CME Pit-Traded Soybean Future November 2009
Trading Metrics calculated at close of trading on 12-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2009 |
12-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
936-0 |
985-4 |
49-4 |
5.3% |
879-0 |
High |
968-0 |
1000-4 |
32-4 |
3.4% |
968-0 |
Low |
935-4 |
981-0 |
45-4 |
4.9% |
879-0 |
Close |
964-0 |
999-0 |
35-0 |
3.6% |
964-0 |
Range |
32-4 |
19-4 |
-13-0 |
-40.0% |
89-0 |
ATR |
24-0 |
24-7 |
0-7 |
3.7% |
0-0 |
Volume |
125,584 |
132,235 |
6,651 |
5.3% |
512,868 |
|
Daily Pivots for day following 12-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1052-0 |
1045-0 |
1009-6 |
|
R3 |
1032-4 |
1025-4 |
1004-3 |
|
R2 |
1013-0 |
1013-0 |
1002-5 |
|
R1 |
1006-0 |
1006-0 |
1000-6 |
1009-4 |
PP |
993-4 |
993-4 |
993-4 |
995-2 |
S1 |
986-4 |
986-4 |
997-2 |
990-0 |
S2 |
974-0 |
974-0 |
995-3 |
|
S3 |
954-4 |
967-0 |
993-5 |
|
S4 |
935-0 |
947-4 |
988-2 |
|
|
Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1204-0 |
1173-0 |
1013-0 |
|
R3 |
1115-0 |
1084-0 |
988-4 |
|
R2 |
1026-0 |
1026-0 |
980-3 |
|
R1 |
995-0 |
995-0 |
972-1 |
1010-4 |
PP |
937-0 |
937-0 |
937-0 |
944-6 |
S1 |
906-0 |
906-0 |
955-7 |
921-4 |
S2 |
848-0 |
848-0 |
947-5 |
|
S3 |
759-0 |
817-0 |
939-4 |
|
S4 |
670-0 |
728-0 |
915-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1000-4 |
900-4 |
100-0 |
10.0% |
21-4 |
2.2% |
99% |
True |
False |
107,945 |
10 |
1000-4 |
879-0 |
121-4 |
12.2% |
21-2 |
2.1% |
99% |
True |
False |
91,741 |
20 |
1000-4 |
879-0 |
121-4 |
12.2% |
22-1 |
2.2% |
99% |
True |
False |
84,288 |
40 |
1017-0 |
879-0 |
138-0 |
13.8% |
20-0 |
2.0% |
87% |
False |
False |
82,056 |
60 |
1063-0 |
879-0 |
184-0 |
18.4% |
21-0 |
2.1% |
65% |
False |
False |
80,338 |
80 |
1063-0 |
879-0 |
184-0 |
18.4% |
22-4 |
2.3% |
65% |
False |
False |
78,712 |
100 |
1099-0 |
879-0 |
220-0 |
22.0% |
21-3 |
2.1% |
55% |
False |
False |
71,311 |
120 |
1099-0 |
879-0 |
220-0 |
22.0% |
20-6 |
2.1% |
55% |
False |
False |
63,765 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1083-3 |
2.618 |
1051-4 |
1.618 |
1032-0 |
1.000 |
1020-0 |
0.618 |
1012-4 |
HIGH |
1000-4 |
0.618 |
993-0 |
0.500 |
990-6 |
0.382 |
988-4 |
LOW |
981-0 |
0.618 |
969-0 |
1.000 |
961-4 |
1.618 |
949-4 |
2.618 |
930-0 |
4.250 |
898-1 |
|
|
Fisher Pivots for day following 12-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
996-2 |
985-3 |
PP |
993-4 |
971-7 |
S1 |
990-6 |
958-2 |
|