 |
887-0 |
887-0 |
889-4 |
| S1 |
877-0 |
877-0 |
883-3 |
882-0 |
| S2 |
869-0 |
869-0 |
881-6 |
|
| S3 |
851-0 |
859-0 |
880-0 |
|
| S4 |
833-0 |
841-0 |
875-1 |
|
|
| Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1040-0 |
1009-0 |
910-5 |
|
| R3 |
993-4 |
962-4 |
897-6 |
|
| R2 |
947-0 |
947-0 |
893-4 |
|
| R1 |
916-0 |
916-0 |
889-2 |
908-2 |
| PP |
900-4 |
900-4 |
900-4 |
896-5 |
| S1 |
869-4 |
869-4 |
880-6 |
861-6 |
| S2 |
854-0 |
854-0 |
876-4 |
|
| S3 |
807-4 |
823-0 |
872-2 |
|
| S4 |
761-0 |
776-4 |
859-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
931-4 |
879-0 |
52-4 |
5.9% |
20-7 |
2.4% |
11% |
False |
True |
75,537 |
| 10 |
931-4 |
879-0 |
52-4 |
5.9% |
19-4 |
2.2% |
11% |
False |
True |
70,791 |
| 20 |
975-0 |
879-0 |
96-0 |
10.8% |
20-7 |
2.4% |
6% |
False |
True |
76,538 |
| 40 |
1063-0 |
879-0 |
184-0 |
20.8% |
21-2 |
2.4% |
3% |
False |
True |
78,748 |
| 60 |
1063-0 |
879-0 |
184-0 |
20.8% |
21-2 |
2.4% |
3% |
False |
True |
77,826 |
| 80 |
1091-4 |
879-0 |
212-4 |
24.0% |
22-4 |
2.5% |
3% |
False |
True |
75,053 |
| 100 |
1099-0 |
879-0 |
220-0 |
24.9% |
21-0 |
2.4% |
3% |
False |
True |
67,268 |
| 120 |
1099-0 |
879-0 |
220-0 |
24.9% |
20-4 |
2.3% |
3% |
False |
True |
60,252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
973-4 |
|
2.618 |
944-1 |
|
1.618 |
926-1 |
|
1.000 |
915-0 |
|
0.618 |
908-1 |
|
HIGH |
897-0 |
|
0.618 |
890-1 |
|
0.500 |
888-0 |
|
0.382 |
885-7 |
|
LOW |
879-0 |
|
0.618 |
867-7 |
|
1.000 |
861-0 |
|
1.618 |
849-7 |
|
2.618 |
831-7 |
|
4.250 |
802-4 |
|
|
| Fisher Pivots for day following 05-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
888-0 |
905-2 |
| PP |
887-0 |
898-4 |
| S1 |
886-0 |
891-6 |
|